-
2
-
-
0346906789
-
Estimating and testing linear models with multiple structural changes
-
Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66:47-78
-
(1998)
Econometrica
, vol.66
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
3
-
-
0037286212
-
Computation and analysis of multiple structural change models
-
Bai J, Perron P (2003a) Computation and analysis of multiple structural change models. J Appl Econom 18:1-22
-
(2003)
J Appl Econom
, vol.18
, pp. 1-22
-
-
Bai, J.1
Perron, P.2
-
4
-
-
26844482959
-
Critical values for multiple structural change tests
-
Bai J, Perron P (2003b) Critical values for multiple structural change tests. Econom J 6:72-78
-
(2003)
Econom J
, vol.6
, pp. 72-78
-
-
Bai, J.1
Perron, P.2
-
6
-
-
0035628153
-
The long and large decline in US output volatility
-
Blanchard O, Simon J (2001) The long and large decline in US output volatility. Brookings Pap Econ Act 1:135-164
-
(2001)
Brookings Pap Econ Act
, vol.1
, pp. 135-164
-
-
Blanchard, O.1
Simon, J.2
-
7
-
-
24344467909
-
Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach
-
Camarero M, Carrion-i-Silvestre JL, Tamarit C (2005) Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach. J Comp Econ 33:584-603
-
(2005)
J Comp Econ
, vol.33
, pp. 584-603
-
-
Camarero, M.1
Carrion-i-Silvestre, J.L.2
Tamarit, C.3
-
8
-
-
0037784725
-
Recent changes in the US business cycle
-
Chauvet M, Potter S (2001) Recent changes in the US business cycle. Manchester School 69:481-508
-
(2001)
Manchester School
, vol.69
, pp. 481-508
-
-
Chauvet, M.1
Potter, S.2
-
9
-
-
35448963862
-
Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: Just another blur project?
-
forthcoming
-
É]gert B, Morales-Zumaquero A (2007) Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: Just another blur project? Review of Development Economics, forthcoming
-
(2007)
Review of Development Economics
-
-
Égert, B.1
Morales-Zumaquero, A.2
-
11
-
-
10244235195
-
Granger causality of the inflation-growth mirror in accession countries
-
Gilman M, Nakov A (2004) Granger causality of the inflation-growth mirror in accession countries. Econom Trans 12:653-681
-
(2004)
Econom Trans
, vol.12
, pp. 653-681
-
-
Gilman, M.1
Nakov, A.2
-
12
-
-
33846034303
-
Co-breaking: Recent advances and a synopsis of the literature
-
Hendry DF, Massmann M (2007) Co-breaking: Recent advances and a synopsis of the literature. J Busi Econom Stat 25:33-51
-
(2007)
J Busi Econom Stat
, vol.25
, pp. 33-51
-
-
Hendry, D.F.1
Massmann, M.2
-
13
-
-
33749848531
-
Use of cumulative sums of squares for retrospective detection of changes of variance
-
Inclán C, Tiao GC (1994) Use of cumulative sums of squares for retrospective detection of changes of variance. J Am Stat Assoc 89:913-923
-
(1994)
J Am Stat Assoc
, vol.89
, pp. 913-923
-
-
Inclán, C.1
Tiao, G.C.2
-
14
-
-
0039447737
-
Has the US economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle
-
Kim CJ, Nelson CR (1999) Has the US economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle. Rev Econom Stat 81:608-616
-
(1999)
Rev Econom Stat
, vol.81
, pp. 608-616
-
-
Kim, C.J.1
Nelson, C.R.2
-
15
-
-
24044489585
-
Beware of breaks in exchange rates: Evidence from European transition countries
-
Kočenda E (2005) Beware of breaks in exchange rates: Evidence from European transition countries. Econom Syst 29:307-324
-
(2005)
Econom Syst
, vol.29
, pp. 307-324
-
-
Kočenda, E.1
-
16
-
-
33750967036
-
Exchange rate volatility and regime change: A visegrad comparison
-
Kočenda E, Valachy J (2006) Exchange rate volatility and regime change: A visegrad comparison. J Comp Econ 34:727-753
-
(2006)
J Comp Econ
, vol.34
, pp. 727-753
-
-
Kočenda, E.1
Valachy, J.2
-
17
-
-
0003161690
-
Nonlinearity, structural breaks or outliers in economic time series?
-
In: Barnett WA, Hendry DF, Hylleberg S, Teräsvirta T, Tjøstheim D, Würtz AH (eds) Cambridge: Cambridge University Press
-
Koop G, Potter SM (2000) Nonlinearity, structural breaks or outliers in economic time series? In: Barnett WA, Hendry DF, Hylleberg S, Teräsvirta T, Tjøstheim D, Würtz AH (eds) Nonlinear econometric modeling in time series analysis. Cambridge: Cambridge University Press
-
(2000)
Nonlinear Econometric Modeling in Time Series Analysis
-
-
Koop, G.1
Potter, S.M.2
-
19
-
-
0000118629
-
Output fluctuations in the United States: What has changed since the early 1980s?
-
McConnell MM, Pérez-Quirós G (2000) Output fluctuations in the United States: What has changed since the early 1980s? Am Econ Rev 90:1464-1476
-
(2000)
Am Econ Rev
, vol.90
, pp. 1464-1476
-
-
McConnell, M.M.1
Pérez-Quirós, G.2
-
20
-
-
0042320586
-
Have output growth rates stabilised? evidence from the G-7 economies
-
Mills TC, Wang P (2003) Have output growth rates stabilised? evidence from the G-7 economies. Scott J Polit Econ 50:232-246
-
(2003)
Scott J Polit Econ
, vol.50
, pp. 232-246
-
-
Mills, T.C.1
Wang, P.2
-
21
-
-
8644254347
-
Monetary convergence of the EU accession countries to the eurozone: A theoretical framework and policy implications
-
Orlowski LT (2005) Monetary convergence of the EU accession countries to the eurozone: A theoretical framework and policy implications. J Banki Finance 29:203-225
-
(2005)
J Banki Finance
, vol.29
, pp. 203-225
-
-
Orlowski, L.T.1
-
22
-
-
26844573655
-
Testing for changes in the unconditional variance of financial time series
-
Sansó A, Aragó V, Carrión JL (2004) Testing for changes in the unconditional variance of financial time series. Revista de Economía Financiera 4:32-53
-
(2004)
Revista De Economía Financiera
, vol.4
, pp. 32-53
-
-
Sansó, A.1
Aragó, V.2
Carrión, J.L.3
-
23
-
-
4444298525
-
Testing for volatility changes in US. Macroeconomic Time Series
-
Sensier M, van Dijk DJ (2004) Testing for volatility changes in US. Macroeconomic Time Series. Rev Economics Stat 86:833-839
-
(2004)
Rev Economics Stat
, vol.86
, pp. 833-839
-
-
Sensier, M.1
van Dijk, D.J.2
-
27
-
-
0013084888
-
-
Econometric Institute Report 282, Erasmus University Rotterdam, Econometric Institute
-
van Dijk, DJ, Osborn, DR, Sensier M (2002) Changes in variability of the business cycle in the G7 Countries. Econometric Institute Report 282, Erasmus University Rotterdam, Econometric Institute
-
(2002)
Changes in Variability of the Business Cycle in the G7 Countries
-
-
van Dijk, D.J.1
Osborn, D.R.2
Sensier, M.3
-
28
-
-
0034392520
-
A Bayesian time series model of multiple structural changes in level, trend and variance
-
Wang J, Zivot E (2000) A Bayesian time series model of multiple structural changes in level, trend and variance. J Busi Econom 18:374-386
-
(2000)
J Busi Econom
, vol.18
, pp. 374-386
-
-
Wang, J.1
Zivot, E.2
|