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Purchasing power parity and structural instability in the US/UK exchange rate

Karoglou, Michail; Morley, Bruce - In: Journal of international financial markets, … 22 (2012) 4, pp. 958-972

Persistent link: https://www.econbiz.de/10009582495

Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values

Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565

Persistent link: https://www.econbiz.de/10009684132

An empirical investigation of the sustainability of the public deficit in Portugal

Rosario Correia, Maria do; Neck, Reinhard; … - In: International economics and economic policy : IEEP 5 (2008) 1/2, pp. 209-223

Persistent link: https://www.econbiz.de/10003747819

Macroeconomic variables and stock market performance : testing for dynamic linkages with a known structural break

Rashid, Abdul - In: Savings and development : quarterly review 32 (2008) 1, pp. 77-102

Persistent link: https://www.econbiz.de/10003800635

Fractional integration and structural breaks in bank share prices in Nigeria

Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23

Persistent link: https://www.econbiz.de/10011447216

The EMBI in Latin America : fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2015

Persistent link: https://www.econbiz.de/10011448197

Testing long memory in the presence of structural breaks : an application to regional and national housing markets

Ngene, Geoffrey M.; Lambert, Charles A.; Darrat, Ali F. - In: The journal of real estate finance and economics 50 (2015) 4, pp. 465-483

Persistent link: https://www.econbiz.de/10011474578

A Kalman filter approach to Fisher effect : evidence from Nigeria

Asemota, Omorogbe J.; Bala, Dahiru A. - In: CBN journal of applied statistics 2 (2011) 1, pp. 71-91

interest rates data. For a more robust result we conducted integration and cointegration tests in order to examine time …-series properties of the variables. Using Co-integration and Kalman filter methodologies, the study did not find evidence of a full …

Persistent link: https://www.econbiz.de/10011477662

Japanese yen and East Asian currencies : before and after the Asian financial crisis

Baak, Saang Joon - In: Journal of the Asia Pacific economy 9 (2004) 3, pp. 271-287

Persistent link: https://www.econbiz.de/10002431895

Analysis of integrated and cointegrated time series with R

Pfaff, Bernhard - 2006

Persistent link: https://www.econbiz.de/10003028229

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