Fundamentals, regime shifts, and dollar behavior in the 1980s

DOI10.1007/BF00999042zbMath0822.90034OpenAlexW2008964828MaRDI QIDQ1804597

Giulio Cifarelli

Publication date: 15 May 1995

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00999042

zbMATH Keywords

estimator method

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

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• Testing for a unit root in time series regression
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

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