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Stationarity of real exchange rates in the "fragile five" : analysis with structural breaks

Umit, A. Oznur - In: International journal of economics and finance 8 (2016) 4, pp. 254-270

Persistent link: https://www.econbiz.de/10011456890

The random-walk hypothesis on the Indian stock market

Mishra, Ankita; Mishra, Vinod; Smyth, Russell - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 879-892

Persistent link: https://www.econbiz.de/10011561118

Structural change in MENA remittance flows

Naufal, George; Genc, Ismail H. - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1175-1178

Persistent link: https://www.econbiz.de/10011561244

Understanding the functional central limit theorems with some applications to unit root testing with structural change

Aquino, Juan Carlos; Rodriguez, Gabriel - In: Economía : revista del Departamento de Economía, … 36 (2013), pp. 107-149

Persistent link: https://www.econbiz.de/10010407029

Capital market liberalization : effect of foreign investors on Saudi stock market performance

Almutiri, Abeer Faleh H. - In: Journal of mathematical finance 10 (2020) 2, pp. 267-286

Persistent link: https://www.econbiz.de/10012545701

Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks

Odionye, Joseph Chukwudi; Ukeje, Okanta Sunday; Odo, … - In: International journal of business and economics … 8 (2019) 2, pp. 58-64

Persistent link: https://www.econbiz.de/10012231395

Are bilateral real exchange rates stationary? : revisiting the evidence from India

Ghosh, Soumya Kanti; Nath, Hiranya K. - In: Theoretical economics letters 6 (2016) 5, pp. 1196-1204

Persistent link: https://www.econbiz.de/10011585918

Unemployment dynamics in the Asia-Pacific region : a preliminary investigation

Furuoka, Fumitaka - In: The Singapore economic review : journal of the Economic … 62 (2017) 5, pp. 983-1016

Persistent link: https://www.econbiz.de/10011789884

Theory and practice of testing for a single structural break in Stata

Majune, Socrates Kraido - 2018

The major objective of this paper is to demonstrate, theoretically and empirically, the test of a single structural break/change. Failure to address a structural break can lead to forecasting errors and the general unreliability of a model. Three approaches of testing for structural change are...

Persistent link: https://www.econbiz.de/10011774223

Estimating the size of the underground economy in Saudi Arabia : evidence from Gregory-Hansen's cointegration test based on the currency demand approach

Gamal, Awadh A. M.; Dahalan, Jauhari - In: International journal of economic perspectives : IJEP 10 (2016) 4, pp. 175-189

Persistent link: https://www.econbiz.de/10011762102

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