Results 71 to 80 of about 181,747 (177)
Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective [PDF]
In the 1980s and 1990s the issue of non-stationarity in economic time series has been in the context of unit roots vs. mean trends in AR(p) models. More recently this perspective has been extended to include structural breaks.
Andreas Koutris +2 more
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ARE EU BUDGET DEFICITS STATIONARY? [PDF]
In this paper, we test for the stationarity of European Union budget deficits over the period 1971 to 2006, using a panel of thirteen member countries. Our testing strategy addresses two key concerns with regard to unit root panel data testing, namely (i)
Jesús Otero +2 more
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Stationarity of Operator Algebras
Journal of Functional Analysis, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks [PDF]
This paper presents econometric evidence on whether the founding of the Federal Reserve in 1914 caused a structural change from level-stationarity to difference-stationarity in U.S. and U.K. short-term nominal interest rates.
M. E. Wohar +3 more
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Testing Stationarity of Budgetary Position in Developing Countries [PDF]
In this paper, we examine stationarity properties of data on budget deficits for a cluster of twenty-seven developing countries (D-27) for the period spanning 1970 to 2003.
Ahmad Zubaidi Baharumshah +3 more
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U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration [PDF]
We employ smooth transition models to test the null hypothesis of a unit root in time series on U.S. and U.K. monthly inflation beginning in 1957.
R. Sollis
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Spurious regression under broken trend stationarity [PDF]
We study the phenomenon of spurious regression between two random variables when the generating mechanism for individual series follows a stationary process around a trend with (possibly) multiple breaks in its level and slope.
Antonio E. Noriega +1 more
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Time series behavior of the short-term real interest rates in industrial countries [PDF]
With quarterly data of a sample period starting from 1973, the conventional unit root tests reject the null of nonstationarity in favor of the alternative of linear stationarity for short-term real interest rates (RIRs) of non-European industrial ...
Su Zhou
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Trends in Business and EconomicsDünya Belirsizlik Endeksi (WUI), ülkelerdeki ekonomik, politik ve sosyal belirsizlikleri ölçmeyi amaçlayan kapsamlı bir göstergedir. Gelişmiş ve gelişmekte olan ülkeleri kapsayan bu endeks, küresel düzeyde belirsizliğin zaman içindeki değişimini izlemek ...
Nimet Melis Esenyel İçen, Simge Akdağ
doaj +1 more source
Are EU budget deficits sustainable? [PDF]
In this paper, we test for the stationarity and sustainability of European Union budget deficits over the period 1971 to 2006, using a panel of thirteen member countries. Our testing strategy addresses two key concerns with regard to unit root panel data
Jesus Otero +2 more
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