Modified seasonal unit root test with seasonal level shifts at unknown time
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- Yaya, OlaOluwa S, 2017. "Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests," MPRA Paper 88769, University Library of Munich, Germany.
- Bolat, Süleyman & Tiwari, Aviral Kumar & Kyophilavong, Phouphet, 2017.
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Research in International Business and Finance, Elsevier, vol. 42(C), pages 1089-1095.
- Süleyman Bolat & Aviral Kumar Tiwari & Phouphet Kyophilavong, 2017. "Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test," Post-Print hal-02000695, HAL.
- Narayan, Paresh Kumar & Popp, Stephan, 2011. "An application of a new seasonal unit root test to inflation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 707-716, October.
- Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009. "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics 377, University of Gothenburg, Department of Economics.
- Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016. "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 119-155, February.
- Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016. "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, vol. 53(C), pages 23-36.
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