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Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2019-002.

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Cited: 12

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Cites: 130

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  6. Testing for Changes in Forecasting Performance. (2019). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2019-013.

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  7. Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif.
    In: Papers.
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  9. Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre.
    In: Discussion Papers.
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  10. Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2019-003.

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    RePEc:pra:mprapa:59381.

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  12. Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry. (2014). Pouliot, William ; Olmo, Jose.
    In: Discussion Papers.
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  13. An omnibus test to detect time-heterogeneity in time series. (2013). GUEGAN, Dominique ; Peretti, Philippe .
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:3:p:1225-1239.

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  14. Optimal forecasts in the presence of structural breaks. (2013). Pesaran, M ; Pick, Andreas ; Pranovich, Mikhail .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:134-152.

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  15. Powerful tests for structural changes in volatility. (2013). Xu, Ke-Li.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:1:p:126-142.

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  16. Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes. (2013). Pouliot, William ; Kapar, Burcu.
    In: Discussion Papers.
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  17. Segmenting mean-nonstationary time series via trending regressions. (2012). Horvath, Lajos ; Aue, Alexander ; Hukov, Marie ; Horvth, Lajos .
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  18. Monitoring a change in persistence of a long range dependent time series. (2011). Willert, Juliane ; Heinen, Florian .
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-479.

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  19. Optimal Forecasts in the Presence of Structural Breaks. (2011). Pesaran, M ; Pick, Andreas ; Pranovich, Mikhail .
    In: DNB Working Papers.
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  20. Lack of Credibility, Inflation Persistence and Disinflation in Colombia. (2011). Hamann, Franz ; Gonzalez, Andres.
    In: REVISTA DESARROLLO Y SOCIEDAD.
    RePEc:col:000090:008920.

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  21. Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011). (2011). Pesaran, M ; Pick, A. ; Pranovich, M..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1163.

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  22. Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling. (2010). Santos, Carlos ; Oliveira, Maria Alberta .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:12:p:1577-1589.

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  23. Using mean reversion as a measure of persistence. (2010). Marques, Carlos ; Dias, Daniel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:262-273.

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  24. The long-run determinants of UK wages, 1860-2004. (2009). Hendry, David ; Castle, Jennifer.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:1:p:5-28.

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  25. Detecting the Presence of Informed Price Trading Via Structural Break Tests. (2009). Pouliot, William ; Olmo, Jose ; Pilbeam, K..
    In: Working Papers.
    RePEc:cty:dpaper:09/10.

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  26. The Long-Run Determinants of UK Wages, 1860-2004. (2008). Hendry, David ; Castle, Jennifer.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:409.

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  27. Globalisation, domestic inflation and the global output gaps: evidence from the Euro era. (2008). Calza, Alessandro .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:13.

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  28. When did unsystematic monetary policy have an effect on inflation?. (2008). Mojon, Benoit.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:3:p:487-497.

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  29. The limit distribution of the estimates in cointegrated regression models with multiple structural changes. (2008). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:59-73.

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  30. Restoring monotone power in the CUSUM test. (2008). Andreou, Elena.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:1:p:48-58.

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  31. Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations. (2008). DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008962.

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  32. Globalisation, domestic inflation and global output gaps: Evidence from the euro area. (2008). Calza, Alessandro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008890.

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  33. U-statistic Type Tests for Structural Breaks in Linear Regression Models. (2008). Pouliot, William ; Olmo, Jose.
    In: Working Papers.
    RePEc:cty:dpaper:08/15.

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  34. Early Detection Techniques for Market Risk Failure. (2008). Pouliot, William ; Olmo, Jose.
    In: Working Papers.
    RePEc:cty:dpaper:08/09.

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  35. Inflation persistence during periods of structural change: an assessment using Greek data. (2007). Lazaretou, Sophia ; Hondroyiannis, George.
    In: Empirica.
    RePEc:kap:empiri:v:34:y:2007:i:5:p:453-475.

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  36. A persistence-weighted measure of core inflation in the Euro area. (2007). Stracca, Livio ; Bilke, Laurent.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:6:p:1032-1047.

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  37. Joint change point estimation in regression coeffcients and variances of the errors of a linear model. (2006). Glouchakov, Oleg.
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  38. Monitoring disruptions in financial markets. (2006). Andreou, Elena ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:77-124.

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  39. The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-064.

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  40. DECIDING BETWEEN GARCH AND STOCHASTIC VOLATILITY VIA STRONG DECISION RULES. (2006). Preminger, Arie ; Hafner, Christian M..
    In: Working Papers.
    RePEc:bgu:wpaper:0603.

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  41. When did unsystematic monetary policy have an effect on inflation?. (2005). Mojon, Benoit.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005559.

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  42. Break in the mean and persistence of inflation: a sectoral analysis of French CPI. (2005). Bilke, Laurent.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005463.

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  43. Breaks in the mean of inflation: how they happen and what to do with them. (2005). Mojon, Benoit ; Corvoisier, Sandrine .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005451.

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  44. Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI.. (2005). Bilke, L..
    In: Working papers.
    RePEc:bfr:banfra:122.

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  45. Has Euro-area inflation persistence changed over time?. (2004). Whelan, Karl ; O'Reilly, Gerard.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/251.

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  46. DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
    In: Working Papers. Serie AD.
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  47. Has Euro-Area Inflation Persistence Changed Over Time?. (2004). Whelan, Karl ; O'Reilly, Gerard.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:4/rt/04.

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  48. Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data. (2004). Lazaretou, Sophia ; Hondroyiannis, George.
    In: Working Papers.
    RePEc:bog:wpaper:13.

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  49. Detecting level shifts in the presence of conditional heteroscedasticity.. (2003). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws036313.

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  50. On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests. (2001). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-012.

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