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Testing For and Dating Common Breaks in Multivariate Time Series. (1998). Bai, Jushan ; Stock, James H ; Lumsdaine, Robin L.
In: Review of Economic Studies.
RePEc:oup:restud:v:65:y:1998:i:3:p:395-432..

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  96. Comments on: Extensions of some classical methods in change point analysis. (2014). Trapani, Lorenzo.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:23:y:2014:i:2:p:283-286.

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  97. Exchange rate pass-through and inflation targeting in Peru. (2014). Winkelried, Diego.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:4:p:1181-1196.

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  98. On Bias in the Estimation of Structural Break Points. (2014). Yu, Jun ; Jiang, Liang ; Wang, Xiaohu.
    In: Working Papers.
    RePEc:siu:wpaper:22-2014.

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  99. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201419.

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  100. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Martins, Luis Filipe ; Miller, Stephen M..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-474.

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  101. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:151-165.

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  102. Euro introduction: Has there been a structural change? Study on 10 European Union countries. (2014). Legrand, Romain.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:136-151.

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  103. Do TFP and the relative price of investment share a common I(1) component?. (2014). Benati, Luca.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:239-261.

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  104. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141666.

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  105. Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data. (2014). Perron, Pierre ; Wada, Tatsuma .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2014-004.

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  106. On the Price Comovement of U.S. Residential Real Estate Markets. (2014). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl G..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:1:p:71-108.

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  107. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2013). Morley, James ; Eo, Yunjong.
    In: Discussion Papers.
    RePEc:swe:wpaper:2013-12.

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  108. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2013). Hoesli, Martin ; Reka, Kustrim .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:1-35.

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  109. The Effect of Fiscal Policy Shocks on the Flow of Funds. (2013). Bossie, Andrew.
    In: 2013 Papers.
    RePEc:jmp:jm2013:pbo741.

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  110. “How systemic is Spain for Europe?”. (2013). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201301.

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  111. An asymmetric analysis of the relationship between oil prices and output: The case of Turkey. (2013). Önder, A. Özlem ; catik, nazif ; atak, Nazif A..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:884-892.

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  112. Has the structural break slowed down growth rates of stock markets?. (2013). Narayan, Seema ; Mishra, Sagarika.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:595-601.

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  113. Inference on a Structural Break in Trend with Fractionally Integrated Errors. (2013). Perron, Pierre ; Chang, Seong Yeon.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-020.

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  114. Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends. (2013). Perron, Pierre ; Li, YE.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-010.

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  115. Inference for single and multiple change-points in time series. (2013). MacNeill, Ian ; Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446.

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  116. The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:20125.

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  117. Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity. (2012). Jeong, Jinook ; Kang, Byunguk.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:39:y:2012:i:7:p:1531-1542.

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  118. How responsive are banks to monetary policy?. (2012). Vera, David.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:18:p:2335-2346.

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  119. Trends and Structural Changes in South African Macroeconomic Volatility. (2012). Kotze, Kevin ; Du Plessis, Stan.
    In: Working Papers.
    RePEc:rza:wpaper:297.

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  120. Testing for Breaks in Cointegrated Panels. (2012). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:135.

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  121. Stationarity Test for Aggregate Outputs in the Presence of Structural Breaks. (2012). Rangasamy, Shanmugam ; Srivastava, D. K. ; Shanmugam, K. R..
    In: Working Papers.
    RePEc:mad:wpaper:2012-072.

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  122. Compensating Wages for Occupational Risks of Farm Workers in India. (2012). Rangasamy, Shanmugam ; Devi, Indira P. ; Shanmugam, K. R..
    In: Working Papers.
    RePEc:mad:wpaper:2012-071.

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  123. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201219.

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  124. Financial crisis risk, ECB “non-standard” measures, and the external value of the euro. (2012). Eichler, Stefan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:3:p:257-265.

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  125. Changing patterns of fiscal policy multipliers in Germany, the UK and the US. (2012). Cimadomo, Jacopo ; Benassy-Quere, Agnès.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:845-873.

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  126. Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries. (2012). Lee, Bi-Juan ; Yang, Chin Wei ; Huang, Bwo-Nung .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1284-1300.

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  127. Detection of structural breaks in linear dynamic panel data models. (2012). Tzavalis, Elias ; De Wachter, Stefan .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3020-3034.

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  128. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/07.

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  129. The Japanese economy in crises: A time series segmentation study. (2011). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201124.

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  130. An Alternative Bayesian Approach to Structural Breaks in Time Series Models. (2011). van Dijk, Dick ; Paap, Richard ; Dick J. C. van Dijk, ; van den Hauwe, Sjoerd .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110023.

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  131. Institutional Change and Factor Movement in Major League Baseball: An Examination of the Coase Theorem’s Invariance Principle. (2011). Schmidt, Martin.
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:39:y:2011:i:3:p:187-205.

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  132. Cointegration rank switching model: an application to forecasting interest rates. (2011). Fukuda, Kosei.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:30:y:2011:i:5:p:509-522.

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  133. Will the US economy recover in 2010? A minimal spanning tree study. (2011). Wong, Jian Cheng ; Zhang, Yiting ; Cheong, Siew Ann ; Prusty, Manamohan ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:11:p:2020-2050.

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  134. Estimating a common deterministic time trend break in large panels with cross sectional dependence. (2011). Kim, Dukpa.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:2:p:310-330.

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  135. Predictability of stock returns and asset allocation under structural breaks. (2011). Timmermann, Allan ; Pettenuzzo, Davide.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:60-78.

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  136. Estimating structural changes in regression quantiles. (2011). Qu, Zhongjun ; Oka, Tatsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:248-267.

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  137. The stability of long-run money demand in the United States: A new approach. (2011). Wang, Yiming.
    In: Economics Letters.
    RePEc:eee:ecolet:v:111:y:2011:i:1:p:60-63.

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  138. A simple method for variance shift detection at unknown time points. (2011). Ureche-Rangau, Loredana ; Speeg, Franck ; ureche -Rangau, Loredana .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00469.

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  139. The Possible Shapes of Recoveries in Markov-Switching Models. (2011). Ferrara, Laurent ; Bec, Frédérique ; Frederique BEC ; Othman BOUABDALLAH ; Laurent FERR, .
    In: Working Papers.
    RePEc:crs:wpaper:2011-02.

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  140. Structural Breaks and the Fisher Effect. (2011). Haug, Alfred ; Beyer, Andreas ; Dewald, William.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:9.

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  141. Testing for Common Breaks in a Multiple Equations System. (2011). Perron, Pierre ; Oka, Tatsushi.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-057.

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  142. Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors. (2011). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-053.

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  143. Multivariate Methods for Monitoring Structural Change. (2010). Price, Simon ; Groen, Jan ; Kapetanios, George ; Jan J. J. Groen, .
    In: Working Papers.
    RePEc:qmw:qmwecw:wp658.

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  144. Multivariate Methods for Monitoring Structural Change. (2010). Price, Simon ; Groen, Jan ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:658.

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  145. Country risk and financial integration--A case study of South Africa. (2010). Goldberg, Cathy S. ; Veitch, John M..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:2:p:138-145.

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  146. Balanced growth and the great ratios: New evidence for the US and UK. (2010). Temple, Jonathan ; Attfield, Cliff ; Temple, Jonathan R. W., .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:4:p:937-956.

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  147. Structural breaks in the real exchange rate and real interest rate relationship. (2010). Nagayasu, Jun ; Byrne, Joseph.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:2:p:138-151.

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  148. Is fuel-switching a no-regrets environmental policy? VAR evidence on carbon dioxide emissions, energy consumption and economic performance in Portugal. (2010). Pereira, Rui ; Marvão Pereira, Rui Manuel, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:1:p:227-242.

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  149. Common breaks in means and variances for panel data. (2010). Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:78-92.

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  150. Threshold effects in panel data stochastic frontier models of dairy production in Canada. (2010). Yelou, Clement ; Tran, Kien ; Larue, Bruno.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:641-647.

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  151. Estimating structural changes in regression quantiles. (2010). Qu, Zhongjun ; Oka, Tatsushi.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2010-052.

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  152. Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Moreno, Antonio ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0209.

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  153. Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change. (2009). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli ; Terasvirta, Timo.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:28:y:2009:i:1-3:p:225-245.

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  154. The nonlinear behavior of competition: the impact of talent compression on competition. (2009). Schmidt, Martin.
    In: Journal of Population Economics.
    RePEc:spr:jopoec:v:22:y:2009:i:1:p:57-74.

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  155. Changes in International Business Cycle Affiliations. (2009). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0924.

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  156. Changes in International Business Cycle Affiliations. (2009). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; Bataa, Erdenebat.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:132.

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  157. Frugality; Are We Fretting Too Much? Household Saving and Assets in the United States. (2009). Abdih, Yasser ; Tanner, Evan C.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/197.

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  158. Common Trends and Shocks to Top Incomes РA Structural Breaks Approach. (2009). Waldenstr̦m, Daniel ; Roine, Jesper ; Waldenstrom, Daniel.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0801.

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  159. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets. (2009). Funke, Michael ; Colavecchio, Roberta .
    In: Quantitative Macroeconomics Working Papers.
    RePEc:ham:qmwops:20903.

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  160. The ADR shadow exchange rate as an early warning indicator for currency crises. (2009). Eichler, Stefan ; Karmann, Alexander ; Maltritz, Dominik .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1983-1995.

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  161. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets. (2009). Funke, Michael ; Colavecchio, Roberta .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:2:p:174-196.

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  162. Structural breaks, cointegration and the Fisher effect. (2009). Haug, Alfred ; Beyer, Andreas ; Dewald, William G..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091013.

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  163. Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal. (2009). Pereira, Rui ; Rui Manuel Marvão Pereira, .
    In: Working Papers.
    RePEc:cwm:wpaper:87.

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  164. Assets Returns Volatility and Investment Horizon: The French Case. (2009). Gollier, Christian ; Bec, Frédérique.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2622.

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  165. Multivariate methods for monitoring structural change. (2009). Price, Simon ; Groen, Jan ; Kapetanios, George ; Groen, Jan J J, .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0369.

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  166. Estimating the effects of fiscal policy under the budget constraint. (2008). Claeys, Peter ; Peter, Claeys.
    In: wp.comunite.
    RePEc:ter:wpaper:0038.

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  167. Common Shocks, Common Dynamics, and the International Business Cycle. (2008). Hecq, Alain ; Cubadda, Gianluca ; Centoni, Marco.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:106.

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  168. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2008). Morley, James ; Eo, Yunjong.
    In: MPRA Paper.
    RePEc:pra:mprapa:10372.

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  169. Assets Returns Volatility and Investment Horizon: The French Case. (2008). Gollier, Christian ; Bec, Frédérique.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:7289.

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  170. Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship. (2008). Nagayasu, Jun ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2008_29.

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  171. Assets returns volatility and investment horizon: The French case. (2008). Gollier, Christian ; Bec, Frédérique.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2008-10.

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  172. The anatomy of financial crises: Evidence from the emerging ADR market. (2008). Pasquariello, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207.

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  173. The limit distribution of the estimates in cointegrated regression models with multiple structural changes. (2008). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:59-73.

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  174. Testing for structural change in regression quantiles. (2008). Qu, Zhongjun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:170-184.

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  175. Technology shocks, structural breaks and the effects on the business cycle. (2008). Cubadda, Gianluca ; Centoni, Marco ; Atella, Vincenzo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:100:y:2008:i:3:p:392-395.

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  176. The dynamic behaviour of budget components and output. (2008). Claeys, Peter ; Afonso, Antonio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:1:p:93-117.

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  177. Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship. (2008). Nagayasu, Jun ; Byrne, Joseph.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:65.

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  178. Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths. (2008). Karlsson, Sune ; Hultblad, Brigitta .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:12:y:2008:i:3:n:4.

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  179. Testing for Multiple Structural Changes in Cointegrated Regression Models. (2008). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-020.

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  180. Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors. (2008). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-017.

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  181. Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model. (2008). Perron, Pierre ; Zhou, Jing.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-011.

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  182. The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles. (2007). Startz, Richard ; Piger, Jeremy M ; Kim, Changjin.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:1:p:187-204.

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  183. A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series. (2007). Cubadda, Gianluca.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:102.

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  184. Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence. (2007). Blaszkiewicz-Schwartzman, Monika.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:144.

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  185. Estimating the effects of fiscal policy under the budget constraint.. (2007). Claeys, Peter.
    In: IREA Working Papers.
    RePEc:ira:wpaper:200715.

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  186. Fiscal indicators - Proceedings of the the Directorate-General for Economic and Financial Affairs Workshop held on 22 September 2006 in Brussels. (2007). Nogueira Martins, João ; Larch, Martin ; João Nogueira Martins, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0297.

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  187. Tracking the new economy: Using growth theory to detect changes in trend productivity. (2007). Rich, Robert ; Kahn, James.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:6:p:1670-1701.

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  188. Finite sample multivariate structural change tests with application to energy demand models. (2007). Yelou, Clement ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Idoudi, Nadhem .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1219-1244.

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  189. Confidence sets for the date of a single break in linear time series regressions. (2007). Elliott, Graham ; Muller, Ulrich K..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1196-1218.

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  190. Common shocks, common dynamics, and the international business cycle. (2007). Hecq, Alain ; Cubadda, Gianluca ; Centoni, Marco.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:1:p:149-166.

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  191. Natural rate doubts. (2007). Farmer, Roger ; Beyer, Andreas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:3:p:797-825.

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  192. A unifying framework for analysing common cyclical features in cointegrated time series. (2007). Cubadda, Gianluca.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2007:i:2:p:896-906.

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  193. The real effects of monetary policy in China: An empirical analysis. (2007). Dickinson, David ; Liu, Jia.
    In: China Economic Review.
    RePEc:eee:chieco:v:18:y:2007:i:1:p:87-111.

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  194. The dynamic behaviour of budget components and output. (2007). Claeys, Peter ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007775.

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  195. Structural Breaks in Public Infrastructure Investment in the U.S.. (2007). Schmidt, Martin ; Pereira, Alfredo.
    In: Working Papers.
    RePEc:cwm:wpaper:55.

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  196. How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models. (2007). Valls Pereira, Pedro ; Hwang, Soosung ; Satchell, Steve E.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:1002-1024.

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  197. Disaggregate evidence on the persistence of consumer price inflation. (2006). Clark, Todd E.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:5:p:563-587.

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  198. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal .
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0106.

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  199. Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:88:y:2006:i:3:p:445-462.

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  200. On the evolution of competition: an application of nonlinear tests. (2006). Schmidt, Martin.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:1:p:1-12.

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  201. Testing for Parameter Stability in Dynamic Models Across Frequencies. (2006). Cubadda, Gianluca ; Candelon, Bertrand.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:82.

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  202. People People: Social Capital and the Labor-Market Outcomes of Underrepresented Groups. (2006). Weinberg, Bruce ; ter Weel, Bas ; Borghans, Lex.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11985.

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  203. Balanced growth and the great ratios: new evidence for the US and UK. (2006). Temple, Jonathan ; Cliff L. F. Attfield, ; Jonathan R. W. Temple, .
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:75.

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  204. Testing for Breaks Using Alternating Observations. (2006). Iglesias, Emma ; Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12694.

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  205. The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain. (2006). Claeys, Peter ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp262006.

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  206. Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks. (2006). Sugita, Katsuhiro.
    In: Discussion Papers.
    RePEc:hit:econdp:2006-15.

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  207. Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks. (2006). Sugita, Katsuhiro.
    In: Discussion Papers.
    RePEc:hit:econdp:2006-14.

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  208. Determining the number of breaks in a piecewise linear regression model. (2006). Strikholm, Birgit.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0648.

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  209. Bayesian simultaneous determination of structural breaks and lag lengths. (2006). Karlsson, Sune ; Hultblad, Brigitta .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0630.

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  210. Unit Roots and Structural Breaks: A Survey of the Literature. (2006). Perman, Roger ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2006_10.

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  211. Examining structural breaks and growth rates in international health expenditures. (2006). Narayan, Paresh.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:25:y:2006:i:5:p:877-890.

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  212. Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315.

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  213. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cunado, Juncal.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:3:p:261-278.

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  214. Estimating restricted structural change models. (2006). Qu, Zhongjun ; Perron, Pierre.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:2:p:373-399.

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  215. The contemporaneous interactions between the U.S., Japan, and Hong Kong stock markets. (2006). Lee, Keun Yeong.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:1:p:21-27.

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  216. Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth. (2006). Emerson, Jamie.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2006:i:14:p:1-12.

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  217. Institutional Change and Factor Movement: A Test of the Coase Theorems Invariance Principle. (2006). Schmidt, Martin.
    In: Working Papers.
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  218. Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5463.

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  219. The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-064.

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  220. Testing for Multiple Structural Changes in Cointegrated Regression Models. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-051.

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  221. State Space Model with Mixtures of Normals: Specifications and Applications to International Data. (2006). Wada, Tatsuma ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-029.

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  222. Testing for Parameter Stability in Dynamic Models across Frequencies. (2006). Cubadda, Gianluca ; Candelon, Bertrand.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:68:y:2006:i:s1:p:741-760.

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  223. Structural breaks in labor productivity growth: the United States vs. the European Union. (2006). Jimeno, Juan F ; Moral, Esther ; Saiz, Lorena .
    In: Working Papers.
    RePEc:bde:wpaper:0625.

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  224. Testing for Parameter Stability in Dynamic Models across Frequencies. (2005). Cubadda, Gianluca ; Candelon, Bertrand.
    In: Research Memorandum.
    RePEc:unm:umamet:2005022.

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  225. A Small-Sample Study of the New-Keynesian Macro Model. (2005). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0305.

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  226. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets. (2005). Pasquariello, Paolo ; Kallberg, Jarl G..
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:169-212.

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  227. Testing for the Null Hypothesis of Cointegration with Structural Breaks. (2005). Kurozumi, Eiji ; Arai, Yoichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2005cf319.

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  228. Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?. (2005). Eusepi, Stefano ; Bullard, James.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:324-359.

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  229. Mind your Ps and Qs! Improving ARMA forecasts with RBC priors. (2005). Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2005/02.

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  230. A note on in-sample and out-of-sample tests for Granger causality. (2005). Chen, Shiu-Sheng.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:24:y:2005:i:6:p:453-464.

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  231. People People: Social Capital and the Labor-Market Outcomes of Underrepresented Groups. (2005). Weinberg, Bruce ; ter Weel, Bas ; Borghans, Lex.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1494.

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  232. Efficient Estimation and Inference in Cointegrating Regressions with Structural Change. (2005). Kurozumi, Eiji ; Arai, Yoichi.
    In: Discussion Papers.
    RePEc:hit:econdp:2004-09.

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  233. The dynamic relationship between permanent and transitory components of U.S. business cycles. (2005). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-017.

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  234. Predictability of future economic growth and the credibility of different monetary regimes in Germany, 1870 - 2003. (2005). Kling, Gerhard ; Baltzer, Markus.
    In: Working Papers.
    RePEc:ehs:wpaper:5023.

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  235. The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model. (2005). Huang, Bwo-Nung ; Hwang, M. J. ; Peng, Hsiao-Ping .
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:3:p:455-476.

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  236. Testing for the cointegration rank when some cointegrating directions are changing. (2005). Gregoir, Stéphane ; Andrade, Philippe ; Bruneau, Catherine.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:2:p:269-310.

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  237. Evidence on structural changes in U.S. time series. (2005). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:3:p:391-422.

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  238. Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in Econometric Reviews, Volume 26, Issue 6 November 2007, pages 705 - 739. ). (2005). Kurozumi, Eiji ; Arai, Yoichi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf022.

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  239. An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data. (2005). Wada, Tatsuma ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-44.

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  240. An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data. (2005). Wada, Tatsuma ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-43.

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  241. On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put. (2005). Treussard, Jonathan.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-029.

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  242. The Feds Monetary Policy Rule: Past, Present and Future. (2004). Moreno, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0204.

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  243. Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience. (2004). van Dijk, Dick ; Spronk, Jaap ; Watkins, Karen .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20040057.

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  244. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; J. Cuñado; J. Gómez, ; de Gracia, Prez F..
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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  245. Housing Construction Cycles and Interest Rates. (2004). Ellis, Luci ; Berger-Thomson, Laura.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2004-08.

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  246. Tests de ruptures : une application au PIB tendanciel français. (2004). LE BIHAN, Hervé.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2004_num_163_2_7349.

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  247. Measuring trend growth: how useful are the great ratios?. (2004). Temple, Jonathan ; Attfield, Cliff .
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:101.

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  248. How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations. (2004). Valls Pereira, Pedro.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_59.

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  249. Learning and structural change in macroeconomic data. (2004). Duffy, John ; Bullard, James.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-016.

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  250. Did the Great Inflation occur despite policymaker commitment to a Taylor rule?. (2004). Eusepi, Stefano ; Bullard, James.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-013.

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  251. Structural changes in volatility and stock market development: Evidence for Spain. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Hidalgo, Fernando Perez de Gracia, ; Eizaguirre, Juncal Cunado.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:7:p:1745-1773.

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  252. Reaching Inflation Stability. (2004). Moreno, Antonio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:269.

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  253. How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations. (2004). Valls Pereira, Pedro ; Hwang, Soosung.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:198.

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  254. A Comparison of the Translog and Almost Ideal Demand Models. (2004). Attfield, Clifford.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:04/564.

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  255. Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack. (2004). Schargrodsky, Ernesto ; Di Tella, Rafael.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:1:p:115-133.

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  256. A Structural Estimation and Interpretation of the New Keynesian Macro Model. (2003). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1403.

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  257. Reaching Inflation Stability. (2003). Moreno, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1303.

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  258. Has Monetary Policy Become More Effective?. (2003). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9459.

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  259. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2003). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-016.

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  260. Equity market liberalization in emerging markets. (2003). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: Review.
    RePEc:fip:fedlrv:y:2003:i:jul:p:53-74:n:v.85no.4.

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  261. Disaggregate evidence on the persistence of consumer price inflation. (2003). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-11.

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  262. Breaks in the variability and co-movement of G-7 economic growth. (2003). Doyle, Brian ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:786.

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  263. Growth, capital shares, and a new perspective on production functions. (2003). Jones, Charles.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2003:i:nov:x:2.

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  264. Tracking the new economy: using growth theory to detect changes in trend productivity. (2003). Rich, Robert ; Kahn, James.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2003:i:nov:x:1.

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  265. Did the Great Inflation occur despite policymaker commitment to a Taylor rule?. (2003). Eusepi, Stefano ; Bullard, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-20.

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  266. Forecasting industrial production with linear, nonlinear, and structural change models. (2003). van Dijk, Dick ; Siliverstovs, Boriss ; van Dijk, D. J. C., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:1716.

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  267. Financial liberalisation: from segmented to integrated economies. (2003). Taşkın, Fatma ; Muradoglu, Yaz.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:529-555.

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  268. Requirements for successful currency regimes: The Dutch and Thai experiences. (2003). Berben, Robert-Paul ; Nitihanprapas, Ekniti ; Sodsriwiboon, Piyaporn ; Puapan, Pisit ; Sangsuphan, Kanit ; Berk, Jan Marc .
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:101.

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  269. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

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  270. Structural Breaks and Permanent Trends. (2003). Clifford L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/545.

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  271. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

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  272. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

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  273. Changes in Variability of the Business Cycle in the G7 Countries. (2002). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:16.

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  274. Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Osborn, Denise ; van Dijk, D. J. C., ; Sensier, M..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:551.

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  275. Do Exchange Rate Regimes Matter for Inflation Persistence? Theory and Evidence from the History of UK and US Inflation. (2002). Chouliarakis, George ; Pkg Harischandra, .
    In: EcoMod2008.
    RePEc:ekd:000238:23800100.

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  276. Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment. (2002). Cook, Steven.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:60:y:2002:i:1:p:75-79.

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  277. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2002). Piger, Jeremy ; Kim, Chang-Jin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:6:p:1189-1211.

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  278. The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

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  279. Dating the integration of world equity markets. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine Robin L., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:65:y:2002:i:2:p:203-247.

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  280. Was money demand in the USA unstable before 1982? An application of the sup-F stability test. (2002). Greene, Clinton A..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:54:y:2002:i:5:p:465-481.

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  281. Unit root tests with a break in innovation variance. (2002). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:109:y:2002:i:2:p:365-387.

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  282. A simple method of testing for cointegration subject to multiple regime changes. (2002). Sola, Martin ; Psaradakis, Zacharias ; Gabriel, Vasco.
    In: Economics Letters.
    RePEc:eee:ecolet:v:76:y:2002:i:2:p:213-221.

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  283. Regime Shifts in Asian Equity and Real Estate Markets. (2002). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl G..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:30:y:2002:i:2:p:263-291.

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  284. Level shifts in a panel data based unit root test. An application to the rate of unemployment. (2002). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion,J. LL., ; Carrion, J. Ll., .
    In: Working Papers in Economics.
    RePEc:bar:bedcje:200279.

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  285. The strengths and weaknesses of L2 approximable regressors. (2001). Mynbaev, Kairat.
    In: MPRA Paper.
    RePEc:pra:mprapa:9056.

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  286. A simple method for testing cointegration subject to regime changes. (2001). Sola, Martin ; Psaradakis, Zacharias ; Gabriel, Vasco.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:15/2001.

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  287. Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks. (2001). Delgado, Francisco A. ; Goldberg, Cathy S..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:5:y:2001:i:4:p:259-301.

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  288. Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series. (2001). van Dijk, Dick ; Sensier, Marianne.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:08.

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  289. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2001). Piger, Jeremy ; Kim, Chang-Jin.
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