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Gertrude Muwanga
Pág. 95 - 123
The East African Community (EAC) countries including Burundi, Kenya, Rwanda and Uganda, have implemented financial sector reforms leading to financial development. This is expected to cause structural breaks in its long run equilibrium with economic grow...
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Yoga Sasmita, Heri Kuswanto and Dedy Dwi Prastyo
Standard time-series modeling requires the stability of model parameters over time. The instability of model parameters is often caused by structural breaks, leading to the formation of nonlinear models. A state-dependent model (SDM) is a more general an...
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Jorge Luis Tonetto, Adelar Fochezatto and Josep Miquel Pique
The Menor Preço Brasil application, based on a version developed in the state of Rio Grande do Sul, was launched in 2019 with the aim of expanding digital services to citizens. This application provides information on the nearest establishments and their...
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Yusuf Abdulwahab Hassan, Anuruddha Kankanamge
Pág. 1 - 17
Many studies that investigates growth and energy consumption relation uses cross country pooled data and ends with contradictory results which is still debatable and inconclusive. Such outcome is obvious due to country wide heterogeneous nature in ...
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Pierre L. Siklos
Pág. 203 - 233
There is no consensus over the importance of ?global forces? on inflation. This study explores the role of structural breaks in the inflation process, and their timing, whether it is common across countries, and the extent to which ?global forces? are re...
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Osarumwense Osabuohien-Irabor(1), (1) Department of International Economics, School of Economics and Management, Ural Federal University, Yekaterinburg, Sverdlovsk Oblast, Russia.
Pág. 119 - 137
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Oluwasegun B. Adekoya
Pág. 31 - 48
In this paper, long memory behavior of the energy consumption by source of the United States has been examined using the fractional integration technique for the three conventional cases of no regressors, an intercept, and an intercept and a linear trend...
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Fernando Nascimento Oliveira,Fernando Cesar dos Santos Cunha
Pág. 251 - 286
This study verifies the contribution of a structural break (if any) to CAPM models. Therefore, we used all the assets listed in Bovespa and New York Stock Exchange in monthly frequencies. Three famous structural breaks tests were used. The results show t...
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Jesús Clemente, María Dolores Gadea, Antonio Montañés and Marcelo Reyes
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Faik Bilgili
Pág. 933 - 941
This paper explores relative price convergence for 18 cities in Turkey. The convergence implies stationarity in the long run. Henceforth, to observe whether price convergence occurs or not, this study conducts unit root tests following Lee and Strazicich...
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Ivantia S. Mokoginta(1), Ria Marisa Stephanie(2), (1) Faculty of Economics, Parahyangan Catholic University, Bandung, Indonesia (2) Faculty of Economics, Parahyangan Catholic University, Bandung, Indonesia
Pág. 33 - 47
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Cuneyt Dumrul,Yasemin Dumrul
Pág. 701 - 708
The inflation targeting (IT) strategy may create structural changes in macroeconomic variables. This study analyzes the effect of the IT strategy on the price-money supply relationship in Turkey and Brazil by Kejriwal-Perron cointegration analysis with s...
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Oguz Ocal
Pág. 973 - 976
Purchasing Power Parity has most likely been one of the most investigated issues of the last decades within economic literature. The results from such studies are not consistent and not only important for policy makers and economists but also extremely i...
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Arintoko Arintoko(1), (1) 
Pág. 55 - 75
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Rómulo Chumacero, Rodrigo Fuentes
Pág. pp. 141 - 154
Despite having accumulated physical and human capital at significant rates, Latin America?s growth has been generally disappointing. Successful growth episodes have been accompanied by surges in TFP, sound and stable macroeconomic policies, and fewer dis...
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Luiz de Mello,Pier Carlo Padoan
This paper assesses the sustainability of global imbalances by testing for the presence of unit roots in the current account positions (measured in relation to GDP) of the United States, China, Japan, Germany and the oil-exporting countries using a metho...
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Arfaoui Mongi,Haj Ali Dhouha
Pág. 252 - 270
The present paper studies stock-commodity markets linkage using var-garch approach for the period spanning from January 3, 2000 to March 12, 2014. The analysis has been performed through three competing specifications; the var-ccc-garch, the var-bekk-gar...
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Hakan Kum
Pág. 241 - 245
This study examines the validity of the purchasing power parity (PPP) in Turkey for annual data from 1953 to 2009. While results from both the ADF unit root and the DF-GLS unit root test indicate mixed results, PPP holds for Turkey with the presence of s...
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