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Strong rules for detecting the number of breaks in a time series

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Author Info
Altissimo, Filippo
Corradi, Valentina
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 117 (2003)
Issue (Month): 2 (December)
Pages: 207-244
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Handle: RePEc:eee:econom:v:117:y:2003:i:2:p:207-244

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  1. O'Reilly,Gerard & Whelan, Karl, 2004. "Has Euro-Area Inflation Persistence Changed Over Time?," Research Technical Papers 4/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
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  2. Jose Olmo & William Pouliot, 2008. "U-statistic Type Tests for Structural Breaks in Linear Regression Models," City University Economics Discussion Papers 08/15, Department of Economics, City University, London. [Downloadable!]
  3. Alessandro Calza, 2008. "Globalisation, domestic inflation and the global output gaps: evidence from the Euro era," Globalization and Monetary Policy Institute Working Paper 13, Federal Reserve Bank of Dallas. [Downloadable!]
  4. George Hondroyiannis & Sophia Lazaretou, 2007. "Inflation persistence during periods of structural change: an assessment using Greek data," Empirica, Springer, vol. 34(5), pages 453-475, December. [Downloadable!] (restricted)
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  5. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2004. "Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity," Working Papers. Serie AD 2004-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  6. Mohitosh Kejriwal & Pierre Perron, 2006. "The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes," Boston University - Department of Economics - Working Papers Series WP2006-064, Boston University - Department of Economics. [Downloadable!]
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  7. Alessandro Calza, 2008. "Globalisation, domestic inflation and global output gaps - evidence from the euro area," Working Paper Series 890, European Central Bank. [Downloadable!]
  8. Benoît Mojon, 2005. "When did unsystematic monetary policy have an effect on inflation?," Working Paper Series 559, European Central Bank. [Downloadable!]
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  9. Laurent Bilke, 2005. "Break in the mean and persistence of inflation - a sectoral analysis of French CPI," Working Paper Series 463, European Central Bank. [Downloadable!]
  10. Jose Olmo & Keith Pilbeam & William Pouliot, 2009. "Detecting the Presence of Informed Price Trading Via Structural Break Tests," City University Economics Discussion Papers 09/10, Department of Economics, City University, London. [Downloadable!]
  11. Sandrine Corvoisier & Benoît Mojon, 2005. "Breaks in the mean of inflation - how they happen and what to do with them," Working Paper Series 451, European Central Bank. [Downloadable!]
  12. Oleg Glouchakov, 2006. "Joint change point estimation in regression coeffcients and variances of the errors of a linear model," Working Papers 2006_3, York University, Department of Economics. [Downloadable!]
  13. Jennifer L. Castle & David F. Hendry, 2008. "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics. [Downloadable!]
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  14. Bilke, L., 2005. "Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI," Documents de Travail 122, Banque de France. [Downloadable!]
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