The Social Sciences

Year: 2018
Volume: 13
Issue: 3
Page No. 766 - 768

Structural Breaks in Real Time: Evidence from the Firm Level of US Firms

Authors : Nur Syazwani Mazlan and George Bulkley

References

Bai, J. and P. Perron, 2003. Computation and analysis of multiple structural change models. J. Appl. Econ., 18: 1-22.
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Clements, M.P. and A.B. Galvao, 2013. Realā€time forecasting of inflation and output growth with autoregressive models in the presence of data revisions. J. Appl. Econ., 28: 458-477.
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Croushore, D. and T. Stark, 2003. A real-time data set for macroeconomists: Does the data vintage matter?. Rev. Econ. Stat., 85: 605-617.
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Mazlan, N.S. and G. Bulkley, 2015. How stable is the underlying process of stock prices? Empirical evidence of structural breaks in the firm-level dividend of the US firms. Int. J. Econ. Manage., 9: 342-355.
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