In this paper, we use the plug-in and Whittle methods that are based on spectral regression analysis to test for the long memory property in 12 Asian/dollar daily exchange rates. The results according to the plug-in method show that with the exception of Chinese renminbi all series may have long memory properties. The results based on the Whittle method, on the other hand, show that only Japane...

Utilizing a novel, hybrid molecular dynamics, Monte Carlo simulation, we report on microstructural changes in a polymer network that arise in response to oscillatory shear deformation. We model telechelic selfassociating polymers as a course-grained, bead−spring system. The stress response of the system is obtained from rheological experiments and is reported as a function of frequency and ampl...

Detection of structural change is a critical empirical activity, but continuous ‘monitoring’ of time series for structural changes in real time raises well-known econometric issues. These have been explored in a univariate context. If multiple series co-break, as may be plausible, then it is possible that simultaneous examination of a multivariate set of data would help identify changes with hi...

The present study has made an attempt to discuss the effects of exchange rate volatility and price expectation on maize imports in Iran from 1980 to 2013. In doing so, using the EGARCH technique for time series econometrics, price volatility variables for both exchange rate and final price have been calculated, and the time series for these variables have been extracted. Additionally, in regard...

purpose: to evaluate the underlying causes of rhegmatogenous retinal detachment (rrd) in eyes operated for this reasion. methods: out of 1473 patients who underwent retinal detachment surgery, records of 369 patients were randomly selected and evaluated for the types of retinal breaks, the underlying disorders, and location of breaks. results: fifty-two percents of patients were less than 50 ye...

abstracta number of economists argue that the capital expenditure has a positive impact and the current expenditure has negative impact on output while others believe that the government expenditure, regardless of being current or capital spending, has a negative impact on the economy. in this direction, this paper tries to investigate the impact of current and capital government expenditure on...

It is well known that the Spanish stock market index (IBEX 35) exhibits unit roots. However, the implications of possible structural breaks in this series have not been deeply investigated. In this paper, we show that, when including a break at the beginning of 1998, the order of integration of the series becomes slightly smaller, strengthening the evidence of mean-reverting behaviour. When the...

The p values of structural break tests, when the break date or dates are unknown, must be calculated in terms of the probability distributions of functions of Bessel processes. The literature so far has maintained that direct computation of these p values and of the corresponding critical values is too difficult, and has relied on approximations based on simulations, asymptotic expansions, or c...

Charge transport in a porphyrin with four identical pyridyl substituents, 5,10,15,20-tetra(4-pyridyl)-21H,23H-porphine (TPyP), was investigated using the scanning tunneling microscopy break junction method. To determine the dominant pathway, we studied two structurally similar porphyrins, o-DPyP and p-DPyP. Our experiments reveal that charge transport through TPyP in a break junction configurat...

Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary policy. We determine not only the location and significance of breaks in persistence, but also the num...