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Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996-2010)

Gouvêa, Raphael Rocha; Schettini, Bernardo Patta - In: Economia : revista da ANPEC 16 (2015) 2, pp. 250-271

specification needs a better theoretical grounding. Evidence of nonlinearities has been found by different estimation techniques …

Persistent link: https://www.econbiz.de/10011865510

Separate cointegration in a VAR system subject to structural breaks

Kurita, Takamitsu - In: Economics letters 179 (2019), pp. 19-23

Persistent link: https://www.econbiz.de/10012121674

A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks

Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192

Persistent link: https://www.econbiz.de/10011736829

Structural breaks and monetary dynamics : a time series analysis

Shazly, Alaa el- - In: Economic modelling 53 (2016), pp. 133-143

Persistent link: https://www.econbiz.de/10011640980

Changes in persistence, spurious regressions and the Fisher hypothesis

Kruse, Robinson; Ventosa-Santaulària, Daniel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011708765

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

Trend breaks and the persistence of closed‐end fund discounts

Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2023

Persistent link: https://www.econbiz.de/10014514160

Dynamic factor models

Doz, Catherine; Fuleky, Peter - 2019

Persistent link: https://www.econbiz.de/10012234624

The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models

Hwang, Soosung; Valls Pereira, Pedro L. - 2009

We show that persistence of conditional volatility in large samples could be exaggerated by the existence of structural breaks in the ARCH and GARCH parameters. Our results suggest that extreme persistence frequently observed in index volatility does not necessarily indicate the same level of...

Persistent link: https://www.econbiz.de/10014214849

Trend breaks and the persistence of closed‐end mutual fund discounts

Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2023

Persistent link: https://www.econbiz.de/10014249739