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Computation and Analysis of Multiple Structural-Change Models

Citations

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Cited by:

  1. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach," School of Economics Macroeconomic Discussion Paper Series 2017-05, School of Economics, University of Cape Town.
  2. Blanas, Sotiris, 2012. "Intra-firm trade and employment in US manufacturing," Kiel Advanced Studies Working Papers 458, Kiel Institute for the World Economy (IfW).
  3. Bilal Mehmood & Syed Hassan Raza & Mahwish Rana & Huma Sohaib & Muhammad Azhar Khan, 2014. "Triangular Relationship between Energy Consumption, Price Index and National Income in Asian Countries: A Pooled Mean Group Approach in Presence of Structural Breaks," International Journal of Energy Economics and Policy, Econjournals, pages 610-620.
  4. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016. "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
  5. repec:eee:eneeco:v:67:y:2017:i:c:p:72-82 is not listed on IDEAS
  6. Alfred A. Haug, 2014. "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1058-1066, April.
  7. Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW).
  8. Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim, 2016. "A GARCH model for testing market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, pages 121-138.
  9. Assaf, Ata, 2016. "MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008," Research in International Business and Finance, Elsevier, pages 222-240.
  10. Kim, Jeankyung & Kim, Hyune-Ju, 2008. "Asymptotic results in segmented multiple regression," Journal of Multivariate Analysis, Elsevier, pages 2016-2038.
  11. Hakan Yilmazkuday, 2008. "Structural Breaks in Monetary Policy Rules: Evidence from Transition Countries," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(6), pages 87-97, November.
  12. Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016. "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, pages 30-43.
  13. 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.
  14. repec:bpj:glecon:v:13:y:2017:i:1:p:11:n:1 is not listed on IDEAS
  15. Bruno S. Frey & Daniel Waldenstrom, 2007. "Using Financial Markets to Analyze History: The Case of the Second World War," CREMA Working Paper Series 2007-19, Center for Research in Economics, Management and the Arts (CREMA).
  16. Kim Oosterlinck & Loredana Ureche-Rangau & Jacques-Marie Vaslin, 2013. "Waterloo: a Godsend for French Public Finances?," Working Papers CEB 13-028, ULB -- Universite Libre de Bruxelles.
  17. Tortorice, Daniel L., 2013. "Endogenous separation, wage rigidity and the dynamics of unemployment," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 179-191.
  18. Noriega, Antonio E. & de Alba, Enrique, 2001. "Stationarity and structural breaks -- evidence from classical and Bayesian approaches," Economic Modelling, Elsevier, pages 503-524.
  19. Lu, Yang K. & Perron, Pierre, 2010. "Modeling and forecasting stock return volatility using a random level shift model," Journal of Empirical Finance, Elsevier, pages 138-156.
  20. Ćorić, Bruno & Pugh, Geoff, 2013. "Foreign direct investment and output growth volatility: A worldwide analysis," International Review of Economics & Finance, Elsevier, pages 260-271.
  21. 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.
  22. Vladimir Kühl Teles, 2012. "Infrastructure and productivity in Latin America: is there a relationship in the long run?," Journal of Economic Studies, Emerald Group Publishing, vol. 39(1), pages 44-62, January.
  23. Cross, Jamie & Nguyen, Bao H., 2017. "The relationship between global oil price shocks and China's output: A time-varying analysis," Energy Economics, Elsevier, pages 79-91.
  24. Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
  25. Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2010. "Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks," Economic Modelling, Elsevier, pages 1269-1273.
  26. Choi, Kyongwook & Yu, Wei-Choun & Zivot, Eric, 2010. "Long memory versus structural breaks in modeling and forecasting realized volatility," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 857-875, September.
  27. Irena Raguž Krištić & Lucija Rogić Dumančić & Vladimir Arčabić, 2017. "Persistence and stochastic convergence of euro area unemployment rates: evidence from LM and RALS-LM unit root tests with breaks," EFZG Working Papers Series 1707, Faculty of Economics and Business, University of Zagreb.
  28. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, pages 1219-1244.
  29. Campos, Nauro F & Karanasos, Menelaos & Tan, Bin, 2008. "Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000)," CEPR Discussion Papers 7004, C.E.P.R. Discussion Papers.
  30. Bill Russell & Dooruj Rambaccussing, 2016. "Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve," Dundee Discussion Papers in Economics 294, Economic Studies, University of Dundee.
  31. Haug, Alfred A. & King, Ian P., 2011. "Empirical evidence on inflation and unemployment in the long run," MPRA Paper 33409, University Library of Munich, Germany.
  32. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015. "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, pages 46-60.
  33. Bajo-Rubio, Oscar & Díaz-Roldán, Carmen & Esteve, Vicente, 2009. "Deficit sustainability and inflation in EMU: An analysis from the Fiscal Theory of the Price Level," European Journal of Political Economy, Elsevier, pages 525-539.
  34. Geoffrey Ngene & Charles Lambert & Ali Darrat, 2015. "Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets," The Journal of Real Estate Finance and Economics, Springer, pages 465-483.
  35. Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
  36. Moya-Martínez, Pablo & Ferrer-Lapeña, Román & Escribano-Sotos, Francisco, 2014. "Oil price risk in the Spanish stock market: An industry perspective," Economic Modelling, Elsevier, pages 280-290.
  37. Jaco P. Weideman & Roula Inglesi-Lotz, 2016. "Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application," Working Papers 201636, University of Pretoria, Department of Economics.
  38. Kevin D. Hoover & Oscar Jorda, "undated". "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics.
  39. Hafedh Bouakez & Takashi Kano, 2006. "Learning-by-Doing or Habit Formation?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, pages 508-524.
  40. Ketenci, Natalya, 2013. "The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach," Research in Economics, Elsevier, pages 76-87.
  41. 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.
  42. Fang, WenShwo & Miller, Stephen M., 2009. "Modeling the volatility of real GDP growth: The case of Japan revisited," Japan and the World Economy, Elsevier, pages 312-324.
  43. Fukuda, Shin-ichi, 2015. "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, pages 1-20.
  44. D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009. "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers 200901, School of Economics, University College Dublin.
  45. Shannon, Mike & Moazzami, Bakhtiar, 2015. "Canadian Regional NAIRU Estimates: A Structural Break Approach," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 45(1).
  46. Hervé Le Bihan, 2004. "Tests de ruptures : une application au PIB tendanciel français," Économie et Prévision, Programme National Persée, pages 133-154.
  47. Eskandar Elmarzougui & Bruno Larue, 2013. "On the Evolving Relationship Between Corn and Oil Prices," Agribusiness, John Wiley & Sons, Ltd., vol. 29(3), pages 344-360, June.
  48. 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, pages 653-681.
  49. Smyth, Russell & Narayan, Paresh Kumar, 2015. "Applied econometrics and implications for energy economics research," Energy Economics, Elsevier, pages 351-358.
  50. Castelnuovo, Efrem, 2010. "Tracking U.S. inflation expectations with domestic and global indicators," Journal of International Money and Finance, Elsevier, pages 1340-1356.
  51. Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, pages 5712-5726.
  52. 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, pages 56-63.
  53. repec:bla:ehsrev:v:70:y:2017:i:4:p:1244-1267 is not listed on IDEAS
  54. 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, January.
  55. Zhichao Guo & Yuanhua Feng & Xiangyong Tan, 2011. "Impact of China's accession to WTO and the financial crisis on China's exports to Germany," Working Papers CIE 36, Paderborn University, CIE Center for International Economics.
  56. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, pages 609-642.
  57. Mylonidis, Nikolaos & Kollias, Christos, 2010. "Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2056-2064, September.
  58. Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014. "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, pages 13-19.
  59. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.
  60. 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.
  61. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  62. Min Bahadur Shrestha, Ph.D., 2006. "Testing for Unit Roots in Nepalese Macroeconomic Data," NRB Economic Review, Nepal Rastra Bank, Research Department, pages 1-19.
  63. 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, pages 311-329.
  64. Lecznar, Jonathan & Lubik, Thomas A., 2017. "Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan," Working Paper 17-8, Federal Reserve Bank of Richmond.
  65. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, pages 391-402.
  66. Liu, De-Chih, 2009. "Structural changes in job creation and destruction," Economics Letters, Elsevier, pages 34-36.
  67. Picard, F. & Lebarbier, E. & Budinskà, E. & Robin, S., 2011. "Joint segmentation of multivariate Gaussian processes using mixed linear models," Computational Statistics & Data Analysis, Elsevier, pages 1160-1170.
  68. repec:eee:revfin:v:34:y:2017:i:c:p:61-73 is not listed on IDEAS
  69. Bekaert, G. & Harvey, C. R. & Lumsdaine, R. L., 2002. "The dynamics of emerging market equity flows," Journal of International Money and Finance, Elsevier, pages 295-350.
  70. repec:ege:journl:v:17:y:2017:i:3:p:323-336 is not listed on IDEAS
  71. Franck Martin & Mai lan Nguyen, 2015. "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Economics Bulletin, AccessEcon, pages 2110-2125.
  72. Pratik Datta & Shefali Malhotra & Shivangi Tyagi, 2017. "Judicial Review and Money Bills," Working Papers id:11774, eSocialSciences.
  73. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  74. Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-20.
  75. Andrew Bossie, 2013. "The Effect of Fiscal Policy Shocks on the Flow of Funds," 2013 Papers pbo741, Job Market Papers.
  76. A.H. Ahmad & Nusrate Aziz & Shahina Rummun, 2013. "Interest Rate Pass-Through in the UK: Has the Transmission Mechanism Changed During the Financial Crisis?," Economic Issues Journal Articles, Economic Issues, vol. 18(1), pages 17-38, March.
  77. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2014. "Macroeconomic Factors and Microlevel Bank Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, June.
  78. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017. "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers 201779, University of Pretoria, Department of Economics.
  79. Bui Trinh & Kiyoshi Kobayashi & Thai Nguyen Quang & Phong Nguyen Viet, 2012. "Multi-interregional economic impact analysis based on multi-interregional input output model consisting of 7 regions of Vietnam, 2000," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(2), pages 1-4.
  80. Mulligan, Robert F. & Koppl, Roger, 2011. "Monetary policy regimes in macroeconomic data: An application of fractal analysis," The Quarterly Review of Economics and Finance, Elsevier, pages 201-211.
  81. Lee, Chien-Chiang & Chiu, Yi-Bin, 2016. "Globalization and insurance activity: Evidence on the industrial and emerging countries," The North American Journal of Economics and Finance, Elsevier, pages 328-349.
  82. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
  83. repec:dau:papers:123456789/11382 is not listed on IDEAS
  84. Bai, Jushan, 2010. "Common breaks in means and variances for panel data," Journal of Econometrics, Elsevier, pages 78-92.
  85. McAdam, Peter & Willman, Alpo, 2008. "Medium run redux: technical change, factor shares and frictions in the euro area," Working Paper Series 915, European Central Bank.
  86. 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.
  87. Ari Aisen & David Hauner, 2013. "Budget deficits and interest rates: a fresh perspective," Applied Economics, Taylor & Francis Journals, vol. 45(17), pages 2501-2510, June.
  88. Mustapha Belkhouja & Mohamed Boutahar, 2009. "Structural Change and Long Memory in the Dynamic of U.S. Inflation Process," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 195-216, September.
  89. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Regression Under Broken-Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, pages 671-684.
  90. repec:eee:jbfina:v:85:y:2017:i:c:p:113-131 is not listed on IDEAS
  91. Steven Trypsteen, 2014. "Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth," Discussion Papers 2014/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  92. Eguren Martin, Fernando, 2016. "Exchange rate regimes and current account adjustment: An empirical investigation," Journal of International Money and Finance, Elsevier, pages 69-93.
  93. Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008. "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 225-241, April.
  94. Cunado, Juncal & Gomez Biscarri, Javier & Perez de Gracia, Fernando, 2006. "Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization," Emerging Markets Review, Elsevier, pages 261-278.
  95. Ftiti, Zied & Hichri, Walid, 2014. "The price stability under inflation targeting regime: An analysis with a new intermediate approach," Economic Modelling, Elsevier, pages 23-32.
  96. Pedro Gomis-Porqueras & Timothy Kam & Christopher Waller, 2017. "Nominal Exchange Rate Determinacy under the Threat of Currency Counterfeiting," American Economic Journal: Macroeconomics, American Economic Association, pages 256-273.
  97. Baillie, Richard T. & Cho, Dooyeon, 2014. "Time variation in the standard forward premium regression: Some new models and tests," Journal of Empirical Finance, Elsevier, pages 52-63.
  98. Jian Huang & Masahito Kobayashi & Michael McAleer, 2010. "Testing the Box-Cox Parameter for an Integrated Process," Working Papers in Economics 10/77, University of Canterbury, Department of Economics and Finance.
  99. Mina Kim, & Deokwoo Nam, & Jian Wang & Jason Wu,, 2013. "International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade," Working Papers 467, U.S. Bureau of Labor Statistics.
  100. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476022, HAL.
  101. Kaffel, Bilel & Abid, Fathi, 2009. "A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price," The Quarterly Review of Economics and Finance, Elsevier, pages 971-1000.
  102. Eun, Cheol S. & Lee, Jinsoo, 2010. "Evolution of earnings-to-price ratios: International evidence," Global Finance Journal, Elsevier, pages 125-137.
  103. Laura D´Amato & Lorena Garegnani & Juan M. Sotes, 2008. "Inflation Persistence and Changes in the Monetary Regime: The Argentine Case," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(50), pages 127-167, January -.
  104. Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014. "Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries," CEPS Papers 9228, Centre for European Policy Studies.
  105. Costas Azariadis & Leo Kaas & Yi Wen, 2016. "Self-Fulfilling Credit Cycles," Review of Economic Studies, Oxford University Press, pages 1364-1405.
  106. Gómez-Puig, Marta, 2008. "Monetary integration and the cost of borrowing," Journal of International Money and Finance, Elsevier, pages 455-479.
  107. Czech, Katarzyna, 2016. "Structural Changes in Wheat Market," Problems of World Agriculture / Problemy Rolnictwa Światowego, Wydział Nauk Ekonomicznych, Uniwersytet Warszawski, vol. 16(31).
  108. Cibotaru, Vitalie & Neumann, Rainer & Cuhal, Radu & Ungureanu, Mihai, 2011. "Identificarea regimului cursului de schimb valutar în republica moldova," MPRA Paper 32232, University Library of Munich, Germany.
  109. John G. Fernald, 2005. "Trend breaks, long-run restrictions, and the contractionary effects of technology improvements," Working Paper Series 2005-21, Federal Reserve Bank of San Francisco.
  110. Lee, Chien-Chiang & Zeng, Jhih-Hong, 2011. "The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, pages 1910-1920.
  111. Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016. "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, pages 403-429.
  112. Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, pages 172-185.
  113. Kevin S. Nell & Maria M. De Mello, 2015. "Testing Capital Accumulation-Driven Growth Models in a Multiple-Regime Framework: Evidence from South Africa," CEF.UP Working Papers 1501, Universidade do Porto, Faculdade de Economia do Porto.
  114. Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013. "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, pages 119-144.
  115. Jouini, Jamel, 2013. "Stock markets in GCC countries and global factors: A further investigation," Economic Modelling, Elsevier, pages 80-86.
  116. Kazanas, Thanassis & Miaouli, Natasha, 2014. "Wage-setting and capital in unionized markets: Evidence from South Europe," Economic Modelling, Elsevier, pages 368-376.
  117. Meng Xu & Avishai Ceder & Ziyou Gao & Wei Guan, 2010. "Mass transit systems of Beijing: governance evolution and analysis," Transportation, Springer, pages 709-729.
  118. Campo Robledo, Jacobo & Sarmiento Guzmán, Viviana, 2011. "Relación consumo de energía y PIB: evidencia desde un panel cointegrado de 10 países de América Latina entre 1971 - 2007
    [Energy consumption and GDP relationship: evidence from a panel cointegratio
    ," MPRA Paper 31772, University Library of Munich, Germany.
  119. Jesper Roine & Daniel Waldenström, 2011. "Common Trends and Shocks to Top Incomes: A Structural Breaks Approach," The Review of Economics and Statistics, MIT Press, pages 832-846.
  120. Gallegati, Marco & Ramsey, James B., 2013. "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 60-73.
  121. Fukuda, Takashi & Dahalan, Jauhari, 2011. "Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment," MPRA Paper 39467, University Library of Munich, Germany.
  122. 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.
  123. Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, pages 291-296.
  124. Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, pages 286-299.
  125. Marfatia, Hardik A., 2015. "Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks," The North American Journal of Economics and Finance, Elsevier, pages 103-123.
  126. Jing Tian & Heather M. Anderson, 2011. "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers 8/11, Monash University, Department of Econometrics and Business Statistics.
  127. Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016. "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers 201660, University of Pretoria, Department of Economics.
  128. Nautz, Dieter & Strohsal, Till, 2015. "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, pages 6-9.
  129. Aamer Abu-Qarn, 2010. "The Defense-Growth Nexus: An Application for the Israeli-Arab Conflict," Working Papers 1003, Ben-Gurion University of the Negev, Department of Economics.
  130. Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, pages 1415-1427.
  131. Gerlach, Stefan & Stuart, Rebecca, 2014. "Money, Interest Rates and Prices in Ireland, 1933-2012," CEPR Discussion Papers 9961, C.E.P.R. Discussion Papers.
  132. Jerry Coakley & Jian Dollery & Neil Kellard, 2011. "Long memory and structural breaks in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(11), pages 1076-1113, November.
  133. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2008. "Chocs d'offre et optimalité de la politique monétaire dans la zone euro," Revue économique, Presses de Sciences-Po, pages 527-536.
  134. McMillan, David G., 2009. "Are share prices still too high?," Research in International Business and Finance, Elsevier, pages 223-232.
  135. Jounghyeon Kim, 2012. "Monetary and Exchange Rate Policy in the Aftermath of the Asian Financial Crisis: The Case of Korea," Korean Economic Review, Korean Economic Association, pages 91-116.
  136. 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, pages 122-135.
  137. Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael, 2011. "Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO," Mathematics and Computers in Simulation (MATCOM), Elsevier, pages 1491-1506.
  138. Jahangir Aziz & Xiangming Li, 2007. "China’s Changing Trade Elasticities," IMF Working Papers 07/266, International Monetary Fund.
  139. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, pages 406-419.
  140. Martina Lawless, 2013. "Marginal Distance: Does Export Experience Reduce Firm Trade Costs?," Open Economies Review, Springer, pages 819-841.
  141. Ashok Kotwal & Bharat Ramaswami & Wilima Wadhwa, 2011. "Economic Liberalization and Indian Economic Growth: What's the Evidence?," Journal of Economic Literature, American Economic Association, pages 1152-1199.
  142. Esteve García, Vicente & Navarro Ibáñez, Manuel & Prats Albentosa, María Asuncíon, 2017. "The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012," Economics Discussion Papers 2017-93, Kiel Institute for the World Economy (IfW).
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  367. Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume, 2016. "On the sources of macroeconomic stability in the euro area," European Economic Review, Elsevier, pages 40-63.
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  378. Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, pages 710-727.
  379. Jinho Bae & Chang-Jin Kim & Dong Kim, 2012. "The evolution of the monetary policy regimes in the U.S," Empirical Economics, Springer, pages 617-649.
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  381. Fukuda, Shin-ichi, 2016. "Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates," Journal of the Japanese and International Economies, Elsevier, pages 109-122.
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  385. Martin Hoesli & Kustrim Reka, 2013. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, pages 1-35.
  386. Daniel Waldenstrom & Bruno S. Frey, 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," CREMA Working Paper Series 2006-27, Center for Research in Economics, Management and the Arts (CREMA).
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  602. de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, pages 394-412.
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  611. Indira Devi P & K R Shanmugam & M. Jayasree, 2013. "Compensating Wages for Occupational Risks of Farm Workers in India," Working Papers id:5328, eSocialSciences.
  612. M. Hashem Pesaran & Andreas Pick, 2008. "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series 2293, CESifo Group Munich.
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  616. Peter Gottschalk, 2005. "Downward Nominal-Wage Flexibility: Real or Measurement Error?," The Review of Economics and Statistics, MIT Press, pages 556-568.
  617. Devi, P. Indira & Shanmugam, K.R. & Jayasree, M.G., 2012. "Compensating Wages for Occupational Risks of Farm Workers in India," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 67(2).
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  620. Arabinda Basistha, 2007. "Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 584-606, May.
  621. Herrerias, M.J. & Ordóñez, J., 2014. "If the United States sneezes, does the world need “pain-killers”?," International Review of Economics & Finance, Elsevier, pages 159-170.
  622. 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.
  623. Zhichao Guo & Yuanhua Feng & Thomas Gries, 2015. "Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," China Agricultural Economic Review, Emerald Group Publishing, vol. 7(2), pages 262-279, May.
  624. 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.
  625. Rao, B. Bhaskara & Hassan, Gazi Mainul, 2011. "A panel data analysis of the growth effects of remittances," Economic Modelling, Elsevier, pages 701-709.
  626. Andric, Vladimir & Arsic, Milojko & Nojkovic, Aleksandra, 2016. "Fiscal Pressure of Interest Payments in Serbia - a Time Series Exploration," EconStor Preprints 141322, ZBW - German National Library of Economics.
  627. Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017. "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers 201756, University of Pretoria, Department of Economics.
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  632. Wakamatsu, Hiroki & Miyata, Tsutomu, 2014. "Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?," MPRA Paper 55667, University Library of Munich, Germany, revised 18 Jun 2014.
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  634. Jian Zhou & Randy Anderson, 2013. "An Empirical Investigation of Herding Behavior in the U.S. REIT Market," The Journal of Real Estate Finance and Economics, Springer, pages 83-108.
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  638. Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016. "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, pages 1165-1190.
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  644. Chakraborty, Avik, 2009. "Learning, The Forward Premium Puzzle, And Market Efficiency," Macroeconomic Dynamics, Cambridge University Press, pages 31-57.
  645. Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
  646. Braun, Matias & Raddatz, Claudio, 2007. "Trade liberalization, capital account liberalization and the real effects of financial development," Journal of International Money and Finance, Elsevier, pages 730-761.
  647. 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, pages 278-285.
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  656. Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 579-600.
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  661. Eichengreen, Barry & Gupta, Poonam, 2012. "The Real Exchange Rate and Export Growth: Are Services Different?," Working Papers 12/112, National Institute of Public Finance and Policy.
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  679. Kim Liow & Zhiwei Chen & Jingran Liu, 2011. "Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, pages 295-328.
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  685. de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
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  687. Camille Landais, 2015. "Assessing the Welfare Effects of Unemployment Benefits Using the Regression Kink Design," American Economic Journal: Economic Policy, American Economic Association, pages 243-278.
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  724. Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, pages 16-28.
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  762. Arnone, Marco & Romelli, Davide, 2013. "Dynamic central bank independence indices and inflation rate: A new empirical exploration," Journal of Financial Stability, Elsevier, pages 385-398.
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  767. Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, pages 122-137.
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  770. Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009. "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, pages 241-260.
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  781. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114237, European Association of Agricultural Economists.
  782. Bataa, Erdenebat, 2012. "The Composite Leading Indicator of Mongolia," MPRA Paper 72415, University Library of Munich, Germany.
  783. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, Elsevier.
  784. Sam Hak Kan Tang & Charles Ka Yui Leung, 2016. "The Deep Historical Roots of Macroeconomic Volatility," The Economic Record, The Economic Society of Australia, pages 568-589.
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  794. Richard Bluhm & Denis de Crombrugghe & Adam Szirmai, 2014. "Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps," CESifo Working Paper Series 4594, CESifo Group Munich.
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  796. Giorgio Canarella & Stephen Miller, 2016. "Inflation persistence and structural breaks: the experience of inflation targeting countries and the US," Journal of Economic Studies, Emerald Group Publishing, vol. 43(6), pages 980-1005, November.
  797. David Albouy & Bryan Stuart, 2014. "Urban Population and Amenities: The Neoclassical Model of Location," NBER Working Papers 19919, National Bureau of Economic Research, Inc.
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  802. Yalta, A. Talha & Jenal, Olaf, 2009. "On the importance of verifying forecasting results," International Journal of Forecasting, Elsevier, pages 62-73.
  803. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
  804. Kaya, Huseyin, 2013. "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, pages 100-107.
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  806. M Hashem Pesaran & Andreas Pick & Mikhail Pranovich, 2011. "Optimal Forecasts in the Presence of Structural Breaks," DNB Working Papers 327, Netherlands Central Bank, Research Department.
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  811. Cho-Hoi Hui & Lillie Lam, 2008. "What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?," Working Papers 0810, Hong Kong Monetary Authority.
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  814. 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.
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  827. Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009. "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, pages 241-260.
  828. M. Hashem Pesaran & Andreas Pick, 2008. "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series 2293, CESifo Group Munich.
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  859. Laura Mayoral, 2006. "Further Evidence on the Statistical Properties of Real GNP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, pages 901-920.
  860. Dejan Živkov & Jovan Njegić & Vera Mirović, 2016. "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, University of Economics, Prague, pages 686-705.
  861. Ramos-Francia, Manuel & Torres, Alberto, 2008. "Inflation dynamics in Mexico: A characterization using the New Phillips curve," The North American Journal of Economics and Finance, Elsevier, pages 274-289.
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  863. Atif Mian & Amir Sufi, 2011. "Household Leverage and the Recession of 2007 to 2009," SBP Research Bulletin, State Bank of Pakistan, Research Department, pages 125-173.
  864. Ghosh, Madhusudan, 2010. "Structural Breaks and Performance in Indian Agriculture," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 65(1).
  865. Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Purdue University Economics Working Papers 1217, Purdue University, Department of Economics.
  866. Aboura, Sofiane & Chevallier, Julien, 2013. "Leverage vs. feedback: Which Effect drives the oil market?," Finance Research Letters, Elsevier, pages 131-141.
  867. Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016. "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, pages 365-402.
  868. Tiia P¸ss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  869. Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013. "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, pages 977-991.
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  873. James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
  874. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016. "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Research Discussion Papers 20/2016, Bank of Finland.
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  876. Jayanta Sarkar & Hiranya K. Nath, 2013. "City Relative Price Dynamics in Australia: Are Structural Breaks Important?," Working Papers 1301, Sam Houston State University, Department of Economics and International Business.
  877. repec:kap:iaecre:v:17:y:2011:i:4:p:397-412 is not listed on IDEAS
  878. Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, pages 2205-2268.
  879. Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, pages 1893-1916.
  880. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, pages 125-128.
  881. Zhang, Huiming & Zhou, Dequn & Cao, Jie, 2011. "A quantitative assessment of energy strategy evolution in China and US," Renewable and Sustainable Energy Reviews, Elsevier, pages 886-890.
  882. repec:pal:compes:v:59:y:2017:i:4:d:10.1057_s41294-017-0035-3 is not listed on IDEAS
  883. 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.
  884. 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, pages 57-70.
  885. Charfeddine, Lanouar & Benlagha, Noureddine, 2016. "A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets," Journal of Multinational Financial Management, Elsevier, pages 168-189.
  886. Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016. "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, pages 332-349.
  887. A. Morales-Zumaquero & Simon Sosvilla-Rivero, 2008. "Macroeconomic instability in the European monetary system?," Applied Financial Economics, Taylor & Francis Journals, pages 965-983.
  888. Krause, Michael & Hoffmann, Mathias & Laubach, Thomas, 2013. "The Expectations-Driven U.S. Current Account," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79854, Verein für Socialpolitik / German Economic Association.
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  890. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 71-79.
  891. Aloui, Riadh & Ben Aïssa, Mohamed Safouane, 2016. "Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method," The North American Journal of Economics and Finance, Elsevier, pages 458-471.
  892. Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, pages 380-393.
  893. Charfeddine, Lanouar & Khediri, Karim Ben, 2016. "Time varying market efficiency of the GCC stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, pages 487-504.
  894. Wang, Weiguo & Xue, Jing & Du, Chonghua, 2016. "The Balassa–Samuelson hypothesis in the developed and developing countries revisited," Economics Letters, Elsevier, pages 33-38.
  895. Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, pages 183-217.
  896. Palan, Stefan, 2010. "Digital options and efficiency in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, pages 506-522.
  897. Kanas, Angelos, 2008. "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2089-2098, October.
  898. Marquis, Milton H. & Trehan, Bharat, 2008. "On using relative prices to measure capital-specific technological progress," Journal of Macroeconomics, Elsevier, pages 1390-1406.
  899. Kumar, Saten, 2011. "Financial reforms and money demand: Evidence from 20 developing countries," Economic Systems, Elsevier, pages 323-334.
  900. Christian Gillitzer & Jonathan Kearns, 2005. "Long-term Patterns in Australia’s Terms of Trade," RBA Research Discussion Papers rdp2005-01, Reserve Bank of Australia.
  901. Crespi, John M. & Hahn, William & Jones, Keithly & Schulz, Lee L. & Chen, Chen-Ti, 2016. "A Study in U.S. Export Beef Competitiveness: Do Cattle Inventories Matter?," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250113, Agricultural and Applied Economics Association.
  902. Baumöhl, Eduard & Lyócsa, Štefan, 2014. "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, pages 175-183.
  903. Carlos Santos & Maria Alberta Oliveira, 2010. "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1577-1589.
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  905. Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio, 2013. "Business cycle convergence in EMU: A first look at the second moment," Journal of Macroeconomics, Elsevier, pages 265-284.
  906. Siakoulis, Vasilios, 2015. "Modeling bank default intensity in the USA using autoregressive duration models," MPRA Paper 64526, University Library of Munich, Germany.
  907. Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin 1715, DIW Berlin, German Institute for Economic Research.
  908. Dahlberg, Matz & Mörk, Eva & Sorribas Navarro, Pilar, 2011. "Do Politicians’ Preferences Matter for Voters’ Voting Decisions?," Working Paper Series 2011:10, Uppsala University, Department of Economics.
  909. Yi-Chi Chen & Wei-Choun Yu, 2011. "Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis," Economics Bulletin, AccessEcon, pages 1807-1826.
  910. Koi Nyen Wong & Tuck Cheong Tang & Dietrich Fausten, 2009. "Foreign Direct Investment and Services Trade: Evidence from Malaysia and Singapore," Global Economic Review, Taylor & Francis Journals, pages 265-276.
  911. Clemente, Jesus & Lanaspa, Luis & Montañés, Antonio, 2002. "The unemployment structure of the US States," ERSA conference papers ersa02p081, European Regional Science Association.
  912. Baumöhl, Eduard & Výrost, Tomáš & Lyócsa, Štefan, 2011. "Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework," MPRA Paper 30334, University Library of Munich, Germany.
  913. Peter Skott, 2015. "Growth cycles with or without price flexibility," Review of Keynesian Economics, Edward Elgar Publishing, vol. 3(3), pages 374-386, July.
  914. Benati, Luca, 2007. "Drift and breaks in labor productivity," Journal of Economic Dynamics and Control, Elsevier, pages 2847-2877.
  915. Di Pace, Federico & Villa, Stefania, 2016. "Factor complementarity and labour market dynamics," European Economic Review, Elsevier, vol. 82(C), pages 70-112.
  916. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
  917. Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, pages 1993-2009.
  918. González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, pages 1-28.
  919. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016. "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, pages 257-276.
  920. Hiranya K. Nath & Natalie Hegwood, 2012. "Structural Breaks and Relative Price Convergence among U.S. Cities," Working Papers 1204, Sam Houston State University, Department of Economics and International Business.
  921. Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2013. "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," DOCUMENTOS DE TRABAJO UCATOLICA 012393, UNIVERSIDAD CATOLICA DE COLOMBIA.
  922. Giorgio Canarella & Stephen M. Miller, 2016. "Did Okun's Law Die after the Great Recession?," Working papers 2016-10, University of Connecticut, Department of Economics.
  923. Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003. "Testing the Fisher Effect in the Presence of Structural Change: A Case Study of the UK,1961-2001," Economic Working Papers at Centro de Estudios Andaluces E2003_22, Centro de Estudios Andaluces.
  924. Aboura, Sofiane & Chevallier, Julien, 2015. "Volatility returns with vengeance: Financial markets vs. commodities," Research in International Business and Finance, Elsevier, pages 334-354.
  925. Seong Yeon Chang & Pierre Perron, 2016. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, pages 555-574.
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  927. 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 1-17, September.
  928. 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.
  929. David Hendry & Jurgen A. Doornik & Felix Pretis, 2013. "Step-indicator Saturation," Economics Series Working Papers 658, University of Oxford, Department of Economics.
  930. Seong Yeon Chang & Pierre Perron, 2016. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, pages 555-574.
  931. Morten L. Bech & Yvan Lengwiler, 2012. "The Financial Crisis and the Changing Dynamics of the Yield Curve," Working papers 2012/06, Faculty of Business and Economics - University of Basel.
  932. Rosen Azad Chowdhury & Bill Russell, 2012. "The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks," Dundee Discussion Papers in Economics 268, Economic Studies, University of Dundee.
  933. Batten, Jonathan A. & Ciner, Cetin & Kosedag, Arman & Lucey, Brian M., 2017. "Is the price of gold to gold mining stocks asymmetric?," Economic Modelling, Elsevier, pages 402-407.
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  935. Belke, Ansgar & Goecke, Matthias & Guenther, Martin, 2009. "When Does It Hurt? The Exchange Rate ""Pain Threshold"" for German Exports," Ruhr Economic Papers 148, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  936. Kim Hiang Liow & Qing Ye, 2014. "Switching volatility and cross-market linkages in public property markets," Journal of Property Research, Taylor & Francis Journals, pages 287-314.
  937. Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
  938. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, pages 125-128.
  939. Fernando Andrés Delblanco & Andrés Fioriti, 2012. "Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 23-51.
  940. Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, pages 104-113.
  941. John Bailey Jones & Sohini Sahu, 2017. "Transition accounting for India in a multi-sector dynamic general equilibrium model," Economic Change and Restructuring, Springer, vol. 50(4), pages 299-339, November.
  942. Olson, Eric & Miller, Scott & Wohar, Mark E., 2012. "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, pages 1339-1357.
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  944. Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
  945. Chang, Tsangyao & Caudill, Steven B., 2006. "A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market," International Review of Financial Analysis, Elsevier, pages 57-67.
  946. Saten Kumar & Scott Fargher & Don J. Webber, 2009. "Testing the validity of the Feldstein-Horioka puzzle for Australia," Working Papers 0911, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  947. Elinder, Mikael & Persson, Lovisa, 2014. "Property taxation, bounded rationality and housing prices," Working Paper Series, Center for Fiscal Studies 2014:6, Uppsala University, Department of Economics.
  948. Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
  949. Vladimir Kühl Teles & Caio Cesar Mussolini, 2010. "Política Fiscal e Crescimento Econômico no Brasil e na América Latina," Working Papers 11-2010, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  950. Noam Goldberg & Youngdae Kim & Sven Leyffer & Thomas Veselka, 2014. "Adaptively refined dynamic program for linear spline regression," Computational Optimization and Applications, Springer, pages 523-541.
  951. Pozo, Veronica F. & Bejan, Vladimir, 2016. "Identification in Structural Models Linking Energy and Corn Commodity Markets," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 236055, Agricultural and Applied Economics Association.
  952. Chun-Ping Chang & Chien-Chiang Lee & Meng-Chi Hsieh, 2011. "Globalization, Real Output and Multiple Structural Breaks," Global Economic Review, Taylor & Francis Journals, pages 421-444.
  953. Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
  954. T. Berger, 2008. "Estimating Europe’s Natural Rates from a forward-looking Phillips curve," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/498, Ghent University, Faculty of Economics and Business Administration.
  955. Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia.
  956. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, pages 26-44.
  957. Md., Samsur Jaman, 2014. "Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram," MPRA Paper 60270, University Library of Munich, Germany.
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  959. Muhammad Akmal, 2012. "The Relationship between Inflation and Relative Price Variability in Pakistan," SBP Working Paper Series 44, State Bank of Pakistan, Research Department.
  960. 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, August.
  961. Bonenkamp, Jan P.M. & Jacobs, Jan P.A.M. & Smits, Jan-Pieter, 2005. "Consumer demand in the Industrial Revolution: The Netherlands, 1815-1913," CCSO Working Papers 200507, University of Groningen, CCSO Centre for Economic Research.
  962. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia.
  963. Ben Rejeb, Aymen, 2016. "Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis," MPRA Paper 73302, University Library of Munich, Germany.
  964. Wan, Jer-Yuh & Kao, Chung-Wei, 2008. "The euro and pound volatility dynamics: An investigation from conditional jump process," Research in International Business and Finance, Elsevier, pages 193-207.
  965. Shin-ichi Fukuda, 2015. "Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates," NBER Chapters,in: International Finance in the Global Markets National Bureau of Economic Research, Inc.
  966. Katircioğlu, Salih Turan, 2014. "Testing the tourism-induced EKC hypothesis: The case of Singapore," Economic Modelling, Elsevier, pages 383-391.
  967. Alfredo M. Pereira & Martin B. Schmidt, 2007. "Structural Breaks in Public Infrastructure Investment in the U.S," Working Papers 55, Department of Economics, College of William and Mary.
  968. Lee, Hsiu-Chuan & Chang, Shu-Lien, 2013. "Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns," The North American Journal of Economics and Finance, Elsevier, pages 197-216.
  969. Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2014. "Detecting big structural breaks in large factor models," Journal of Econometrics, Elsevier, pages 30-48.
  970. Cooray, Arusha & Paradiso, Antonio & Truglia, Francesco Giovanni, 2013. "Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries," Economic Modelling, Elsevier, pages 772-779.
  971. Marcos José Dal Bianco, 2008. "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
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  973. Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015. "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers wp2015-4, Bank of Estonia, revised 30 Dec 2015.
  974. Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon, 2015. "Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia," Economic Modelling, Elsevier, pages 340-358.
  975. Bertrand Groslambert & Raphaël Chiappini & Olivier Bruno, 2015. "Bank Output Calculation in the Case of France: What Do New Methods Tell About the Financial Intermediation Services in the Aftermath of the Crisis?," GREDEG Working Papers 2015-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  976. Du, Xiaodong & McPhail, Lihong Lu, 2011. "Inside the Black Box: Price Linkage and Transmission Between Energy and Agricultural Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103268, Agricultural and Applied Economics Association.
  977. Fernando Morra, 2014. "Moderando Inflaciones Moderadas," Department of Economics, Working Papers 106, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  978. Herrera, Ana Maria & Pesavento, Elena, 2005. "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Journal of Business & Economic Statistics, American Statistical Association, pages 462-472.
  979. Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2017-004, Boston University - Department of Economics.
  980. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, pages 391-402.
  981. Joakim Westerlund, 2006. "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, pages 101-132.
  982. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis," Economics Working Papers wp05-15, School of Economics, University of Wollongong, NSW, Australia.
  983. Juan carlos Cuestas & Barry Harrison, 2014. "Unemployment hysteresis in the EU15: Has anything changed?," Economics Bulletin, AccessEcon, pages 2308-2314.
  984. Umit BULUT, 2015. "The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, pages 133-144.
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  986. Mohamed Arouri & David Roubaud, 2016. "On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India," Economics Bulletin, AccessEcon, pages 760-770.
  987. Dionisio Ramirez & Gabriel Rodr¨ªguez, 2014. "Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?," International Journal of Social Science Studies, Redfame publishing, vol. 2(1), pages 105-120, January.
  988. Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017. "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers 201755, University of Pretoria, Department of Economics.
  989. Mugera, Harriet & Gilbert, Christopher, 2015. "Structural Change in the Relationship Between Energy and Food Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 212505, International Association of Agricultural Economists.
  990. Clément Bosquet & Michel Fouquin, 2008. "Productivité du travail : la fin du processus de convergence ?," Économie et Statistique, Programme National Persée, vol. 419(1), pages 125-142.
  991. Aymen Ben Rejeb & Adel Boughrara, 2015. "Financial integration in emerging market economies: Effects on volatility transmission and contagion," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, pages 161-179.
  992. Damien Besancenot & Radu Vranceanu, 2015. "Fear Of Novelty: A Model Of Scientific Discovery With Strategic Uncertainty," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1132-1139, April.
  993. Hegwood, Natalie D. & Nath, Hiranya K., 2013. "Structural breaks and relative price convergence among US cities," Journal of Macroeconomics, Elsevier, pages 150-160.
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  996. Noguera, José, 2013. "Oil prices: Breaks and trends," Energy Economics, Elsevier, pages 60-67.
  997. Eduardo Rossi & Paolo Santucci de Magistris, 2009. "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers 2009-31, Department of Economics and Business Economics, Aarhus University.
  998. Stephan, Gaëtan & Lecumberry, Julien, 2015. "The German unemployment since the Hartz reforms: Permanent or transitory fall?," Economics Letters, Elsevier, pages 49-54.
  999. Fukuda, Shin-ichi, 2017. "Spillover Effects of Japan’s Quantitative and Qualitative Easing on East Asian Economies," ADBI Working Papers 631, Asian Development Bank Institute.
  1000. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
  1001. Vladimir Kuhl Teles & Renato Joiozo, 2011. "Human capital and innovation: evidence from panel cointegration tests," Applied Economics Letters, Taylor & Francis Journals, pages 1629-1632.
  1002. Demattei[diaeresis], Christophe & Molinari, Nicolas & Daures, Jean-Pierre, 2007. "Arbitrarily shaped multiple spatial cluster detection for case event data," Computational Statistics & Data Analysis, Elsevier, pages 3931-3945.
  1003. Chen, Junyi & Kibriya, Shahriar & Bessler, David A. & Price, Edwin C., 2015. "A Causal Exploration of Food Price Shocks and Conflict in Sudan," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 202612, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
  1004. repec:ipg:wpaper:2014-480 is not listed on IDEAS
  1005. Jorge E. Galán Camacho & Miguel Sarmiento Paipilla, 2007. "Staff, Functions, and Staff Costs at Central Banks: an International Comparison with a Labor- Demand Model," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 131-179, July-Dece.
  1006. Jin, Hyun Joung & Miljkovic, Dragan, 2005. "Analysis of Multiple Structural Breaks in Relative Farm Prices in the United States, 1913-2003," 2005 Annual meeting, July 24-27, Providence, RI 19118, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  1007. Epstein, Larry G. & Seo, Kyoungwon, 2010. "Symmetry of evidence without evidence of symmetry," Theoretical Economics, Econometric Society.
  1008. Castillo-Manzano, José I. & López-Valpuesta, Lourdes & Pérez, Javier J., 2008. "Economic analysis of the Spanish port sector reform during the 1990s," Transportation Research Part A: Policy and Practice, Elsevier, pages 1056-1063.
  1009. Huang, Ho-Chuan (River) & Lin, Shu-Chin, 2008. "Smooth-time-varying Okun's coefficients," Economic Modelling, Elsevier, pages 363-375.
  1010. Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2017. "Long waves in prices: new evidence from wavelet analysis," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), pages 127-151.
  1011. Mohitosh Kejriwal & Pierre Perron, 2010. "A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component," Journal of Time Series Analysis, Wiley Blackwell, pages 305-328.
  1012. Franchi, Massimo & Ordóñez, Javier, 2011. "Multiple equilibria in Spanish unemployment," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 71-80, February.
  1013. Frédérique Bec & Charbel Bassil, 2009. "Federal Funds Rate Stationarity: New Evidence," Economics Bulletin, AccessEcon, pages 867-872.
  1014. Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011. "Model selection criteria in multivariate models with multiple structural changes," Journal of Econometrics, Elsevier, pages 218-238.
  1015. Klump, Rainer & McAdam, Peter & Willman, Alpo, 2008. "Unwrapping some euro area growth puzzles: Factor substitution, productivity and unemployment," Journal of Macroeconomics, Elsevier, pages 645-666.
  1016. Paul Gallimore & J. Andrew Hansz & Wikrom Prombutr & Ying Zhang, 2014. "Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors," International Real Estate Review, Asian Real Estate Society, pages 359-394.
  1017. Sayantan Bandhu Majumder & Ranjanendra Narayan Nag, 2016. "Understanding the Behaviour of Capital Flow and its Components: The Indian Experience," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, pages 355-380.
  1018. Jacques Jaussaud & Sophie Nivoix & Serge Rey, 2015. "The Great East Japan Earthquake and Stock Prices," Economics Bulletin, AccessEcon, pages 1237-1261.
  1019. Javier L. Arnaut, 2017. "Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America," Documentos de Trabajo (DT-AEHE) 1703, Asociacion Espa–ola de Historia Economica.
  1020. 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 Industria Artigianato Agricoltura di Genova, pages 297-328.
  1021. Talabong, Hervé, 2012. "Demande de monnaie en zone CEMAC : une modélisation par coïntégration avec ruptures structurelles," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(4), pages 429-458, Décembre.
  1022. Lean, Hooi Hooi & Teng, Kee Tuan, 2013. "Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach," Economic Modelling, Elsevier, pages 333-342.
  1023. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), pages 11-40.
  1024. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003. "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
  1025. Schreiber, Sven, 2009. "Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach," Kiel Working Papers 1505, Kiel Institute for the World Economy (IfW).
  1026. Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017. "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers 201753, University of Pretoria, Department of Economics.
  1027. Heidari, Hassan & Ebrahimi Torki, Mahyar & Babaei Balderlou, Saharnaz, 2015. "How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?," MPRA Paper 80273, University Library of Munich, Germany, revised 24 Dec 2016.
  1028. Jacobo Campo Robledo & Sebastián Cubillos Fonseca, 2012. "Convergencia de precios en Colombia: integración de mercados a través del Índice de Precios al Consumidor," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, vol. 4(2), pages 103-112, December.
  1029. Juvenal Luciana & Taylor Mark P., 2008. "Threshold Adjustment of Deviations from the Law of One Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-46, September.
  1030. Wang-Sheng Lee & Sandy Suardi, 2010. "The Australian Firearms Buyback And Its Effect On Gun Deaths," Contemporary Economic Policy, Western Economic Association International, pages 65-79.
  1031. Gallegati, Marco & Ramsey, James B. & Semmler, Willi, 2014. "Interest rate spreads and output: A time scale decomposition analysis using wavelets," Computational Statistics & Data Analysis, Elsevier, pages 283-290.
  1032. Wichita State University, 2016. "Contagion, Interdependence and Diversification across Regional UK Housing Markets," International Real Estate Review, Asian Real Estate Society, pages 327-351.
  1033. Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2015. "Domestic demand, capacity constraints and exporting dynamics: Empirical evidence for vulnerable euro area countries," Economic Modelling, Elsevier, pages 315-325.
  1034. Basher, Syed A. & Westerlund, Joakim, 2009. "Panel cointegration and the monetary exchange rate model," Economic Modelling, Elsevier, pages 506-513.
  1035. William Miles, 2015. "Bubbles, Busts and Breaks in UK Housing," International Real Estate Review, Asian Real Estate Society, pages 455-471.
  1036. Gaëtan Stephan & Julien Lecumberry, 2015. "The German unemployment since the Hartz reforms: Permanent or transitory fall?," Post-Print halshs-01238494, HAL.
  1037. Castelnuovo, Efrem, 2010. "Tracking U.S. inflation expectations with domestic and global indicators," Journal of International Money and Finance, Elsevier, pages 1340-1356.
  1038. FIodendji, Komlan, 2011. "Should Canadian monetary policy respond to asset prices? Evidence from a structural model," MPRA Paper 28039, University Library of Munich, Germany, revised 10 Jan 2011.
  1039. Zhang, Huiming & Li, Lianshui & Cao, Jie & Zhao, Mengnan & Wu, Qing, 2011. "Comparison of renewable energy policy evolution among the BRICs," Renewable and Sustainable Energy Reviews, Elsevier, pages 4904-4909.
  1040. Girardin, Eric & Joyeux, Roselyne, 2013. "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, pages 59-68.
  1041. Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2010. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," Working Papers in Economics 10/39, University of Canterbury, Department of Economics and Finance.
  1042. Esteve, Vicente & Tamarit, Cecilio, 2012. "Is there an environmental Kuznets curve for Spain? Fresh evidence from old data," Economic Modelling, Elsevier, pages 2696-2703.
  1043. Jung, R.C. & Maderitsch, R., 2014. "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 331-342.
  1044. Paul G. Egan & Anthony J. Leddin, 2016. "Examining Monetary Policy Transmission in the People's Republic of China–Structural Change Models with a Monetary Policy Index," Asian Development Review, MIT Press, vol. 33(1), pages 74-110, March.
  1045. Stein, Jerome L., 2011. "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, pages 272-280.
  1046. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, pages 207-218.
  1047. Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
  1048. Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017. "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, pages 103-115.
  1049. O Bajo-Rubio & C Diaz-Roldan & V Esteve, 2010. "Testing the Fisher effect in the presence of structural change: A case study of the UK, 1966-2007," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 1-16, September.
  1050. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, pages 1060-1075.
  1051. Cunado, Juncal & Perez de Gracia, Fernando, 2003. "Do oil price shocks matter? Evidence for some European countries," Energy Economics, Elsevier, pages 137-154.
  1052. repec:eee:riibaf:v:42:y:2017:i:c:p:61-74 is not listed on IDEAS
  1053. Timothy Besley & Thiemo Fetzer & Hannes Mueller, 2015. "The Welfare Cost Of Lawlessness: Evidence From Somali Piracy," Journal of the European Economic Association, European Economic Association, vol. 13(2), pages 203-239, April.
  1054. Viossat, Yannick, 2008. "Evolutionary dynamics may eliminate all strategies used in correlated equilibrium," Mathematical Social Sciences, Elsevier, pages 27-43.
  1055. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, pages 1-31.
  1056. Fry, J. M. & Masood, Omar, 2011. "Testable implications of economic revolutions: An application to historic data on European wages," MPRA Paper 32812, University Library of Munich, Germany.
  1057. 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.
  1058. Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series 168, Quantitative Finance Research Centre, University of Technology, Sydney.
  1059. María Virginia Mattheus & Alberto Martín Díaz Cafferata, 2011. "Co-movements in terms of trade volatility in land-abundant countries," Working Papers 07/11, Instituto Universitario de Análisis Económico y Social.
  1060. Tortorice, Daniel L., 2014. "Credit Constraints, Learning, And Aggregate Consumption Volatility," Macroeconomic Dynamics, Cambridge University Press, pages 338-368.
  1061. Purba Roy Choudhury & Biswajit Chatterjee, 2017. "Growth in India’s Service Sector: Implications of Structural Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), pages 75-99.
  1062. Esteve, Vicente & Gil-Pareja, Salvador & Martinez-Serrano, Jose Antonio & Llorca-Vivero, Rafael, 2006. "Threshold cointegration and nonlinear adjustment between goods and services inflation in the United States," Economic Modelling, Elsevier, pages 1033-1039.
  1063. Glick, Reuven & Rose, Andrew K, 2015. "Currency Unions and Trade: A Post-EMU Mea Culpa," CEPR Discussion Papers 10615, C.E.P.R. Discussion Papers.
  1064. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, pages 137-180.
  1065. Jean-Michel Sahut, 2011. "Do IFRS provide better information about intangibles in Europe?," Review of Accounting and Finance, Emerald Group Publishing, vol. 10(3), pages 267-290, August.
  1066. González-Val, Rafael & Marcén, Miriam, 2012. "Breaks in the breaks: An analysis of divorce rates in Europe," International Review of Law and Economics, Elsevier, pages 242-255.
  1067. Boussard, Jean-Marc, 2006. "Consequences of price volatility in evaluating the benefits of liberalisation," MPRA Paper 4467, University Library of Munich, Germany.
  1068. Paresh Narayan & Seema Narayan & Vinod Mishra, 2009. "Estimating money demand functions for South Asian countries," Empirical Economics, Springer, pages 685-696.
  1069. repec:got:cegedp:89 is not listed on IDEAS
  1070. Waldenström, Daniel, 2015. "Wealth-income ratios in a small, late-industrializing, welfare-state economy: Sweden, 1810–2014," Working Paper Series 2015:4, Uppsala University, Department of Economics.
  1071. Trypsteen, Steven, 2017. "The growth-volatility nexus: New evidence from an augmented GARCH-M model," Economic Modelling, Elsevier, pages 15-25.
  1072. Rodney Fort & Young Hoon Lee, 2013. "Major League Baseball attendance time series: league policy lessons," Chapters,in: The Econometrics of Sport, chapter 2, pages 35-50 Edward Elgar Publishing.
  1073. Tamim Bayoumi & Hui Tong & Shang-Jin Wei, 2012. "The Chinese Corporate Savings Puzzle: A Firm-level Cross-Country Perspective," NBER Chapters,in: Capitalizing China, pages 283-308 National Bureau of Economic Research, Inc.
  1074. Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015. "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196692, Southern Agricultural Economics Association.
  1075. Céline Carrère & Jaime de Melo, 2015. "Fiscal Spending and Economic Growth: Some Stylized Facts," World Scientific Book Chapters,in: Developing Countries in the World Economy, chapter 7, pages 167-196 World Scientific Publishing Co. Pte. Ltd..
  1076. Gary L. Shelley & Frederick H. Wallace, 2004. "Testing for Long Run Neutrality of Money in Mexico," Macroeconomics 0402003, EconWPA.
  1077. Jomana Amara, 2008. "Nato Defense Expenditures: Common Goals Or Diverging Interests? A Structural Analysis," Defence and Peace Economics, Taylor & Francis Journals, pages 449-469.
  1078. repec:eee:finsta:v:33:y:2017:i:c:p:187-206 is not listed on IDEAS
  1079. Chen, Sen-Sen & Xu, Jin-Hua & Fan, Ying, 2015. "Evaluating the effect of coal mine safety supervision system policy in China's coal mining industry: A two-phase analysis," Resources Policy, Elsevier, pages 12-21.
  1080. Boţoc Claudiu, . "Univariate and Bivariate Volatility in Central European Stock Markets," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-15.
  1081. 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.
  1082. David (David Patrick) Madden, 2005. "Doctors’ fees in Ireland following the change in reimbursement : did they jump?," Working Papers 200520, School of Economics, University College Dublin.
  1083. F. Peters & J. P. Mackenbach & W. J. Nusselder, 2016. "Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?," European Journal of Population, Springer;European Association for Population Studies, pages 687-702.
  1084. María Lorena Mari del Cristo & Marta Gómez-Puig, 2014. "Dollarization and the relationship between EMBI and fundamentals Latin American countries," Working Papers 14-05, Asociación Española de Economía y Finanzas Internacionales.
  1085. Angelov, Nikolay, 2006. "Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis," Working Paper Series 2006:11, Uppsala University, Department of Economics.
  1086. Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013. "The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers 04/13, Instituto Universitario de Análisis Económico y Social.
  1087. Amy Guisinger & Ruben Hernandez-Murillo & Michael Owyang & Tara Sinclair, 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-17, The George Washington University, Institute for International Economic Policy.
  1088. Chengsi Zhang & Joel Clovis, 2009. "Modeling US inflation dynamics: persistence and monetary policy regimes," Empirical Economics, Springer, pages 455-477.
  1089. Seibold Heidi & Hothorn Torsten & Zeileis Achim, 2016. "Model-Based Recursive Partitioning for Subgroup Analyses," The International Journal of Biostatistics, De Gruyter, pages 45-63.
  1090. González-Val, Rafael & Marcén, Miriam, 2010. "Unilateral Divorce vs. Child Custody and Child Support in the U.S," MPRA Paper 24695, University Library of Munich, Germany.
  1091. repec:eee:empfin:v:42:y:2017:i:c:p:40-65 is not listed on IDEAS
  1092. Claude Lopez & Javier Reyes, 2009. "Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1643-1651.
  1093. repec:ipg:wpaper:201417 is not listed on IDEAS
  1094. Martin Hoesli & Kustrim Reka, 2011. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES eres2011_63, European Real Estate Society (ERES).
  1095. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016. "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers 201631, University of Pretoria, Department of Economics.
  1096. Santos, Carlos, 2008. "Impulse saturation break tests," Economics Letters, Elsevier, pages 136-143.
  1097. Adiguzel, Ugur & Sahbaz, Ahmet & Ozcan, Ceyhun Can & Nazlioglu, Saban, 2014. "The behavior of Turkish exchange rates: A panel data perspective," Economic Modelling, Elsevier, pages 177-185.
  1098. González-Val, Rafael & Marcén, Miriam, 2012. "Unilateral divorce versus child custody and child support in the U.S," Journal of Economic Behavior & Organization, Elsevier, pages 613-643.
  1099. Georgios P. Kouretas & Mark E. Wohar, 2012. "The dynamics of inflation: a study of a large number of countries," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2001-2026, June.
  1100. 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.
  1101. Jeffrey A. Frankel, 2017. "Systematic Managed Floating," NBER Working Papers 23663, National Bureau of Economic Research, Inc.
  1102. repec:eee:mulfin:v:42-43:y:2017:i::p:116-131 is not listed on IDEAS
  1103. repec:taf:applec:v:49:y:2017:i:45:p:4554-4566 is not listed on IDEAS
  1104. Salim, Ruhul A. & Rafiq, Shuddhasattwa, 2012. "Why do some emerging economies proactively accelerate the adoption of renewable energy?," Energy Economics, Elsevier, pages 1051-1057.
  1105. Juan Molero & Isabel Rodríguez-Tejedo, 2010. "An index of political support for decentralization: the Spanish case," Constitutional Political Economy, Springer, pages 50-79.
  1106. Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Los Salarios De Los Funcionariospúblicos En Colombia, 1978-2005," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 25(55), pages 110-147, December.
  1107. Aamer Abu-qarn, 2010. "The Defence-Growth Nexus Revisited: Evidence From The Israeli-Arab Conflict," Defence and Peace Economics, Taylor & Francis Journals, pages 291-300.
  1108. Rapach, David & Zhou, Guofu, 2013. "Forecasting Stock Returns," Handbook of Economic Forecasting, Elsevier.
  1109. Heidi Kaila & Saurabh Singhal & Divya Tuteja, 2017. "Do fences make good neighbours? Evidence from an insurgency in India," WIDER Working Paper Series 158, World Institute for Development Economic Research (UNU-WIDER).
  1110. Yuthana Sethapramote & Suthawan Prukumpai, 2012. "Souvenir production in community-based tourism and poverty reduction in Thailand," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(3), pages 113-130, September.
  1111. Guido Cozzi & Giammario Impullitti, 2014. "Globalization, Wage Polarization, and the Unstable Great Ratio," Discussion Papers 2014-10, University of Nottingham, GEP.
  1112. Hajime Tomura, 2008. "A Model of Housing Boom and Bust in a Small Open Economy," Staff Working Papers 08-9, Bank of Canada.
  1113. Nicholas Apergis, 2015. "Long-run estimates of money demand: new evidence from East Asian countries and the presence of structural breaks," Applied Economics, Taylor & Francis Journals, vol. 47(31), pages 3276-3291, July.
  1114. Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012. "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, pages 367-381.
  1115. Lee, Chien-Chiang & Chiu, Yi-Bin, 2011. "Oil prices, nuclear energy consumption, and economic growth: New evidence using a heterogeneous panel analysis," Energy Policy, Elsevier, pages 2111-2120.
  1116. Patnaik, Ila & Shah, Ajay, 2010. "Why India Choked when Lehman Broke," India Policy Forum, National Council of Applied Economic Research, pages 39-72.
  1117. Ibarra, Raul, 2013. "A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?," The Quarterly Review of Economics and Finance, Elsevier, pages 429-439.
  1118. Coleman, Simeon, 2010. "Inflation persistence in the Franc zone: Evidence from disaggregated prices," Journal of Macroeconomics, Elsevier, pages 426-442.
  1119. repec:eee:macchp:v2-163 is not listed on IDEAS
  1120. Benjamin Furlan & Martin Gächter & Bob Krebs & Harald Oberhofer, 2016. "Democratization and Real Exchange Rates," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 216-242, May.
  1121. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Targeting: New Evidence from Fractional Integration and Cointegration," Working papers 2016-08, University of Connecticut, Department of Economics.
  1122. Susan Stone & Anna Strutt & Thomas Hertel, 2010. "Assessing Socioeconomic Impacts of Transport Infrastructure Projects in the Greater Mekong Subregion," Working Papers id:2959, eSocialSciences.
  1123. repec:sbe:breart:v:29:y:2009:i:1:a:2693 is not listed on IDEAS
  1124. Fryzlewicz, Piotr, 2014. "Wild binary segmentation for multiple change-point detection," LSE Research Online Documents on Economics 57146, London School of Economics and Political Science, LSE Library.
  1125. Prodan, Ruxandra, 2008. "Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, pages 50-65.
  1126. Thomas Willett, 2011. "Classifying international aspects of currency regimes," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(4), pages 288-303, November.
  1127. Ivo Bicanic & Milan Deskar-Škrbić & Jurica Zrnc, 2016. "A Narrative Explanation of Breakpoints and Convergence Patterns in Yugoslavia and its Successor States 1952-2015," wiiw Balkan Observatory Working Papers 122, The Vienna Institute for International Economic Studies, wiiw.
  1128. Florian Verheyen, 2014. "The stability of German export demand equations – have German exports suffered from the strength of the euro?," International Economics and Economic Policy, Springer, pages 529-548.
  1129. Lee Chien-Chiang, 2011. "Does Insurance Matter for Growth: Empirical Evidence from OECD Countries," The B.E. Journal of Macroeconomics, De Gruyter, pages 1-28.
  1130. Aamer S. Abu-Qarn & Suleiman Abu-Bader, 2007. "Structural Breaks In Military Expenditures: Evidence For Egypt, Israel,Jordan And Syria," Working Papers 0704, Ben-Gurion University of the Negev, Department of Economics.
  1131. Cheol-Keun Cho & Timothy J. Vogelsang, 2016. "Fixed- b Inference for Testing Structural Change in a Time Series Regression," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-26, December.
  1132. Abhijit Sen Gupta & Rajeswari Sengupta, 2014. "Is India ready for flexible inflation-targeting?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-019, Indira Gandhi Institute of Development Research, Mumbai, India.
  1133. Ekrem ERDEM & Ahmet KOSEOGLU & Ali Gokhan YUCEL, 2016. "Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, pages 17-26.
  1134. Junior A. Ojeda Cunya & Gabriel Rodríguez, 2016. "An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(1), pages 34-55, March.
  1135. LanFen Chu & Michael McAleer & Chi-Chung Chen, 2009. "How Volatile is ENSO?," CIRJE F-Series CIRJE-F-635, CIRJE, Faculty of Economics, University of Tokyo.
  1136. Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011. "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, pages 2359-2368.
  1137. Geman, Helyette & Vergel Eleuterio, Pedro, 2013. "Investing in fertilizer–mining companies in times of food scarcity," Resources Policy, Elsevier, pages 470-480.
  1138. repec:eee:finana:v:52:y:2017:i:c:p:309-315 is not listed on IDEAS
  1139. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, pages 27-35.
  1140. Reschreiter, Andreas, 2011. "The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom," Economic Modelling, Elsevier, pages 754-759.
  1141. Inés PÉREZ-SOBA & Ana MARTINEZ-CAÑETE, "undated". "Tender Offers in Spain: Testing the Wave," EcoMod2008 23800108, EcoMod.
  1142. Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015. "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, pages 64-84.
  1143. 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.
  1144. Florian MAYNERIS & Loriane PY, 2013. "The Efficiency Of Enterprise Zone Programs Some Conflicting Results?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, pages 209-224.
  1145. Dejan Živkov & Jovan Njegić & Vera Mirović, . "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-20.
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  1147. Gianluigi Pelloni & Marco Savioli, 2015. "Why Is Italy Doing So Badly?," Economic Affairs, Wiley Blackwell, pages 349-365.
  1148. Claudia M. Buch & Esteban Prieto, 2014. "Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany," International Finance, Wiley Blackwell, vol. 17(1), pages 1-23, March.
  1149. Frédérique BEC & Charbel BASSIL, 2008. "Federal Funds Rate Stationarity: New Evidence," THEMA Working Papers 2008-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  1150. Mark P. Taylor, 2004. "Is Official Exchange Rate Intervention Effective?," Economica, London School of Economics and Political Science, pages 1-11.
  1151. Erdman, Chandra & Emerson, John W., 2007. "bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems," Journal of Statistical Software, Foundation for Open Access Statistics.
  1152. Mylonidis, Nikolaos & Stamopoulou, Ioanna, 2011. "The role of monetary policy in managing the euro - dollar exchange rate," MPRA Paper 29291, University Library of Munich, Germany.
  1153. Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, pages 119-138.
  1154. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, Department of Economics, University of Bristol, UK.
  1155. Fan, Ying & Xu, Jin-Hua, 2011. "What has driven oil prices since 2000? A structural change perspective," Energy Economics, Elsevier, pages 1082-1094.
  1156. Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-15.
  1157. Ricardo Mestre & Peter McAdam, 2011. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
  1158. Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014. "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers 14-010/IV/DSF71, Tinbergen Institute.
  1159. 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).
  1160. Chevallier, Julien, 2011. "Detecting instability in the volatility of carbon prices," Energy Economics, Elsevier, pages 99-110.
  1161. Ketenci, Natalya, 2015. "Capital mobility in Russia," Russian Journal of Economics, Elsevier, pages 386-403.
  1162. Ketenci, Natalya, 2014. "The bilateral trade balance of the EU in the presence of structural breaks," MPRA Paper 54661, University Library of Munich, Germany.
  1163. Piotr Białowolski, 2016. "The influence of negative response style on survey-based household inflation expectations," Quality & Quantity: International Journal of Methodology, Springer, pages 509-528.
  1164. Metcalf, Gilbert E., 2009. "Tax Policies for Low-Carbon Technologies," National Tax Journal, National Tax Association, vol. 62(3), pages 519-533, September.
  1165. Chang, Tsangyao & Ranjbar, Omid & Tang, D.P., 2013. "Revisiting the mean reversion of inflation rates for 22 OECD countries," Economic Modelling, Elsevier, pages 245-252.
  1166. Karagianni Stella & Kyrtsou Catherine, 2011. "Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, pages 1-25.
  1167. Stelios D. Bekiros, 2013. "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series 21_13, Rimini Centre for Economic Analysis.
  1168. David G. McMillan, 2010. "Level-shifts and non-linearity in US financial ratios: Implications for returns predictability and the present value model," Review of Accounting and Finance, Emerald Group Publishing, vol. 9(2), pages 189-207, May.
  1169. Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, pages 32-48.
  1170. Monir Uddin Ahmed & Md. Moniruzzaman Muzib & Md. Mahedi Hasan, 2016. "Inflation, inflation uncertainty and relative price variability in Bangladesh," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, pages 389-427.
  1171. Salim, Ruhul A. & Hassan, Kamrul & Shafiei, Sahar, 2014. "Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries," Energy Economics, Elsevier, pages 350-360.
  1172. Valadkhani, Abbas & Smyth, Russell, 2015. "Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period," Economic Modelling, Elsevier, pages 281-290.
  1173. Marvasti, Akbar & Lamberte, Antonio, 2016. "Commodity price volatility under regulatory changes and disaster," Journal of Empirical Finance, Elsevier, pages 355-361.
  1174. Oladunjoye, Olusegun, 2008. "Market structure and price adjustment in the U.S. wholesale gasoline markets," Energy Economics, Elsevier, pages 937-961.
  1175. Bouri, Elie & Awartani, Basel & Maghyereh, Aktham, 2016. "Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010," Energy Economics, Elsevier, pages 205-214.
  1176. Wanke, Peter & Maredza, Andrew & Gupta, Rangan, 2017. "Merger and acquisitions in South African banking: A network DEA model," Research in International Business and Finance, Elsevier, vol. 41(C), pages 362-376.
  1177. Valadkhani, Abbas & Costello, Greg & Ratti, Ronald, 2016. "House price cycles in Australia’s four largest capital cities," Economic Analysis and Policy, Elsevier, pages 11-22.
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  1179. Mohitosh Kejriwal & Pierre Perron, 2006. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series WP2006-051, Boston University - Department of Economics.
  1180. Afees A. Salisu & Tirimisyu F. Oloko, 2017. "Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests," Working Papers 036, Centre for Econometric and Allied Research, University of Ibadan.
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  1182. Nicholas Mangee, 2016. "Can structural change explain the Meese-Rogoff puzzle?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, pages 211-234.
  1183. Zhang, Xun & Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method," Energy Economics, Elsevier, pages 768-778.
  1184. Lewis, Karen K., 2017. "Changing risk exposures of cross-listed firms and market integration," Journal of International Money and Finance, Elsevier, pages 378-405.
  1185. Pierre Perron & Yohei Yamamoto, 2016. "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Econometric Reviews, Taylor & Francis Journals, pages 782-844.
  1186. Vujić, Sunčica & Commandeur, Jacques J.F. & Koopman, Siem Jan, 2016. "Intervention time series analysis of crime rates: The case of sentence reform in Virginia," Economic Modelling, Elsevier, pages 311-323.
  1187. Donadelli, Michael & Paradiso, Antonio, 2014. "Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes," Journal of International Financial Markets, Institutions and Money, Elsevier, pages 184-218.
  1188. Erten, Irem & Okay, Nesrin, 2012. "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper 56191, University Library of Munich, Germany.
  1189. Fenske, James & Kala, Namrata, 2017. "1807: Economic shocks, conflict and the slave trade," Journal of Development Economics, Elsevier, pages 66-76.
  1190. Chou, Kuo-Wei & Tseng, Yi-Heng, 2016. "Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market," Economic Modelling, Elsevier, pages 733-741.
  1191. Irena Raguž & Ivo Družić & Josip Tica, 2012. "Impact of the transition on the TFP in Croatia," EFZG Working Papers Series 1205, Faculty of Economics and Business, University of Zagreb.
  1192. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
  1193. repec:eee:jrpoli:v:52:y:2017:i:c:p:358-365 is not listed on IDEAS
  1194. Hanif, Muhammad Nadim & Malik, Muhammad Jahanzeb, 2015. "Evaluating Performance of Inflation Forecasting Models of Pakistan," MPRA Paper 66843, University Library of Munich, Germany.
  1195. repec:eee:rensus:v:78:y:2017:i:c:p:945-954 is not listed on IDEAS
  1196. Christopoulos, Dimitris K. & León-Ledesma, Miguel A., 2010. "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates," Journal of International Money and Finance, Elsevier, pages 1076-1093.
  1197. Eggoh, Jude C. & Bangake, Chrysost & Rault, Christophe, 2011. "Energy consumption and economic growth revisited in African countries," Energy Policy, Elsevier, pages 7408-7421.
  1198. Marcel Fratzscher & Roland Straub, 2009. "Asset Prices and Current Account Fluctuations in G-7 Economies," IMF Staff Papers, Palgrave Macmillan, vol. 56(3), pages 633-654, August.
  1199. 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.
  1200. Ke Yang & Langnan Chen, 2014. "Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect," International Review of Finance, International Review of Finance Ltd., pages 345-392.
  1201. Sun, David & Lin, William T. & Nieh, Chien-Chung, 2007. "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper 37283, University Library of Munich, Germany, revised Jul 2008.
  1202. Caner, Asena & Okten, Cagla, 2010. "Risk and career choice: Evidence from Turkey," Economics of Education Review, Elsevier, vol. 29(6), pages 1060-1075, December.
  1203. Ansgar Belke & Anne Oeking & Ralph Setzer, 2014. "Domestic demand pressure and export dynamics – An empirical threshold model analysis for six euro area countries," EcoMod2014 6780, EcoMod.
  1204. Chen, Wenjuan & Netšunajev, Aleksei, 2016. "On the long-run neutrality of demand shocks," Economics Letters, Elsevier, pages 57-60.
  1205. Ruggieri, Eric & Antonellis, Marcus, 2016. "An exact approach to Bayesian sequential change point detection," Computational Statistics & Data Analysis, Elsevier, pages 71-86.
  1206. Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
  1207. Michael Pomerleano, 2009. "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," Working Papers id:2204, eSocialSciences.
  1208. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
  1209. Chetan Ghate & Stephen Wright, 2008. "The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround," Discussion Papers of DIW Berlin 783, DIW Berlin, German Institute for Economic Research.
  1210. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2017. "The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 175-201, February.
  1211. James Morley & Irina B Panovska, 2017. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12A, School of Economics, The University of New South Wales.
  1212. Tony McDonald & Yong Hong Yan & Blake Ford & David Stephan, 2010. "Estimating the structural budget balance of the Australian Government," Economic Roundup, The Treasury, Australian Government, pages 51-79.
  1213. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, pages 343-354.
  1214. repec:gam:jecnmx:v:5:y:2017:i:2:p:22-:d:100001 is not listed on IDEAS
  1215. Crafts, Nicholas & Mills, Terence C., 2017. "Trend TFP Growth in the United States: Forecasts versus Outcomes," CAGE Online Working Paper Series 329, Competitive Advantage in the Global Economy (CAGE).
  1216. McAdam, Peter & Willman, Alpo, 2013. "Medium Run Redux," Macroeconomic Dynamics, Cambridge University Press, pages 695-727.
  1217. Bluhm R & Crombrugghe D.P.I. de & Szirmai A., 2013. "Do weak institutions prolong crises? : On the identification, characteristics, and duration of declines during economic slumps," MERIT Working Papers 069, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  1218. 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, pages 6123-6127.
  1219. Godager, Geir & Iversen, Tor & Ma, Ching-to Albert, 2015. "Competition, gatekeeping, and health care access," Journal of Health Economics, Elsevier, pages 159-170.
  1220. Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015. "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, pages 228-244.
  1221. Reschreiter, Andreas, 2011. "The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom," Economic Modelling, Elsevier, pages 754-759.
  1222. Peri, Massimo & Baldi, Lucia, 2013. "The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU," Resource and Energy Economics, Elsevier, pages 18-37.
  1223. Per-Olov Johansson & Bengt Kriström, 2007. "On a clear day you might see an environmental Kuznets curve," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, pages 77-90.
  1224. Gbaguidi, David, 2012. "La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(1), pages 87-119, mars.
  1225. Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "Fundamental disagreement," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 106-128.
  1226. Dong, Yingying & Lewbel, Arthur, 2011. "Nonparametric identification of a binary random factor in cross section data," Journal of Econometrics, Elsevier, vol. 163(2), pages 163-171, August.
  1227. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin 1590, DIW Berlin, German Institute for Economic Research.
  1228. Shrestha, M.B. & Chowdhury, K., 2005. "A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An Application to Quarterly Data of Nepal, 1970-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 31-46.
  1229. María Isabel Rodríguez-Ferradas & José A. Alfaro-Tanco & Francesco Sandulli, 2016. "A framework for Open Innovation practices: Typology and characterisation," Faculty Working Papers 02/16, School of Economics and Business Administration, University of Navarra.
  1230. Steven Salaga & Rodney Fort, 2017. "Structural Change in Competitive Balance in Big-Time College Football," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 50(1), pages 27-41, February.
  1231. Michael Pfaffermayr & Matthias Stöckl & Hannes Winner, 2013. "Capital Structure, Corporate Taxation and Firm Age," Fiscal Studies, Institute for Fiscal Studies, vol. 34(1), pages 109-135, March.
  1232. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, pages 133-153.
  1233. Grassi, Stefano & Santucci de Magistris, Paolo, 2014. "When long memory meets the Kalman filter: A comparative study," Computational Statistics & Data Analysis, Elsevier, pages 301-319.
  1234. Ayala, Astrid & Blazsek, Szabolcs, 2013. "Structural breaks in public finances in Central and Eastern European countries," Economic Systems, Elsevier, pages 45-60.
  1235. Brady, Ryan R., 2014. "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, pages 150-166.
  1236. International Monetary Fund, 2004. "Chile; Selected Issues," IMF Staff Country Reports 04/292, International Monetary Fund.
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  1238. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
  1239. Sakoulis, Georgios & Zivot, Eric & Choi, Kyongwook, 2010. "Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis," Journal of Empirical Finance, Elsevier, pages 957-966.
  1240. Vicente Esteve & Francisco Requena, 2006. "A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change," International Journal of the Economics of Business, Taylor & Francis Journals, pages 111-128.
  1241. Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2014. "Deviations from rules-based policy and their effects," Journal of Economic Dynamics and Control, Elsevier, pages 4-17.
  1242. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, pages 511-516.
  1243. Arouri Mohamed el hédi & Jamel Jouini, 2009. "Analysis of structural breaks in the stock market integration of mexico into world," Economics Bulletin, AccessEcon, pages 1380-1392.
  1244. Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng, 2016. "Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), pages 323-344.
  1245. Covarrubias, Enrique, 2013. "The number of equilibria of smooth infinite economies," Journal of Mathematical Economics, Elsevier, pages 263-265.
  1246. DO ANGO, Simplicio & AMBA OYON, Claude Marius, 2016. "A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence," MPRA Paper 79685, University Library of Munich, Germany.
  1247. Bilgili, Faik & Koçak, Emrah & Bulut, Ümit & Sualp, M. Nedim, 2016. "How did the US economy react to shale gas production revolution? An advanced time series approach," Energy, Elsevier, pages 963-977.
  1248. Apergis, Nicholas & Chang, Tsangyao & Gupta, Rangan & Ziramba, Emmanuel, 2016. "Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers," Renewable and Sustainable Energy Reviews, Elsevier, pages 318-325.
  1249. Go Tamakoshi & Shigeyuki Hamori, 2014. "Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, pages 627-642.
  1250. Salisu, Afees A. & Adeleke, Adegoke I., 2016. "Further application of Narayan and Liu (2015) unit root model for trending time series," Economic Modelling, Elsevier, pages 305-314.
  1251. Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016. "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers 201688, University of Pretoria, Department of Economics.
  1252. Waldenström, Daniel, 2015. "Wealth-income ratios in a small, late-industrializing, welfare-state economy: Sweden, 1810–2014," CEPR Discussion Papers 10878, C.E.P.R. Discussion Papers.
  1253. Shushanik Papanyan, 2010. "The transmission of shocks between Europe, Japan and the United States," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 54-70.
  1254. Fernald, John G., 2007. "Trend breaks, long-run restrictions, and contractionary technology improvements," Journal of Monetary Economics, Elsevier, pages 2467-2485.
  1255. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, pages 805-819.
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  1257. Peter J. Hammond, 2013. "Extending the Original Position: Revisiting the Pattanaik Critique of Vickrey/Harsanyi Utilitarianism," Global COE Hi-Stat Discussion Paper Series gd12-298, Institute of Economic Research, Hitotsubashi University.
  1258. Gatfaoui, Hayette, 2016. "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Energy Economics, Elsevier, pages 5-16.
  1259. Yilmazkuday, Hakan, 2009. "Inflation Targeting and Inflation Convergence within Turkey," MPRA Paper 16770, University Library of Munich, Germany.
  1260. José Noguera-Santaella, 2017. "Is Sub-Saharan Africa catching up?," Empirical Economics, Springer, pages 555-575.
  1261. Natalya Ketenci, 2016. "The bilateral trade flows of the EU in the presence of structural breaks," Empirical Economics, Springer, pages 1369-1398.
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  1263. Hultblad Brigitta & Karlsson Sune, 2008. "Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, pages 1-29.
  1264. Robert Kelly & Kieran Mcquinn & Rebecca Stuart, 2011. "Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland," The Economic and Social Review, Economic and Social Studies, pages 455-477.
  1265. Choi, Chi-Young & Matsubara, Kiyoshi, 2007. "Heterogeneity in the persistence of relative prices: What do the Japanese cities tell us?," Journal of the Japanese and International Economies, Elsevier, pages 260-286.
  1266. Allegret, Jean-Pierre & Essaadi, Essahbi, 2011. "Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study," Economic Modelling, Elsevier, pages 351-365.
  1267. Bisaglia, Luisa & Gerolimetto, Margherita, 2008. "Forecasting long memory time series when occasional breaks occur," Economics Letters, Elsevier, pages 253-258.
  1268. Lee, Yen-Hsien & Hu, Hsu-Ning & Chiou, Jer-Shiou, 2010. "Jump dynamics with structural breaks for crude oil prices," Energy Economics, Elsevier, pages 343-350.
  1269. Marcus Cobb C. & Luis Opazo R, 2010. "Microeconomic Evidence of Nominal Wage Rigidities in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, pages 23-37.
  1270. Bekiros, Stelios D., 2014. "Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets," International Review of Financial Analysis, Elsevier, pages 58-69.
  1271. 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.
  1272. Arfaoui Mongi & Haj Ali Dhouha, 2016. "Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages," International Journal of Economics and Financial Issues, Econjournals, pages 252-270.
  1273. Matias Mednik & Cesar M. Rodriguez & Inder J. Ruprah, 2012. "Hysteresis in unemployment: Evidence from Latin America," Journal of International Development, John Wiley & Sons, Ltd., pages 448-466.
  1274. Destek, Mehmet Akif, 2016. "Natural gas consumption and economic growth: Panel evidence from OECD countries," Energy, Elsevier, pages 1007-1015.
  1275. Ye Li & Pierre Perron, 2012. "Inference on Locally Ordered Breaks in Multiple Regressions," Boston University - Department of Economics - Working Papers Series wp2015-013, Boston University - Department of Economics, revised 02 Feb 2015.
  1276. Hörmann, Markus & Schabert, Andreas, 2009. "An interest rate peg might be better than you think," Economics Letters, Elsevier, pages 156-158.
  1277. Todd E. Clark, 2006. "Disaggregate evidence on the persistence of consumer price inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 563-587.
  1278. 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.
  1279. Yang, Jian & Guo, Hui & Wang, Zijun, 2006. "International transmission of inflation among G-7 countries: A data-determined VAR analysis," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2681-2700, October.
  1280. Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016. "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, pages 74-80.
  1281. El Hedi Arouri, Mohamed & Huong Dinh, Thanh & Khuong Nguyen, Duc, 2010. "Time-varying predictability in crude-oil markets: the case of GCC countries," Energy Policy, Elsevier, pages 4371-4380.
  1282. Kurmaş Akdoğan, 2015. "Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries," Scottish Journal of Political Economy, Scottish Economic Society, pages 486-504.
  1283. Andres Herrera & Gabriel Rodríguez, 2014. " Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?," Documentos de Trabajo / Working Papers 2014-393, Departamento de Economía - Pontificia Universidad Católica del Perú.
  1284. Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014. "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper 73400, University Library of Munich, Germany, revised Mar 2016.
  1285. Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017. "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers 201727, University of Pretoria, Department of Economics.
  1286. 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.
  1287. Mohamed Boutahar & David Gbaguidi, 2009. "Which Econometric Specification to Characterize the U.S. Inflation Rate Process?," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 145-172, September.
  1288. Ketenci, Natalya, 2014. "The Feldstein –Horioka Puzzle and structural breaks: Evidence from the largest countries of Asia," MPRA Paper 54660, University Library of Munich, Germany.
  1289. Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio, 2013. "Business cycle convergence in EMU: A second look at the second moment," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 239-259.
  1290. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series 5995, CESifo Group Munich.
  1291. Carlos Pinho & Mara Madaleno, 2016. "Oil prices and stock returns: nonlinear links across sectors," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(2), pages 79-97, August.
  1292. Brady, Ryan R., 2008. "Structural breaks and consumer credit: Is consumption smoothing finally a reality?," Journal of Macroeconomics, Elsevier, pages 1246-1268.
  1293. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011. "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers 2011-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  1294. Devereux, Michael B. & Yetman, James, 2014. "Globalisation, pass-through and the optimal policy response to exchange rates," Journal of International Money and Finance, Elsevier, pages 104-128.
  1295. Gabriel Rodríguez & José Carlos Gonzáles Tanaka, 2016. " An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un model," Documentos de Trabajo / Working Papers 2016-415, Departamento de Economía - Pontificia Universidad Católica del Perú.
  1296. repec:cml:incocp:2sp-15 is not listed on IDEAS
  1297. Du, Ding, 2006. "Monetary policy, stock returns and inflation," Journal of Economics and Business, Elsevier, pages 36-54.
  1298. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," BORRADORES DE ECONOMIA 003230, BANCO DE LA REPÚBLICA.
  1299. Benjamin Keddad, 2013. "Exchange rate coordination in Asia under regional currency basket systems," Economics Bulletin, AccessEcon, pages 2913-2929.
  1300. Lo, Melody & Granato, Jim, 2008. "What explains recent changes in international monetary policy attitudes toward inflation? Evidence from developed countries," Economics Letters, Elsevier, pages 411-414.
  1301. Louzis Dimitrios P., 2016. "Steady-state priors and Bayesian variable selection in VAR forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, pages 495-527.
  1302. Paula Bustos, 2011. "Trade Liberalization, Exports, and Technology Upgrading: Evidence on the Impact of MERCOSUR on Argentinian Firms," American Economic Review, American Economic Association, pages 304-340.
  1303. repec:ebl:ecbull:v:3:y:2007:i:3:p:1-10 is not listed on IDEAS
  1304. Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores, 2011. "The impact of oil shocks on the Spanish economy," Energy Economics, Elsevier, pages 1070-1081.
  1305. repec:eee:energy:v:139:y:2017:i:c:p:975-990 is not listed on IDEAS
  1306. Giovanni Federico & Antonio Tena-Junguito, 2017. "Lewis revisited: tropical polities competing on the world market, 1830–1938," Economic History Review, Economic History Society, pages 1244-1267.
  1307. Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017. "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers 201771, University of Pretoria, Department of Economics.
  1308. Chiou, Jer-Shiou & Lee, Yen-Hsien, 2009. "Jump dynamics and volatility: Oil and the stock markets," Energy, Elsevier, pages 788-796.
  1309. Christian Kleiber & Achim Zeileis, 2005. "Validating multiple structural change models-a case study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 685-690.
  1310. Davidson, Carl & Heyman, Fredrik & Matusz, Steven & Sjöholm, Fredrik & Zhu, Susan Chun, 2017. "Global engagement and the occupational structure of firms," European Economic Review, Elsevier, pages 273-292.
  1311. Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, pages 24-34.
  1312. Benati, Luca & Goodhart, Charles, 2008. "Investigating time-variation in the marginal predictive power of the yield spread," Journal of Economic Dynamics and Control, Elsevier, pages 1236-1272.
  1313. John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland.
  1314. Pal, Debdatta & Sapre, Amey, 2010. "How have Government Policies Driven Rural Credit in India: A Brief Empirical Analysis, 1969-2009," IIMA Working Papers WP2010-12-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  1315. Ghosh, Sajal & Kanjilal, Kakali, 2014. "Long-term equilibrium relationship between urbanization, energy consumption and economic activity: Empirical evidence from India," Energy, Elsevier, pages 324-331.
  1316. repec:psl:pslqrr:2017:21 is not listed on IDEAS
  1317. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  1318. Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017. "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, vol. 62(C), pages 61-69.
  1319. 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.
  1320. Ghate, Chetan & Wright, Stephen, 2012. "The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround," Journal of Development Economics, Elsevier, pages 58-67.
  1321. Jean-François Goux, 2008. "Ruptures épaisses et stationnarité en tendance : le cas du taux de change euro-dollar," Post-Print halshs-00333576, HAL.
  1322. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017. "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, pages 77-84.
  1323. repec:eee:intfin:v:50:y:2017:i:c:p:182-203 is not listed on IDEAS
  1324. Wei Jiang & Rong Duan & Siu-Tong Au, 2012. "A Cointegration Model with Structure Breaks for Customer Migration Analysis," Service Science, INFORMS, pages 42-54.
  1325. Andrea Fracasso & Rocco Probo, 2016. "When did inflation expectations in the euro area de-anchor?," DEM Working Papers 2016/05, Department of Economics and Management.
  1326. Eguren Martin, Fernando, 2016. "Exchange rate regimes and current account adjustment: An empirical investigation," Journal of International Money and Finance, Elsevier, pages 69-93.
  1327. Caporale, Tony, 2015. "Regime changes and interest rate risk," Economics Letters, Elsevier, pages 204-206.
  1328. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201592, University of Pretoria, Department of Economics.
  1329. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, pages 319-339.
  1330. repec:ire:issued:v:20:n:03:2017:p:287-324 is not listed on IDEAS
  1331. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, pages 805-819.
  1332. Mubariz Hasanov & Aysen Arac & Funda Telatar, 2012. "Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey," Hacettepe University Department of Economics Working Papers 20123, Hacettepe University, Department of Economics.
  1333. Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
  1334. Aymen Ben Rejeb, 2013. "Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, pages 56-71.
  1335. Levy, Amnon & Caputo, Michael R., 2008. "Optimal control of locusts in subsistence farming areas," European Journal of Operational Research, Elsevier, vol. 191(2), pages 504-516, December.
  1336. Chakraborty, Debashis & Mukherjee, Jaydeep & Sinha, Tanaya, 2010. "The Structural Relationship between Current and Capital Account Balance in India: A Time Series Analysis," MPRA Paper 22806, University Library of Munich, Germany.
  1337. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, pages 113-144.
  1338. repec:eee:reveco:v:51:y:2017:i:c:p:36-59 is not listed on IDEAS
  1339. Yuan-Ming Lee & Kuan-Min Wang & T. Thanh-Binh Nguyen, 2008. "A Common-Use Proxy for Economic Performance: Application to Asymmetric Causality between the Stock Returns and Growth," International Journal of Business and Economics, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, pages 101-124.
  1340. Gautam Gowrisankaran & John Krainer, 2004. "The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry Model," Working Papers 04-16, NET Institute, revised Nov 2004.
  1341. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2014. "The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach," Working Papers 201468, University of Pretoria, Department of Economics.
  1342. Londono Yarce, J.M., 2011. "Essays on asset pricing," Other publications TiSEM 744a2ac5-7ada-4fa8-a7aa-e, Tilburg University, School of Economics and Management.
  1343. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, pages 1-34.
  1344. Lampe, Markus, 2009. "Effects of Bilateralism and the MFN Clause on International Trade: Evidence for the Cobden-Chevalier Network, 1860-1875," The Journal of Economic History, Cambridge University Press, vol. 69(04), pages 1012-1040, December.
  1345. Tan, Xue-Ping & Wang, Xin-Yu, 2017. "Dependence changes between the carbon price and its fundamentals: A quantile regression approach," Applied Energy, Elsevier, pages 306-325.
  1346. Stelios Bekiros, 2014. "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Springer;Society for Computational Economics, vol. 44(2), pages 231-251, August.
  1347. Duc Khuong Nguyen, 2010. "La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux," Économie et Prévision, Programme National Persée, pages 65-82.
  1348. Uddin, Gazi A. & Alam, Khorshed & Gow, Jeff, 2016. "Population age structure and savings rate impacts on economic growth: Evidence from Australia," Economic Analysis and Policy, Elsevier, pages 23-33.
  1349. Francesco Lamperti & Clara Elisabetta Mattei, 2016. "Going Up and Down: Rethinking the Empirics of Growth in the Developing and Newly Industrialized World," LEM Papers Series 2016/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  1350. Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015. "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, pages 183-194.
  1351. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
  1352. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
  1353. 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.
  1354. repec:eco:journ1:2017-03-59 is not listed on IDEAS
  1355. Pierre Perron & Yohei Yamamoto, 2012. "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Global COE Hi-Stat Discussion Paper Series gd12-258, Institute of Economic Research, Hitotsubashi University.
  1356. Freytag, Andreas & Krüger, Jens J. & Meierrieks, Daniel & Schneider, Friedrich, 2011. "The origins of terrorism: Cross-country estimates of socio-economic determinants of terrorism," European Journal of Political Economy, Elsevier, pages 5-16.
  1357. Addona Vittorio & Yates Philip A, 2010. "A Closer Look at the Relative Age Effect in the National Hockey League," Journal of Quantitative Analysis in Sports, De Gruyter, pages 1-19.
  1358. Boubaker, Sabri & Jouini, Jamel, 2014. "Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework," The North American Journal of Economics and Finance, Elsevier, pages 322-335.
  1359. 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.
  1360. Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016. "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, pages 180-195.
  1361. Filippo Lechthaler & Lisa Leinert, 2012. "Moody Oil - What is Driving the Crude Oil Price?," CER-ETH Economics working paper series 12/168, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  1362. Azacis, Helmuts & Collie, David R., 2009. "The optimality of optimal punishments in Cournot supergames," Economics Letters, Elsevier, pages 56-57.
  1363. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja, 2013. "Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets," Journal of International Financial Markets, Institutions and Money, Elsevier, pages 163-180.
  1364. Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, pages 2020-2050.
  1365. Gerlach, Stefan & Stuart, Rebecca, 2014. "Money Demand in Ireland, 1933-2012," CEPR Discussion Papers 9962, C.E.P.R. Discussion Papers.
  1366. Cai, Lili & Swanson, Norman R., 2011. "In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.
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  1368. Anton Muscatelli, V. & Spinelli, Franco & Trecroci, Carmine, 2007. "Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data," Journal of International Money and Finance, Elsevier, pages 1403-1423.
  1369. repec:ebl:ecbull:eb-16-00819 is not listed on IDEAS
  1370. Kosei Fukuda, 2007. "Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth," Statistical Papers, Springer, pages 559-580.
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  1372. Ana Maria Herrero & Elena Pesavento, 2003. "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Emory Economics 0301, Department of Economics, Emory University (Atlanta).
  1373. Ajay Shah & Ila Patnaik, 2010. "Asia Confronts the Impossible Trinity," Working Papers id:2402, eSocialSciences.
  1374. Liddle, Brantley, 2012. "Breaks and trends in OECD countries' energy–GDP ratios," Energy Policy, Elsevier, pages 502-509.
  1375. Ahmad Zubaidi Baharumshah & Siew-Voon Soon, 2014. "Inflation, inflation uncertainty and output growth: what does the data say for Malaysia?," Journal of Economic Studies, Emerald Group Publishing, vol. 41(3), pages 370-386, May.
  1376. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
  1377. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," Center for European, Governance and Economic Development Research Discussion Papers 89, University of Goettingen, Department of Economics.
  1378. repec:ebl:ecbull:v:3:y:2007:i:63:p:1-9 is not listed on IDEAS
  1379. Nag, Biswajit & Mukherjee, Jaydeep, 2012. "The sustainability of trade deficits in the presence of endogenous structural breaks: Evidence from the Indian economy," Journal of Asian Economics, Elsevier, pages 519-526.
  1380. Sharma, Chandan, 2016. "Estimating the Size of Black Economy in India," MPRA Paper 75211, University Library of Munich, Germany.
  1381. repec:eee:reveco:v:49:y:2017:i:c:p:149-167 is not listed on IDEAS
  1382. Guillaumont, Patrick & Wagner, Laurent, 2012. "Aid and Growth Accelerations: Vulnerability Matters," WIDER Working Paper Series 031, World Institute for Development Economic Research (UNU-WIDER).
  1383. Todd E. Clark & Michael W. McCracken, 2009. "Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 363-395, May.
  1384. Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, pages 207-229.
  1385. Kayhan, Selim & Adiguzel, Uğur & Bayat, Tayfur & Lebe, Fuat, 2010. "Causality Relationship between Real GDP and Electricity Consumption in Romania (2001-2010)," Journal for Economic Forecasting, Institute for Economic Forecasting, pages 169-183.
  1386. Kim Hiang Liow, 2014. "The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 32(6), pages 610-641, August.
  1387. 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.
  1388. de Pooter, M.D. & van Dijk, D.J.C., 2004. "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers EI 2004-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  1389. Evans, Paul & Kim, Ji Uk, 2011. "Stochastic convergence of the catch-up rate and multiple structural breaks in Asian countries," Economics Letters, Elsevier, pages 260-263.
  1390. Carlos de Resende, 2007. "Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence," Staff Working Papers 07-36, Bank of Canada.
  1391. Kim Hiang Liow & Xiaoxia Zhou & Qing Ye, 2015. "Correlation Dynamics and Determinants in International Securitized Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, pages 537-585.
  1392. Stanislav Anatolyev & Grigory Kosenok, 2011. "Sequential Testing with Uniformly Distributed Size," Working Papers w0123, Center for Economic and Financial Research (CEFIR).
  1393. Zhongjun Qu, 2011. "A Test Against Spurious Long Memory," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 423-438, July.
  1394. Hiroshi Yamada & Gawon Yoon, 2016. "Measuring the US NAIRU as a step function," Empirical Economics, Springer, pages 1679-1688.
  1395. Paye, Bradley S. & Timmermann, Allan, 2006. "Instability of return prediction models," Journal of Empirical Finance, Elsevier, pages 274-315.
  1396. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2012. "Real exchange rate volatility, financial crises and nominal exchange regimes," Working Papers 12-05, Asociación Española de Economía y Finanzas Internacionales.
  1397. Dilek Demirbas & Ila Patnaik & Ajay Shah, 2013. "Graduating to globalisation: a study of Southern multinationals," Indian Growth and Development Review, Emerald Group Publishing, vol. 6(2), pages 242-259, November.
  1398. Fredj Jawadi & Georges Prat, 2017. "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, pages 661-695.
  1399. Mette Lunde Christensen, 2002. "Heterogeneity in consumer demands and the income effect: evidence from panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C4-1, International Conferences on Panel Data.
  1400. Edward Feser, 2013. "Isserman’s Impact," International Regional Science Review, , pages 44-68.
  1401. Simeon Coleman, 2008. "Inflation persistence in the Franc Zone: evidence from disaggregated prices," Working Papers 2008/16, Nottingham Trent University, Nottingham Business School, Economics Division.
  1402. Blatt, Dominik & Candelon, Bertrand & Manner, Hans, 2015. "Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 1-13.
  1403. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon, 2017. "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 83-97, January.
  1404. J. Jouini & M. Boutahar, 2003. "Structural breaks in the U.S. inflation process: a further investigation," Applied Economics Letters, Taylor & Francis Journals, pages 985-988.
  1405. Parma Chakravartti & Sudipto Mundle, 2017. "An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond," Working Papers id:11773, eSocialSciences.
  1406. Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016. "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, pages 30-41.
  1407. 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.
  1408. António Afonso & Luís F. Costa, 2013. "Market power and fiscal policy in OECD countries," Applied Economics, Taylor & Francis Journals, vol. 45(32), pages 4545-4555, November.
  1409. Jouini, Jamel, 2015. "New empirical evidence from assessing financial market integration, with application to Saudi Arabia," Economic Modelling, Elsevier, pages 198-211.
  1410. Kawai, Masahiro & Pontines, Victor, 2016. "Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach," Journal of International Money and Finance, Elsevier, pages 72-97.
  1411. repec:eee:jebusi:v:92:y:2017:i:c:p:45-62 is not listed on IDEAS
  1412. Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten, 2014. "Government debt dynamics and the global financial crisis: Has anything changed in the EA12?," Economics Letters, Elsevier, pages 64-66.
  1413. Chen, Shiu-Sheng & Chen, Hung-Chyn, 2007. "Oil prices and real exchange rates," Energy Economics, Elsevier, pages 390-404.
  1414. Yi-Chi Chen & Eric Zivot, 2010. "Postwar slowdowns and long-run growth: a Bayesian analysis of structural break models," Empirical Economics, Springer, pages 897-921.
  1415. 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.
  1416. Komlan, Fiodendji, 2013. "The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada," Economic Modelling, Elsevier, pages 911-923.
  1417. repec:eee:intfin:v:51:y:2017:i:c:p:133-141 is not listed on IDEAS
  1418. Chang, Shu-Hwa & Huang, Liang-Chou, 2010. "The nexus of finance and GDP growth in Japan: Do real interest rates matter?," Japan and the World Economy, Elsevier, pages 235-242.
  1419. Rocha, Vera & Carneiro, Anabela & Amorim Varum, Celeste, 2015. "Serial entrepreneurship, learning by doing and self-selection," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 91-106.
  1420. Frugier, Alain, 2016. "Returns, volatility and investor sentiment: Evidence from European stock markets," Research in International Business and Finance, Elsevier, pages 45-55.
  1421. Manmohan Agarwal & John Whalley, 2013. "China and India: Reforms and the Response: How Differently have the Economies Behaved," NBER Working Papers 19006, National Bureau of Economic Research, Inc.
  1422. Lee, Chien-Chiang & Chiu, Yi-Bin, 2012. "The impact of real income on insurance premiums: Evidence from panel data," International Review of Economics & Finance, Elsevier, pages 246-260.
  1423. Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015. "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, pages 136-141.
  1424. O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
  1425. Ye Li & Pierre Perron, 2017. "Inference on locally ordered breaks in multiple regressions," Econometric Reviews, Taylor & Francis Journals, pages 289-353.
  1426. 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.
  1427. Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014. "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers 201450, University of Pretoria, Department of Economics.
  1428. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, pages 176-195.
  1429. EL BOUHADI, Hamid & OUAHID, Driss, 2014. "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
    [Dating structural changes in time series : the case of the Moroccan macroeconomic serie
    ," MPRA Paper 68168, University Library of Munich, Germany.
  1430. Philipp Wegmueller, 2015. "International Evidence on Time-Variation in Trend Labor Productivity Growth," Diskussionsschriften dp1602, Universitaet Bern, Departement Volkswirtschaft.
  1431. repec:cbh:journl:v:14:y:2015:i:2:p:62-88 is not listed on IDEAS
  1432. Chan, Felix & Pauwels, Laurent L. & Wongsosaputro, Johnathan, 2013. "The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, pages 175-189.
  1433. Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0503, Brock University, Department of Economics, revised Jul 2005.
  1434. Rómulo A.Chumacero & J.Rodrigo Fuentes, 2006. "Economic growth in Latin America: structural breaks or fundamentals," Estudios de Economia, University of Chile, Department of Economics, vol. 33(2 Year 20), pages 141-154, December.
  1435. Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis, 2014. "On the changes in the sustainability of European external debt: what have we learned," Bank of Estonia Working Papers wp2014-3, Bank of Estonia, revised 10 Oct 2014.
  1436. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
  1437. repec:eee:regeco:v:65:y:2017:i:c:p:56-64 is not listed on IDEAS
  1438. Andrés David Pinchao Rosero & Jorge Mario Uribe Gil, 2016. "Crecimiento económico colombiano y quiebres estructurales endógenos," ENSAYOS DE ECONOMÍA 015537, UNIVERSIDAD NACIONAL DE COLOMBIA SEDE MEDELLIN.
  1439. 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, pages 351-356.
  1440. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008. "Model Selection when there are Multiple Breaks," Economics Series Working Papers 407, University of Oxford, Department of Economics.
  1441. Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.
  1442. Ezzat, Hassan, 2013. "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper 51465, University Library of Munich, Germany.
  1443. Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, pages 83-85.
  1444. repec:hal:journl:halshs-00188309 is not listed on IDEAS
  1445. Bhaumik, S. & Karanasos, M. & Kartsaklas, A., 2016. "The informative role of trading volume in an expanding spot and futures market," Journal of Multinational Financial Management, Elsevier, pages 24-40.
  1446. Hervé Le Bihan, 2004. "Tests de rupture : une application au PIB tendanciel français," Economie & Prévision, La Documentation Française, pages 133-154.
  1447. Jean-Louis Combes & Rasmané Ouedraogo & Sampawende J Tapsoba, 2016. "What Does Aid Do to Fiscal Policy? New Evidence," IMF Working Papers 16/112, International Monetary Fund.
  1448. Tomás Castagnino & Laura D´Amato, 2008. "Regime Dependence, Common Shocks and the Inflation-Relative Price Variability Relation," BCRA Working Paper Series 200838, Central Bank of Argentina, Economic Research Department.
  1449. Romero-Ávila, Diego, 2009. "Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP," World Development, Elsevier, pages 1051-1068.
  1450. 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, pages 297-311.
  1451. 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.
  1452. Lorenzo Cappellari & Antonio Di Paolo, 2015. "Bilingual Schooling and Earnings: Evidence from a Language-in-Education Reform," FBK-IRVAPP Working Papers 2015-09, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
  1453. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003 101, Money Macro and Finance Research Group.
  1454. Mendonca, Gui Pedro, 2008. "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper 14648, University Library of Munich, Germany.
  1455. Faten Ben Slimane & Mohamed Mehanaoui & Irfan Akbar Kazi, 2013. "How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 1(3), pages 1-21, August.
  1456. Luc Arrondel & Majdi Debbich & Frédérique Savignac, 2013. "Financial Literacy and Financial Planning in France," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00859682, HAL.
  1457. Shingo Watanabe, 2006. "Roles of Technology and Nontechnology Shocks in the Business Cycles," Bank of Japan Working Paper Series 06-E-11, Bank of Japan.
  1458. Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015. "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, pages 46-68.
  1459. Dirk Ulbricht, 2016. "It is not structural breaks that earn average forecasts their fame," Economics Bulletin, AccessEcon, pages 1250-1259.
  1460. Brady, Ryan R., 2008. "Structural breaks and consumer credit: Is consumption smoothing finally a reality?," Journal of Macroeconomics, Elsevier, pages 1246-1268.
  1461. repec:eee:ecosta:v:4:y:2017:i:c:p:70-90 is not listed on IDEAS
  1462. Eléazar Zerbo, 2015. "What determines the long-run growth in Sub-Saharan Africa? Exploring the role of energy, trade openness and financial development in six countries," Working Papers hal-01238524, HAL.
  1463. repec:ebl:ecbull:v:6:y:2008:i:10:p:1-10 is not listed on IDEAS
  1464. Amnon Levy, 2011. "Abstinence with Reputation Loss, Understating Expectations and Guiltand the Effectiveness of Emission Tax," Economics Working Papers wp11-12, School of Economics, University of Wollongong, NSW, Australia.
  1465. Isha Narula, 2016. "Dynamics of volatility behaviour and transmission: evidences from BRICS countries," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, pages 31-51.
  1466. Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2015. "La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, vol. 19(40), pages 4-24, June.
  1467. Assaf, Ata, 2015. "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, pages 172-182.
  1468. Fabio Clementi & Marco Gallegati & Mauro Gallegati, 2015. "Growth and Cycles of the Italian Economy Since 1861: The New Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), pages 25-59.
  1469. Rafi Melnick & Till Strohsal, 2015. "From Galloping Inflation to Price Stability in Steps: Israel 1985–2013," SFB 649 Discussion Papers SFB649DP2015-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  1470. Chang, C-L. & Huang, B-W. & Chen, M-G., 2010. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan," Econometric Institute Research Papers EI 2010-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  1471. Antonio E. Noriega & Cid Alonso Rodríguez-Pérez, 2011. "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers 2011-11, Banco de México.
  1472. Njindan Iyke, Bernard, 2015. "Asymmetries, Structural Breaks, and Nonlinear Persistence: Evidence and Implications for Uncovering the Energy-Growth Nexus in Selected African Countries," MPRA Paper 67163, University Library of Munich, Germany.
  1473. Clancy, Daragh & Cussen, Mary & Lydon, Reamonn, 2014. "Housing Market Activity and Consumption: Macro and Micro Evidence," Research Technical Papers 13/RT/14, Central Bank of Ireland.
  1474. Rafi Melnick & Till Strohsal, 2016. "Disinflation and the Phillips Curve: Israel 1986-2015," SFB 649 Discussion Papers SFB649DP2016-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  1475. repec:eee:jeborg:v:143:y:2017:i:c:p:9-27 is not listed on IDEAS
  1476. Yan-Yu Chiou & Mei-Yuan Chen & Jau-er Chen, 2017. "Nonparametric Regressions with Thresholds: Identification and Estimations," Papers 1705.09418, arXiv.org.
  1477. Zabel, Jeffrey & Dalton, Maurice, 2011. "The impact of minimum lot size regulations on house prices in Eastern Massachusetts," Regional Science and Urban Economics, Elsevier, pages 571-583.
  1478. Liao, Huei-Chu & Lee, Yi-Huey & Suen, Yu-Bo, 2008. "Electronic trading system and returns volatility in the oil futures market," Energy Economics, Elsevier, pages 2636-2644.
  1479. 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.
  1480. Zhu, Huiming & Huang, Hui & Peng, Cheng & Yang, Yan, 2016. "Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression," Economics Discussion Papers 2016-46, Kiel Institute for the World Economy (IfW).
  1481. Yang Fan, 2011. "Studying on the monetary transmission mechanism in China in the presence of structural changes," China Finance Review International, Emerald Group Publishing, vol. 1(4), pages 334-357, September.
  1482. Baek, In-Mee & Jun, Jongbyung, 2011. "Testing contagion of the 1997-98 crisis in Asian stock markets with structural breaks and incubation periods," Journal of Asian Economics, Elsevier, pages 356-368.
  1483. Fabra, Natalia, 2006. "Collusion with capacity constraints over the business cycle," International Journal of Industrial Organization, Elsevier, vol. 24(1), pages 69-81, January.
  1484. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, pages 974-989.
  1485. repec:pal:buseco:v:52:y:2017:i:4:d:10.1057_s11369-017-0045-1 is not listed on IDEAS
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