SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Structural breaks and their trace in the memory · Study

ArticleShelves

ArticleStructural breaks and their trace in the memory

María Dolores Gadea Rivas2003

Article2003

Structural breaks and their trace in the memory

María Dolores Gadea Rivas · Marcela Sabaté Sort · José María Serrano Sanz

30 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

Cited by

2013How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin 2008Trend stationary of inflation rates: evidence from LM unit root testing with a long span of historical data 2005Spot-forward cointegration, structural breaks and FX market unbiasedness 2011

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approachpreprint · 16 shared references 2009Fractional Integration and Cointegration: An Overview and an Empirical Applicationchapter · 15 shared references 2004Persistence in Inflation: Does Aggregation Cause Long Memory?article · 14 shared references 2005Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integrationarticle · 13 shared references 2008A fractionally integrated exponential STAR model applied to the US real effective exchange ratearticle · 13 shared references 2013Inflation Forecasting in Angola: A Fractional Approacharticle · 13 shared references

Details

Year2003

Typearticle

Published2003-10-27

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations30

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.intfin.2003.05.001

openalex_workW2137686958

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Multi-Factor Gegenbauer Processes and European Inflation Rates

2013Inflation Forecasting in Angola: A Fractional Approach

2007Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks

2016Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter