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Market timing and return prediction under model instability. (2002). Pesaran, Mohammad ; Timmermann, Allan.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:24932.

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  159. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
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  160. ‘Real Time Econometrics’. (2004). Timmermann, Allan ; Pesaran, Mohammad.
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  161. Long-horizon equity return predictability: some new evidence for the United Kingdom. (2004). wetherilt, anne ; Wells, Simon .
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  162. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns. (2003). Favero, Carlo ; Aiolfi, Marco.
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  163. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
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    In: Working Paper series.
    RePEc:rim:rimwps:17_07.

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  10. Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998. (2005). Kool, Clemens ; Lammertsma, Alex .
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:1:p:51-76.

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  11. Inflation and Relative Price Dispersion in Canada: An Empirical Assessment. (2005). Martel, Sylvain ; Binette, Andre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-28.

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  12. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

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  13. Mind the Break! Accounting for Changing Patterns of Growth during Transition. (2004). Tichit, Ariane ; Fidrmuc, Jan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-643.

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  14. Growth Accelerations. (2004). Rodrik, Dani ; Pritchett, Lant ; Hausmann, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10566.

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  15. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10376.

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  16. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

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  17. Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown. (2004). Marey, Philip ; Dupuy, Arnaud.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:118.

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  18. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models. (2004). Noriega, Antonio ; Velazquez, R. ; Soria, L. M..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:57.

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  19. A range unit root test. (2004). Escribano, Alvaro ; Aparicio, Felipe M. ; Garcia, Ana.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041104.

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  20. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_40.

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  21. A Forecasting Model for Inventory Investments in Canada. (2004). Chacra, Marwan ; Kichian, Maral.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-39.

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  22. Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Fujii, Eiji ; Bailliu, Jeannine.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-21.

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  23. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2004119.

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  24. The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?. (2003). Fabra, Natalia ; Toro, Juan.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0309001.

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  25. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312004.

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  26. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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  27. An Intraday Pricing Model of Foreign Exchange Markets. (2003). Romeu, Rafael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/115.

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  28. Bayesian Evidence on the Structure of Unemployment. (2003). Summers, Peter.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2003n03.

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  29. Productivity shocks and the unemployment rate. (2003). Trehan, Bharat.
    In: Economic Review.
    RePEc:fip:fedfer:y:2003:p:13-27.

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  30. Range unit root tests. (2003). Escribano, Alvaro ; Aparicio, Felipe M. ; Garcia, Ana.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws031126.

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  31. 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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  32. The Canadian Phillips Curve and Regime Shifting. (2003). Demers, Frederick.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-32.

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  33. The unemployment structure of the US States. (2002). Montañés, Antonio ; Lanaspa, Luis ; Clemente Lopez, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p081.

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  34. Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy. (2002). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-06.

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  35. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:5:p:579-600.

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  36. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-05.

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  37. Detecting Structural Breaks: Exchange Rates in Transition Economies. (2001). Kočenda, Evžen.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0012009.

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  38. The Effects on Sick Leave of Changes in the Sickness Insurance System. (2001). Persson, Mats ; Henrekson, Magnus.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0697.

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  39. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

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  40. Are taste and technology parameters stable? a test of \deep\ parameter stability in real business cycle models of the U.S. economy. (2001). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:01-05.

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  41. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

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  42. US deficit sustainability: a new approach based on multiple endogenous breaks. (2000). Martin, Gael.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:83-105.

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  43. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
    In: Department of Economics.
    RePEc:fth:caldec:00-05.

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  44. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Schich, Sebastian ; Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:113.

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  45. Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting. (2000). Gregoir, Stéphane ; Andrade, Philippe ; Bruneau, Catherine.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1605.

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  46. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

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  47. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

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  48. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

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  49. Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models. (1999). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:99-9.

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  50. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited. (1998). Rothman, Philip.
    In: Working Papers.
    RePEc:wop:eacaec:9812.

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