Results 91 to 100 of about 96,433 (236)

Nonlinearity and stationarity of inflation rates: The results in the case of the Western Balkans [PDF]

Ekonomski Signali, 2019
In this article, we explored the nature of the dynamics and behavior of inflation in the case of the Western Balkans. The inflation rate, according to the test results, in most of the countries can be modeled as a stationary process.
Obradović Saša, Obradović Gordana
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A necessary and sufficient condition for the strict stationarity of a family of GARCH processes [PDF]

We consider a family of GARCH(1,1) processes introduced in He and Teräsvirta (1999a). This family contains various popular GARCH models as special cases.
Meitz, Mika
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Extinction and quasi-stationarity in the stochastic logistic SIS model

, 2011
This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model.
Nåsell, Ingemar,, Ingemar Nåsell, Nåsell, Ingemar   +2 more
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Periodic Asymmetric LogGARCH Stochastic Volatility Models: Structure and Application

Axioms
This paper introduces a new class of periodic volatility models, namely, the Stochastic Volatility Periodic Logarithmic Asymmetric GARCH (PlogAG-SV) model.
Omar Alzeley, Ahmed Ghezal
doaj   +1 more source

Mean Group Tests for Stationarity in Heterogenous Panels [PDF]

This paper proposes the panel-based mean group tests for the null of stationarity against the alternative of unit roots in the presence of both heterogeneity across crosssection units and serial correlation across time periods.
Andy Snell, Yongcheol Shin
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Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work [PDF]

It is common in applied econometrics to test the null hypothesis of a level-stationary process against the alternative of a unit root process. We show that the use of conventional asymptotic critical values for the stationarity tests of Kwiatkowski et al.
Kilian, Lutz, Caner, Mehmet
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PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks [PDF]

The stationarity of OECD real exchange rates over the period 1972-2008 is tested using a panel of twenty six member countries. The methodology followed stems from the need to meet several key concerns: (i) the identification of which panel members are ...
Mark J. Holmes, Theodore Panagiotidis, Jesús Otero   +2 more
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Market concentration of banks and unemployment: Evidence from the bank markets in Bosnia and Herzegovina and Serbia [PDF]

Bankarstvo, 2019
The paper focuses on researching the relationship between the concentration of the banking systems of Bosnia and Herzegovina and Serbia and the impact of employment/unemployment in both countries.
Alihodžić Almir
doaj  

Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries [PDF]

The purpose of this paper is to explain both the need and the procedures of unit-root testing to a wider audience. The topic of stationarity testing in general and unit root testing in particular is one that covers a vast amount of research. We have been
Výrost, Tomáš, Lyócsa, Štefan, Baumöhl, Eduard   +2 more
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A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models [PDF]

In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions. J.E.L.
George Kapetanios
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