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Citations for "Computation and Analysis of Multiple Structural-Change Models"

by BAI, Jushan & PERRON, Pierre

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  1. Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2013. "Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland," Working Paper Series 1531, European Central Bank.
  2. Miranda, Jorge, 2012. "Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio
    [Real Exchange Rate in Chile: Dynamics, Trend and Equilibrium]
    ," MPRA Paper 43076, University Library of Munich, Germany.
  3. Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2015. "Is China fudging its figures? Evidence from trading partner data," Working Paper Series 2015-12, Federal Reserve Bank of San Francisco.
  4. Fernando Morra, 2014. "Moderando Inflaciones Moderadas," Department of Economics, Working Papers 106, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  5. Smith, Jennifer C, 2013. "Pay Growth, Fairness and Job Satisfaction : Implications for Nominal and Real Wage Rigidity," The Warwick Economics Research Paper Series (TWERPS) 1009, University of Warwick, Department of Economics.
  6. Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00550460, HAL.
  7. Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
  8. Fantazziini, Dean, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper 59696, University Library of Munich, Germany.
  9. Kosei Fukuda, 2007. "Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth," Statistical Papers, Springer, vol. 48(4), pages 559-580, October.
  10. Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers 2015-17, University of Paris West - Nanterre la Défense, EconomiX.
  11. P.Antipa, 2014. "How Fiscal Policy Affects the Price Level: Britain’s First Experience with Paper Money," Working papers 525, Banque de France.
  12. Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2015. "A Causal Exploration of Conflict Events and Commodity Prices of Sudan," MPRA Paper 62461, University Library of Munich, Germany.
  13. Cappelli, Carmela & Penny, Richard N. & Rea, William S. & Reale, Marco, 2008. "Detecting multiple mean breaks at unknown points in official time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 351-356.
  14. Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008. "A simple fractionally integrated model with a time-varying long memory parameter dt," Post-Print halshs-00390136, HAL.
  15. Enders, Walter & Holt, Matthew T., 2011. "Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals," MPRA Paper 31461, University Library of Munich, Germany.
  16. Wakamatsu, Hiroki & Aruga, Kentaka, 2013. "The impact of the shale gas revolution on the U.S. and Japanese natural gas markets," Energy Policy, Elsevier, vol. 62(C), pages 1002-1009.
  17. Chetan Ghate & Stephen Wright, 2009. "The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround," Jena Economic Research Papers 2009-010, Friedrich-Schiller-University Jena.
  18. Liang Chen & Juan José Dolado & Jesús Gonzalo, 2011. "Detecting big structural breaks in large factor models," Economics Working Papers we1141, Universidad Carlos III, Departamento de Economía.
  19. Yildirim, Ertugrul & Aslan, Alper & Ozturk, Ilhan, 2012. "Coal consumption and industrial production nexus in USA: Cointegration with two unknown structural breaks and causality approaches," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(8), pages 6123-6127.
  20. Fang, WenShwo & Miller, Stephen M., 2009. "Modeling the volatility of real GDP growth: The case of Japan revisited," Japan and the World Economy, Elsevier, vol. 21(3), pages 312-324, August.
  21. Yilmazkuday, Hakan, 2009. "Inflation Targeting and Inflation Convergence within Turkey," MPRA Paper 16770, University Library of Munich, Germany.
  22. Jude C. Eggoh & Chrysost Bangaké & Christophe Rault, 2011. "Energy Consumption and Economic Growth Revisited in African Countries," CESifo Working Paper Series 3590, CESifo Group Munich.
  23. Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank, Research Centre.
  24. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," The School of Economics Discussion Paper Series 0631, Economics, The University of Manchester.
  25. Kocenda, Evzen, 2000. "Detecting Structural Breaks in Exchange Rates in Transition Economies," CEPR Discussion Papers 2546, C.E.P.R. Discussion Papers.
  26. Rapach, David & Zhou, Guofu, 2013. "Forecasting Stock Returns," Handbook of Economic Forecasting, Elsevier.
  27. Kaya, Huseyin, 2013. "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, vol. 32(C), pages 100-107.
  28. Stephen G Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2005. "Assessing the Sources of Changes in the Volatility of Real Growth," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia.
  29. William Easterly, 2006. "Reliving the 1950s: the big push, poverty traps, and takeoffs in economic development," Journal of Economic Growth, Springer, vol. 11(4), pages 289-318, December.
  30. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
  31. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
  32. Franck Martin & Mai lan Nguyen, 2015. "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2110-2125.
  33. Guglielmo-Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015. "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series 5630, CESifo Group Munich.
  34. Liddle, Brantley & Messinis, George, 2014. "Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries," MPRA Paper 59566, University Library of Munich, Germany.
  35. Jonathan Wadsworth, 2009. "Did the national minimum wage affect UK prices?," LSE Research Online Documents on Economics 28677, London School of Economics and Political Science, LSE Library.
  36. Eun, Cheol S. & Lee, Jinsoo, 2010. "Evolution of earnings-to-price ratios: International evidence," Global Finance Journal, Elsevier, vol. 21(2), pages 125-137.
  37. Sévi, Benoît & Le Pen, Yannick, 2013. "Futures trading and the excess comovement of commodity prices," Economics Papers from University Paris Dauphine 123456789/11382, Paris Dauphine University.
  38. Bill Russell, 2007. "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Dundee Discussion Papers in Economics 200, Economic Studies, University of Dundee.
  39. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining output volatility in Germany: impulses, propagation, and the role of monetary policy," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2445-2457.
  40. Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009. "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 954-971, October.
  41. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density," Applied Economics, Taylor & Francis Journals, vol. 36(10), pages 1095-1101.
  42. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers 15-06, Asociación Española de Economía y Finanzas Internacionales.
  43. Oscar Díaz Q. & Marco Laguna V., 2007. "Factores que explican la reducción de las tasas pasivas de interés en el sistema bancario boliviano," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 331-366, octubre-d.
  44. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.
  45. Céline Meslier & Philippe Rous & Alain Sauviat & Pascale Torre, 2015. "Structure bancaire locale et évolution du crédit à l'échelle des départements français : l'expérience de la crise financière de 2007-2008," Post-Print hal-01134834, HAL.
  46. Gerlach, Stefan. & Stuart, Rebecca, 2014. "Money, interest and prices in Ireland, 1933-2012," Research Technical Papers 07/RT/14, Central Bank of Ireland.
  47. Liddle, Brantley & Messinis, George, 2015. "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," Economic Modelling, Elsevier, vol. 49(C), pages 278-285.
  48. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2006. "Testing the Null of Cointegration with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 623-646, October.
  49. Christophe Rault & António Afonso, 2007. "Should we care for structural breaks when assessing fiscal sustainability?," Economics Bulletin, AccessEcon, vol. 3(63), pages 1-9.
  50. Vicente Esteve, 2004. "Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 19(1), pages 3-29, June.
  51. Lee, Bong Soo, 2010. "Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1257-1273, June.
  52. Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 201414, University of Pretoria, Department of Economics.
  53. Firouz Fallahi & Gabriel Rodríguez, 2011. "Convergence In The Canadian Provinces: Evidence Using Unemployment Rates," Documentos de Trabajo / Working Papers 2011-322, Departamento de Economía - Pontificia Universidad Católica del Perú.
  54. Benati, Luca, 2007. "Drift and breaks in labor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
  55. Sandra Eickmeier, 2009. "Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 933-959.
  56. Thomas A. Lubik & Paolo Surico, 2010. "The Lucas critique and the stability of empirical models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 177-194.
  57. Hasanov, Mübariz & Araç, Aysen & Telatar, Funda, 2010. "Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey," Economic Modelling, Elsevier, vol. 27(5), pages 1103-1115, September.
  58. Bajo-Rubio, Oscar & Diaz-Roldan, Carmen & Esteve, Vicente, 2007. "Change of regime and Phillips curve stability: The case of Spain, 1964-2002," Journal of Policy Modeling, Elsevier, vol. 29(3), pages 453-462.
  59. Dhasmana, Anubha, 2013. "Operational Currency Mismatch and Firm Level Performance: Evidence from India," MPRA Paper 47935, University Library of Munich, Germany.
  60. Gabriel Moser & Wolfgang Pointner, 2005. "Financial Globalization, Capital Account Liberalization and International Consumption Risk-Sharing," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 98-106.
  61. Jose de Gregorio & Oscar Landerretche & Christopher Neilson, 2007. "Another Pass-Through Bites the Dust? Oil Prices and Inflation," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, January.
  62. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015. "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 122-135.
  63. Morten L Bech & Yvan Lengwiler, 2012. "The financial crisis and the changing dynamics of the yield curve," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 257-276 Bank for International Settlements.
  64. Young Hoon Lee & Rodney Fort, 2011. "Competitive Balance:Time Series Lessons from the English Premier League," Working Papers 1102, Research Institute for Market Economy, Sogang University, revised Jun 2011.
  65. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working Papers 1205, University of Nevada, Las Vegas , Department of Economics.
  66. Dániel Horváth & Eszter Makay, 2015. "Analysis methodology of interbank reference rates - International trends and the results of the first Hungarian annual statistical analysis for 2014," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 62–88.
  67. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.
  68. Dong, Jielin & Li, Wei & Cao, Yuhua & Fang, Jianwen, 2016. "How does technology and population progress relate? An empirical study of the last 10,000years," Technological Forecasting and Social Change, Elsevier, vol. 103(C), pages 57-70.
  69. Goodness Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 2014-470, Department of Research, Ipag Business School.
  70. repec:hal:wpaper:halshs-00722032 is not listed on IDEAS
  71. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
  72. Perron, Pierre & Yabu, Tomoyoshi, 2009. "Testing for Shifts in Trend With an Integrated or Stationary Noise Component," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
  73. Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2006. "The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality," Monash Economics Working Papers 13/06, Monash University, Department of Economics.
  74. Fukuda, Takashi & Dahalan, Jauhari, 2011. "“Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment” - L’interazione finanza-crescita-crisi in India: evidenze da una analisi di cointegrazione e causalità," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 64(3), pages 297-328.
  75. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Changes in International Business Cycle Affiliations," The School of Economics Discussion Paper Series 0924, Economics, The University of Manchester.
  76. 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.
  77. Mohamed El Hedi Arouri & Duc Khuong Nguyen & Thanh Huong Dinh, 2010. "Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries," Working Papers hal-00507822, HAL.
  78. Kevin Hoover & Oscar Jorda, 2001. "Measuring Systematic Monetary Policy," Working Papers 610, University of California, Davis, Department of Economics.
  79. Peter Lildholdt & Anne Vila Wetherilt, 2004. "Anticipation of monetary policy in UK financial markets," Bank of England working papers 241, Bank of England.
  80. Patrick Lünnemann & Ladislav Wintr, 2009. "Wages are flexible, aren?t they? evidence from monthly micro wage data," BCL working papers 39, Central Bank of Luxembourg.
  81. Guillermo Benavides & Isela Elizabeth Téllez-León & Francisco Venegas-Martínez, 2015. "Effects of Volatility of the Exchange Rate on Inflation Expectations and Growth Prospects in Mexico (2002-2014)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 63-78, November.
  82. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-30, January-J.
  83. Boetel, Brenda L. & Liu, Donald J., 2008. "Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors," Working Papers 44076, University of Minnesota, The Food Industry Center.
  84. Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron, 2007. "GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses," Boston University - Department of Economics - Working Papers Series wp2008-019, Boston University - Department of Economics.
  85. Dominique Guegan & Philippe De Peretti, 2011. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00560221, HAL.
  86. Helle Bunzel & Walter Enders, 2010. "The Taylor Rule and "Opportunistic" Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, 08.
  87. Anton Schautzer, 2005. "Albania: Country Profile and Recent Economic Developments," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 107-126.
  88. Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
  89. Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013. "Optimal forecasts in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 134-152.
  90. Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011. "Model selection criteria in multivariate models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 164(2), pages 218-238, October.
  91. Natalia Fabra & Juan Toro, 2003. "The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?," Industrial Organization 0309001, EconWPA.
  92. Ila Patnaik & Ajay Shah, 2010. "Asia Confronts the Impossible Trinity," Macroeconomics Working Papers 22814, East Asian Bureau of Economic Research.
  93. Claudia M. Buch & Esteban Prieto, 2012. "Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany," IAW Discussion Papers 84, Institut für Angewandte Wirtschaftsforschung (IAW).
  94. Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.
  95. Timo Terasvirta & Andrés González, . "Modelling autoregressive processes with a shifting mean," Borradores de Economia 420, Banco de la Republica de Colombia.
  96. Fernald, John G., 2007. "Trend breaks, long-run restrictions, and contractionary technology improvements," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2467-2485, November.
  97. Dani Rodrik & Arvind Subramanian, 2004. "From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition," NBER Working Papers 10376, National Bureau of Economic Research, Inc.
  98. Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 104-113.
  99. Lan-Fen Chu & Michael McAleer & Chi-Chung Chen, 2013. "How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?," Tinbergen Institute Discussion Papers 13-007/III, Tinbergen Institute.
  100. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute.
  101. Tam, Pui Sun, 2014. "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 304-327.
  102. Konstantin A. Kholodilin & Boriss Siliverstovs, 2005. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Discussion Papers of DIW Berlin 522, DIW Berlin, German Institute for Economic Research.
  103. Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 232, Economic Studies, University of Dundee.
  104. Xiaodong Du and Lihong Lu McPhail, 2012. "Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  105. Jahangir Aziz & Xiangming Li, 2008. "China's Changing Trade Elasticities," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(3), pages 1-21.
  106. Robert K. Kaufmann, 2014. "The End of Cheap Oil: Economic, Social, and Political Change in the US and Former Soviet Union," Energies, MDPI, Open Access Journal, vol. 7(10), pages 6225-6241, September.
  107. Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
  108. Stefano Grassi & Paolo Santucci de Magistris, 2011. "When Long Memory Meets the Kalman Filter: A Comparative Study," CREATES Research Papers 2011-14, School of Economics and Management, University of Aarhus.
  109. Reginaldo Pinto Nogueira & Claudio Djissey Shikida & Ari Francisco de Araujo, 2011. "Structural changes in exchange rate regimes in Brazil," Economics Bulletin, AccessEcon, vol. 31(2), pages 1748-1756.
  110. Max Gillman & Anton Nakov, 2004. "Granger causality of the inflation-growth mirror in accession countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 653-681, December.
  111. Jeffrey A. Frankel & Daniel Xie, 2009. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," NBER Working Papers 15620, National Bureau of Economic Research, Inc.
  112. Rabah Arezki & Kaddour Hadri & Prakash Loungani & Yao Rao, 2014. "Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks," OxCarre Working Papers 124, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  113. Christian Gillitzer & Jonathan Kearns, 2005. "Long-term Patterns in Australia’s Terms of Trade," RBA Research Discussion Papers rdp2005-01, Reserve Bank of Australia.
  114. Caporale, Tony, 2015. "Regime changes and interest rate risk," Economics Letters, Elsevier, vol. 136(C), pages 204-206.
  115. repec:cbh:journl:v:14:y:2015:i:2:p:62-88 is not listed on IDEAS
  116. Wenjuan Chen & Aleksei Netsunajev, 2015. "On the Long-run Neutrality of Demand Shocks," SFB 649 Discussion Papers SFB649DP2015-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  117. Waldenström, Daniel, 2015. "Wealth-income ratios in a small, late-industrializing, welfare-state economy: Sweden, 1810–2014," Working Paper Series, Center for Fiscal Studies 2015:6, Uppsala University, Department of Economics.
  118. Massimiliano De Santis, 2005. "Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR," Money Macro and Finance (MMF) Research Group Conference 2005 62, Money Macro and Finance Research Group.
  119. Rebeca Jiménez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010. "The VARying Effect of Foreign Shocks in Central and Eastern Europe," CESifo Working Paper Series 3080, CESifo Group Munich.
  120. Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2014. "The Effects of Oil Price Shocks in a New-Keynesian Framework with Capital Accumulation," Documents de travail du Centre d'Economie de la Sorbonne 14099, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  121. Ke Yang & Langnan Chen & Fengping Tian, 2015. "Realized Volatility Forecast of Stock Index Under Structural Breaks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(1), pages 57-82, 01.
  122. Walter Bazan-Palomino & Gabriel Rodriguez, 2014. " The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru," Documentos de Trabajo / Working Papers 2014-384, Departamento de Economía - Pontificia Universidad Católica del Perú.
  123. Perron, Pierre, 1997. "L’estimation de modèles avec changements structurels multiples," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 457-505, mars-juin.
  124. Olson, Dennis & Mossman, Charles & Chou, Nan-Ting, 2015. "The evolution of the weekend effect in US markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 56-63.
  125. Gabriel Rodriguez & Yiagadeesen Samy, 2003. "Analysing the effects of labour standards on US export performance. A time series approach with structural change," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1043-1051.
  126. Alejandro Gaytán & Jesús González-García, 2007. "Cambios estructurales en el mecanismo de transmisión de la política monetaria en México: un enfoque VAR no lineal," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 367-404, octubre-d.
  127. Fukuda, Shin-ichi, 2015. "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 1-20.
  128. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  129. Mun, Kyung-Chun, 2005. "Contagion and impulse response of international stock markets around the 9-11 terrorist attacks," Global Finance Journal, Elsevier, vol. 16(1), pages 48-68, August.
  130. Peckham, Janet G. & Kropp, Jaclyn D., 2012. "Decoupled Direct Payments under Base Acreage and Yield Updating Uncertainty: An Investigation of Agricultural Chemical Use," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 41(2), August.
  131. Saten Kumar & Don J. Webber, 2013. "Australasian money demand stability: application of structural break tests," Applied Economics, Taylor & Francis Journals, vol. 45(8), pages 1011-1025, March.
  132. Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
  133. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2013. "Market efficiency in the European carbon markets," Post-Print halshs-00846679, HAL.
  134. Albin, Thaarcis, 2012. "Did liberal eonomic regime contribute to the growth performance of the manufacturing sector in India?," MPRA Paper 43181, University Library of Munich, Germany, revised 12 Dec 2012.
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  592. Hans KREMERS & Andreas LOESCHEL, . "The Strategic Implications of Setting Border Tax Adjustments," EcoMod2010 259600097, EcoMod.
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  596. Stelios Bekiros, 2014. "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Society for Computational Economics, vol. 44(2), pages 231-251, August.
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  599. Camille Landais, 2015. "Assessing the welfare effects of unemployment benefits using the regression kink design," LSE Research Online Documents on Economics 64565, London School of Economics and Political Science, LSE Library.
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  603. Junior Ojeda & Gabriel Rodriguez, 2014. " An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns," Documentos de Trabajo / Working Papers 2014-383, Departamento de Economía - Pontificia Universidad Católica del Perú.
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  700. McMillan, David G., 2009. "Are share prices still too high?," Research in International Business and Finance, Elsevier, vol. 23(3), pages 223-232, September.
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  745. Kurmaş Akdoğan, 2015. "Unemployment Hysteresis and Structural Change in Europe," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 266, Ekonomik Yaklasim Association.
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  759. Laura Pagenhardt & Dieter Nautz & Till Strohsal & Strohsal, 2015. "The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area," SFB 649 Discussion Papers SFB649DP2015-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  760. Pouliot, Sébastien, 2012. "On the Economics of Adulteration in Food Imports: Application to US Fish and Seafood Imports," Working Papers 148596, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
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  769. Arabinda Basistha, 2006. "Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models," Working Papers 06-02 Classification- JEL, Department of Economics, West Virginia University.
  770. Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela ben, 2015. "Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 311-329.
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  781. Wang-Sheng Lee & Sandy Suardi, 2008. "The Australian Firearms Buyback and Its Effect on Gun Deaths," Melbourne Institute Working Paper Series wp2008n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  782. Amara, Jomana, 2012. "Implications of military stabilization efforts on economic development and security: The case of Iraq," Journal of Development Economics, Elsevier, vol. 99(2), pages 244-254.
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  790. Jamaleddin Mohseni Zonuzi & Mahnaz S.Hashemi Pourvaladi & Nasrin Faraji, 2011. "The Relationship between Budget Deficit and Inflation in Iran," Iranian Economic Review, Economics faculty of Tehran university, vol. 16(1), pages 117-133, winter.
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  792. Kundu, Srikanta & Sarkar, Nityananda, 2016. "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, vol. 36(C), pages 297-311.
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  796. Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008. "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," LEO Working Papers / DR LEO 1562, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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