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The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand; Dupuy, Arnaud; Gil-Alaña, Luis A. - In: Applied economics 41 (2009) 19/21, pp. 2483-2493

Persistent link: https://www.econbiz.de/10003886063

How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …

Persistent link: https://www.econbiz.de/10003898577

Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010

Persistent link: https://www.econbiz.de/10003920144

The great moderation flattens fat tails : disappearing leptokurtosis

Fang, Wen-shwo; Miller, Stephen M.; Lee, ChunShen - 2008

Persistent link: https://www.econbiz.de/10003866819

Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013

Persistent link: https://www.econbiz.de/10009731952

An examination of Malaysia's structural breaks vis-à-vis Japan and the USA

Murad, Md. Wahid; Md. Mahadi Hasan; Shoeb-Ur-Rahman, … - In: Pakistan journal of commerce and social sciences 6 (2012) 2, pp. 231-241

two trading partners, namely the USA and Japan in 1970s, 1980s, 1990s and 2000s. It also discusses the implications of … USA and Malaysia does not have any structural break both in respect of GNI and GDP. …

Persistent link: https://www.econbiz.de/10009735238

Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013

This paper analyses the long-memory properties of a high-frequency financial time series dataset. It focuses on temporal aggregation and other features of the data, and how they might affect the degree of dependence of the series. Fractional integration or I(d) models are estimated with a...

Persistent link: https://www.econbiz.de/10009735715

Long memory and fractional integration in high frequency data on the US Dollar

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013

Persistent link: https://www.econbiz.de/10009736739

Structural breaks and relative price convergence among US cities

Hegwood, Natalie D.; Nath, Hiranya K. - In: Journal of macroeconomics 36 (2013), pp. 150-160

Persistent link: https://www.econbiz.de/10009751110

The dollar-euro exchange rate and macroeconomic fundamentals : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - In: Review of world economics 147 (2011) 1, pp. 11-40

Persistent link: https://www.econbiz.de/10009125012