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Unit Roots and Structural Change : An Application to US House-Price Indices
Canarella, Giorgio - 2013
This paper employs linear and nonlinear unit-root tests to investigate: a) the price dynamics of the home price indices included in the S&P/Case-Shiller Composite10 index, and b) the validity of the “ripple effect,” following the approach outlined in Meen (1999). In general, the findings...
Persistent link: https://www.econbiz.de/10013095148
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Are real GDP levels stationary in African countries?
Ying, Zheng; Dong, Chang-Rui; Chang, Hsu-Ling; Su, Chi-Wei - In: The South African journal of economics 82 (2014) 3, pp. 392-401
Persistent link: https://www.econbiz.de/10010502187
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Unit roots and trend breaks in the Greek labor market
Venetis, Ioannis A.; Salamaliki, Paraskevi K. - In: Journal of economic studies 42 (2015) 4, pp. 641-658
Persistent link: https://www.econbiz.de/10011348951
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Is there a structural change in the persistence of WTI-Brent oil price spreads in the post-2010 period?
Chen, Wei; Huang, Zhuo; Yi, Yanping - In: Economic modelling 50 (2015), pp. 64-71
Persistent link: https://www.econbiz.de/10011439618
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Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-chuan; Wu, Chien-wei; Chiu, Hsien-hung; … - In: Economic modelling 33 (2013), pp. 101-112
Persistent link: https://www.econbiz.de/10010192034
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Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu; Moh, Wan Shin - In: Open economies review 27 (2016) 1, pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
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Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi; Zheng, Chaowen - In: Finance research letters 25 (2018), pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
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A robust sequential procedure for estimating the number of structural changes in persistance
Kejriwal, Mohitosh - 2017
Persistent link: https://www.econbiz.de/10011922085
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The aggregate exports-GDP relation under the prism of infrequent trend breaks and multi-horizon causality
Konstantakopoulou, Ioanna - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 661-689
Persistent link: https://www.econbiz.de/10011878126
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Per capita output convergence across Asian countries : evidence from covariate unit root test with an endogenous structural break
Matsuki, Takashi - In: Economic modelling 82 (2019), pp. 99-118
Persistent link: https://www.econbiz.de/10012202377