Issue Date | Title | Author(s) |
27-Oct-2021 | Apocalypse 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-2022 | Forecasting inflation: A GARCH-in-mean-level Model with time varying predictability | Canepa, A; Karanasos, M; Paraskevopoulos, A; Zanetti Chini, E |
4-Jan-2020 | The long memory HEAVY process: modeling and forecasting financial volatility | Karanasos, M; Yfanti, S; Christopoulos, A |
16-Mar-2022 | Missing Values in Panel Data Unit Root Tests | Karavias, Y; Tzavalis, E; Zhang, H |
27-Mar-2014 | Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach | Karanasos, M; Paraskevopoulos, A; Ali, FM; Karoglou, M; Yfanti, S |
5-Jul-2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks | Caporale, GM; Gil-Alana, LA |
8-Oct-2022 | Oil prices and sectoral stock returns in the BRICS-T countries: a time-varying approach | Caporale, GM; Catik, AN; Kisla, GSH; Helmi, MH; Akdeniz, C |
28-Feb-2020 | On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe | Karanasos, M; Yfanti, S |
27-Oct-2021 | Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata | Ditzen, J; Karavias, Y; Westerlund, J |
27-Feb-2025 | A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL | Paraskevopoulos, A; Magdalinos, A; Canepa, A |
20-Mar-2023 | US house prices by Census Division: persistence, trends and structural breaks | Caporale, GM; Gil-Alana, LA |