Results 81 to 90 of about 183,596 (199)
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies [PDF]
The validity of the expectations hypothesis of the term structure is examined for a sample of Asian countries. A panel stationarity testing procedure is employed that addresses both structural breaks and cross-sectional dependence.
Jesús Otero +2 more
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Stationarity and Ergodicity [PDF]
, 2009 In computing time averages of optical fields, we regard the ensembles to be stationary and ergodic. Stationarity means that all ensemble averages are independent of the time origin; and ergodicity implies that each ensemble average is equal to the time average involving a typical member of the ensemble.
openaire +1 more source
Linearity and stationarity of G7 government bond returns [PDF]
This study investigates the linearity and stationarity properties of government bond returns for the G7 economies. Our results from Luukkonen et al. (1988) linearity test reveal the nonlinear nature of all of the G7 bond returns.
Venus Khim-Sen Liew +2 more
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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
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study [PDF]
This paper presents results concerning the size and power of first generation panel unit root and stationarity tests obtained from a large scale simulation study, with in total about 290 million test statistics computed.
Jaroslava Hlouskova, Martin Wagner
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Periodic Asymmetric LogGARCH Stochastic Volatility Models: Structure and Application
AxiomsThis 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
Testing the law of one price in food markets: evidence for Colombia using disaggregated data [PDF]
This paper applies stationarity tests to examine evidence of market integration for a relatively large sample of food products in Colombia. We fi nd little support for market integration when using the univariate KPSS tests for stationarity.
Ana María Iregui, Jesús Otero
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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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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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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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