Unit root tests with double trend breaks and the 1990s recession in Japan
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Bibliographic InfoArticle provided by Elsevier in its journal Japan and the World Economy.
Volume (Year): 12 (2000)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/505557
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Bradley, Michael D & Jansen, Dennis W, 1995. "Unit Roots and Infrequent Large Shocks: New International Evidence on Output Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 867-93, August.
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- Hayami, Yujiro & Ogasawara, Junichi, 1999. "Changes in the Sources of Modern Economic Growth: Japan Compared with the United States," Journal of the Japanese and International Economies, Elsevier, vol. 13(1), pages 1-21, March.
- Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002.
15857, United States International Trade Commission, Office of Economics.
- Maslyuk, Svetlana & Smyth, Russell, 2008.
"Unit root properties of crude oil spot and futures prices,"
Elsevier, vol. 36(7), pages 2591-2600, July.
- Svetlana Maslyuk & Russell Smyth, 2007. "Unit Root Properties of Crude Oil Spot and Futures Prices," Monash Economics Working Papers 40-07, Monash University, Department of Economics.
- Antonio E. Noriega & Luis M. Soria & Ramón Velázquez, 2008.
"International Evidence on Stochastic and Deterministic Monetary Neutrality,"
2008-04, Banco de México.
- Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
- Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-14.
- Noriega, Antonio E., 2004. "Long-run monetary neutrality and the unit-root hypothesis: further international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 179-197, August.
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