Browsing by Subject structural breaks

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 11 of 11
Issue DateTitleAuthor(s)
27-Oct-2021Apocalypse Now, Apocalypse When? Economic Growth and Structural Breaks in Argentina (1886-2003)Karanasos, M; Campos, N; Koutroumpis, P; Karoglou, M; Zopounidis, C; Christopoulos, A
11-Apr-2022Forecasting inflation: A GARCH-in-mean-level Model with time varying predictabilityCanepa, A; Karanasos, M; Paraskevopoulos, A; Zanetti Chini, E
4-Jan-2020The long memory HEAVY process: modeling and forecasting financial volatilityKaranasos, M; Yfanti, S; Christopoulos, A
16-Mar-2022Missing Values in Panel Data Unit Root TestsKaravias, Y; Tzavalis, E; Zhang, H
27-Mar-2014Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient ApproachKaranasos, M; Paraskevopoulos, A; Ali, FM; Karoglou, M; Yfanti, S
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
8-Oct-2022Oil prices and sectoral stock returns in the BRICS-T countries: a time-varying approachCaporale, GM; Catik, AN; Kisla, GSH; Helmi, MH; Akdeniz, C
28-Feb-2020On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across EuropeKaranasos, M; Yfanti, S
27-Oct-2021Testing and Estimating Structural Breaks in Time Series and Panel Data in StataDitzen, J; Karavias, Y; Westerlund, J
27-Feb-2025A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALLParaskevopoulos, A; Magdalinos, A; Canepa, A
20-Mar-2023US house prices by Census Division: persistence, trends and structural breaksCaporale, GM; Gil-Alana, LA