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Unit Root Testing Against the Alternative Hypothesis of Up to M Structural Breaks · Study

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PreprintUnit Root Testing Against the Alternative Hypothesis of Up to M Structural Breaks

George Kapetanios2003

OA

Preprintgreen2003

Unit Root Testing Against the Alternative Hypothesis of Up to M Structural Breaks

George Kapetanios

64 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Unemployment and Economic Growth Diverse Scientific and Economic Studies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 64 citations exist upstream.

References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1982Trends and random walks in macroeconmic time series 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1997Multiple Trend Breaks and the Unit-Root Hypothesis 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

Cited by

2020Comparing COVID-19 with the GFC: A shockwave analysis of currency markets 2022The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis 2020A New Form of Financial Contagion: COVID-19 and Stock Market Responses 2015Reel Effective Exchange Rate Volatilities Impact on Tourism Sector in Turkey: An Empirical Analysis of 2003-2014 2006Inflation Dynamics in Latin America

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations64

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.2139/ssrn.358322

openalex_workW2124121804

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