Narrow search
Showing 1 - 10 of 374,009
Cover Image
Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices
Caporale, Guglielmo Maria - 2019
This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...
Persistent link: https://www.econbiz.de/10012866377
Cover Image
Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
Kapetanios, George; Tzavalis, Elias - In: Nonlinear time series analysis of business cycles, (pp. 175-198). 2006
Persistent link: https://www.econbiz.de/10003309355
Cover Image
Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - 2009
Persistent link: https://www.econbiz.de/10003849428
Cover Image
Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220
Cover Image
Nonlinear income convergence and structural breaks : further empirical evidence
Nyong, Michael O.; Omobitan, Olufunsho A. - In: International journal of economics and finance 5 (2013) 4, pp. 81-88
Persistent link: https://www.econbiz.de/10009737845
Cover Image
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Cover Image
Poland-USA sectoral trade balances : regime shifts and the nonlinear impact of currency fluctuations
Pruchnicka-Grabias, Izabela; Piekunko-Mantiuk, Iwona; … - In: Central European Management Journal 32 (2023) 1, pp. 116-133
with the USA, which have not been studied in such a context so far. A strong point is a broad methodology that lets compare …
Persistent link: https://www.econbiz.de/10014552926
Cover Image
Evaluating real-time forecasts in real-time
Dijk, Dick van (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003753981
Cover Image
Evidence on structural changes in US time series
Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422
Persistent link: https://www.econbiz.de/10002770015
Cover Image
Some evidence of decreasing of the US coincident economic indicator
Kholodilin, Konstantin A. (contributor) - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740154