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Euro area inflation differentials : unit roots, structural breaks and non-linear adjustment
Gregoriou, Andros (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003519824
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Least absolute deviation based unit root tests in smooth transition type of models
Sandberg, Rickard - In: Advances in non-linear economic modeling : theory and …, (pp. 141-166). 2014
Persistent link: https://www.econbiz.de/10010251587
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A new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2022
Persistent link: https://www.econbiz.de/10012888261
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Inflation differential and inflation targeting in India
Patnaik, Anuradha - In: Praj̄nȧn : journal of social and management sciences 45 (2016) 1, pp. 9-24
Persistent link: https://www.econbiz.de/10011558226
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On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
long-run interest rates with corresponding inflation rates. Traditional cointegration implies perfect mean reversion in …
Persistent link: https://www.econbiz.de/10009725013
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On fractionally integrated logistic smooth transitions in time series
Shittu, Olanrewaju I.; Yaya, OlaOlua S. - In: CBN journal of applied statistics 2 (2011) 1, pp. 1-13
model together with long memory are used to examine these features in inflation series for three economies. The results … which compares favourably with that of van Dijk et al. (2002) elicit some interesting attributes of inflation in the …
Persistent link: https://www.econbiz.de/10011477601
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On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
Persistent link: https://www.econbiz.de/10001642276
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011431114