SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Trend breaks and non-stationarity in the Yugoslav black market for dollars, 1974–1987
16 references·1 citing·33 second hop
Trend breaks and non-stationarity in the Yugoslav black market for dollars, 1974–1987 (2006)Trend breaks and non-stationarity in the …Minimum LM Unit Root Test with One Structural Break (2004)Minimum LM Unit Root Test wit…Are incomes converging among OECD countries? Time series evidence with two structural breaks (2004)Are incomes converging among …On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process (2003)On Unit-Root Tests When the A…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…International Financial Statistics (2003)International Financial Stati…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests (2001)Break Point Estimation and Sp…Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)Additional Tests for a Unit R…Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered (1997)Testing for Unit Roots with B…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Journal of the American Statistical Association (1995)Journal of the American Stati…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Searching For a Break in GNP (1988)Searching For a Break in GNPGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Black Market for Dollars in Brazil (1983)The Black Market for Dollars …The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter? (2017)The impact of changes in mone…Testing for a Unit Root in Time Series Regression (1988)Electricity consumption and real GDP causality nexus: Evidence from ARDL bounds testing approach for 11 MENA countries (2011)The impact of economic growth, energy consumption, trade openness, and financial development on carbon emissions: empirical evidence from Turkey (2018)Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break (2020)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)Corruption and Foreign Direct Investment (2002)Economic Vulnerability and Resilience: Concepts and Measurements (2009)World Development indicators (2015)GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)A new unit root test with two structural breaks in level and slope at unknown time (2010)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)Oil price shocks and stock market activity (1999)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1995Journal of the American Statistical Association5,337 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 2003International Financial Statistics867 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
  • 2004Minimum LM Unit Root Test with One Structural Break616 cited
  • 1988Searching For a Break in GNP587 cited
  • 2001Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests329 cited
  • 2003On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process247 cited
  • 1997Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered235 cited
  • 1983

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The Black Market for Dollars in Brazil
172 cited
  • 2004Are incomes converging among OECD countries? Time series evidence with two structural breaks158 cited
  • Cited by

    • 2017The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter?12 cited