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Applied Economics Letters Volume 11, 2004 - Issue 2
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Original Articles

Bai and Perron's and spectral density methods for structural change detection in the US inflation process

Mohamed Safouane Ben Aïssa Greqam & Ceders, Université de la Méditerranée and Université Paris X – Nanterre, France
,
Mohamed Boutahar Greqam, Université de la Méditerranée, France
&
Jamel Jouini Greqam, Université de la Méditerranée and Université d’Aix-Marseille III, France
Pages 109-115 | Published online: 01 Sep 2006

Citations (8)

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Read on this site (3)

Jamel Jouini. (2009) Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application. Journal of Applied Statistics 36:1, pages 91-110.
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Konstantin A. Kholodilin & Vincent Wenxiong Yao. (2006) Modelling the structural break in volatility. Applied Economics Letters 13:7, pages 417-422.
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Ibrahim Ahamada, Jamel Jouini & Mohamed Boutahar. (2004) Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density. Applied Economics 36:10, pages 1095-1101.
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Articles from other publishers (5)

Shanshan Cai & Desheng Liu. (2015) Detecting Change Dates from Dense Satellite Time Series Using a Sub-Annual Change Detection Algorithm. Remote Sensing 7:7, pages 8705-8727.
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Pınar Göktaş & Cem Dişbudak. (2014) Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013). Mathematical Problems in Engineering 2014, pages 1-19.
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Orcan Cortuk & Nirvikar Singh. (2011) Structural change and growth in India. Economics Letters 110:3, pages 178-181.
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Ahdi Noomen Ajmi, Adnen Ben Nasr & Mohamed Boutahar. (2007) Seasonal Nonlinear Long Memory Model for the US Inflation Rates. Computational Economics 31:3, pages 243-254.
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Jamel Jouini & Mohamed Boutahar. (2005) Evidence on structural changes in U.S. time series. Economic Modelling 22:3, pages 391-422.
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