Andreea Halunga

Dr

  • 3 EAST 4.29

Accepting PhD Students

20092019
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Research Output 2009 2019

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Article
2019
9 Downloads (Pure)

Neglecting Structural Breaks when Estimating and Valuing Dynamic Correlations for Asset Allocation

Halunga, A. & Savva, C., 2019, In : Econometric Reviews. 38, 6, p. 660-678 19 p.

Research output: Contribution to journalArticle

Open Access
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Asset allocation
Dynamic correlation
Persistence
Structural breaks
Conditional correlation
2017
3 Citations (Scopus)

A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models

Halunga, A. G., Orme, C. D. & Yamagata, T., 1 Jun 2017, In : Journal of Econometrics. 198, 2, p. 209-230 22 p.

Research output: Contribution to journalArticle

Open Access
2016
3 Citations (Scopus)

World commodity prices and domestic retail food price inflation: some insights from the UK

Davidson, J., Halunga, A., Lloyd, T., McCorriston, S. & Morgan, W., Sep 2016, In : Journal of Agricultural Economics. 67, 3, p. 566-583

Research output: Contribution to journalArticle

commodity prices
food prices
inflation
Economic Inflation
Food
2012
7 Citations (Scopus)

Ratio-based estimators for a change point in persistence

Halunga, A. G. & Osborn, D. R., Nov 2012, In : Journal of Econometrics. 171, 1, p. 24-31

Research output: Contribution to journalArticle

2009
13 Citations (Scopus)

Changes in the order of integration of US and UK inflation

Halunga, A., Osborn, D. & Sensier, M., Jan 2009, In : Economics Letters. 102, 1, p. 30-32

Research output: Contribution to journalArticle

Inflation
Persistence
Macroeconomics
Econometrics
6 Citations (Scopus)

First-order Asymptotic Theory for Parametric Misspecification Tests of GARCH Models

Halunga, A. & Orme, C. D., Apr 2009, In : Econometric Theory. 25, 2, p. 364-410

Research output: Contribution to journalArticle