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Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R. - 2021
Persistent link: https://www.econbiz.de/10012589414
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Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
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The impact of COVID-19 infections on money demand : a cointegration analysis in the euro area
Zangelidis, Leonidas - In: International journal of sustainable economy : IJSE 15 (2023) 4, pp. 478-501
Persistent link: https://www.econbiz.de/10014428239
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Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey
Talaş, Emrah; Kaplan, Fatih; Çelik, Ali Kemal - In: Research in world economy 4 (2013) 2, pp. 36-42
Persistent link: https://www.econbiz.de/10010210719
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On the instability of Tunisian money demand : some empirical issues with structural breaks
Mgadmi, Nidhal; Rachdi, Houssem; Saidi, Hichem; Guesmi, … - In: Journal of quantitative economics 17 (2019) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10012418640
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Cointegration with structural changes and classical model of inflation in Spain, 1830-1998
Congregado, Emilio; Esteve García, Vicente - In: Structural change and economic dynamics : SC+ED 60 (2022), pp. 376-388
Persistent link: https://www.econbiz.de/10013392148
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Stability of the demand for real narrow money in lndonesia
Anglingkusumo, Reza - 2005
The stability of the demand for real Ml in Indonesia is empirically examinedusing quarterly data between 1981 and 2002. A cointegrated VAR methodology thatisolates the period of structural breaks in the data generating process of the variables,caused by the Asian crisis, is used. The results...
Persistent link: https://www.econbiz.de/10011343266
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Structural breaks, cointegration and demand for money in Nigeria
Doguwa, Sani I.; Olowofeso, Olorunsola E.; Uyaebo, … - In: CBN journal of applied statistics 5 (2014) 1, pp. 15-33
investigated. The Gregory-Hansen residual based test for cointegration detected both intercept and regime shifts in 2007:Q1 as the … null of no cointegration is rejected at 1 per cent significance level, indicating that long run relationship exists between …. This estimation technique is robust to structural break, which ensures that the estimated parameters are unbiased. The …
Persistent link: https://www.econbiz.de/10011489463
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Are current account deficits in the OECD countries sustainable? : robust evidence from time-series estimators
Singh, Tarlok - In: The International trade journal 31 (2017) 1/5, pp. 29-64
Persistent link: https://www.econbiz.de/10011976420
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Estimation of the money demand function in a heterogeneous panel for selected Asian countries
Hussain, Mohammed Nur; Wijeweera, Albert - In: Indian journal of economics & business : IJEB 12 (2013) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10009765004