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Economic Structural Change: Analysis and Forecasting
0 references·12 citing·38 second hop
Economic Structural Change: Analysis and Forecasting (1991)Economic Structural Change: Analysis and …Forecasting with equilibrium-correction models during structural breaks (2010)Forecasting with equilibrium-…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Structural breaks, ARIMA model and Finnish inflation forecasts (2001)Structural breaks, ARIMA mode…The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (2000)The strength of evidence for …An empirical study of seasonal unit roots in forecasting (1997)An empirical study of seasona…Spurious number of breaks (1996)Spurious number of breaksReal exchange rates and structural breaks (1996)Real exchange rates and struc…A trend-resistant test for structural change based on OLS residuals (1996)A trend-resistant test for st…Testing the stationarity of economic time series: further Monte Carlo evidence (1995)Testing the stationarity of e…Limit theorems for the union-intersection test (1995)Limit theorems for the union-…A Nonparametric Conditional Moment Test for Structural Stability (1995)A Nonparametric Conditional M…Some properties of time series data and their use in econometric model specification (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis (2016)Testing for instability in covariance structures (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing the null of stationarity against the alternative of a unit root: an application to the Italian post-war economy (1996)Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence (2010)The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons (2011)CONTINUOUS INSPECTION SCHEMES (1954)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro (2004)The Spanish peseta versus the pound sterling, the French franc and the US dollar (1870–1935). A long floating experience (2005)Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks (2008)Trends and random walks in macroeconmic time series (1982)Trends in Natural Resource Commodity Prices: Deterministic or Stochastic? (1997)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Non-stationarity Tests in Macroeconomic Time Series (2005)Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Empirical Approach to Modelling and Forecasting Inflation in Ghana (2012)Time Series Analysis: Forecasting and Control (1977)Bayesian model selection for unit root testing with multiple structural breaks (2014)The financial econometrics of price discovery and predictability (2015)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instability in Regressions with I(1) Processes (1992)A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)Estimation of linear trend onset in time series (2011)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A nonparametric test for poolability using panel data (1996)Consistent nonparametric change point detection combining CUSUM and marked empirical processes (2020)Econometric Forecasting (2001)The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production (2004)Tourism Demand Modelling and Forecasting (2012)
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Cited by

  • 1997An empirical study of seasonal unit roots in forecasting100 cited
  • 2001Structural breaks, ARIMA model and Finnish inflation forecasts55 cited
  • 2010Forecasting with equilibrium-correction models during structural breaks48 cited
  • 1995Testing the stationarity of economic time series: further Monte Carlo evidence42 cited
  • 1996A trend-resistant test for structural change based on OLS residuals36 cited
  • 1996Real exchange rates and structural breaks28 cited
  • 2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective27 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 1995A Nonparametric Conditional Moment Test for Structural Stability23 cited
  • 1996Spurious number of breaks23 cited
  • 1995Limit theorems for the union-intersection test19 cited
  • 2002Off-Line Statistical Process Control18 cited

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