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Andy Snell

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Andy Snell & Jonathan P. Thomas, 2010. "Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 98-127, July.

    Mentioned in:

    1. Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics (AEJ:MA 2010) in ReplicationWiki ()
  2. Landesmann, M & Snell, A, 1993. "Structural Shifts in the Manufacturing Export Performance of OECD Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 149-162, April-Jun.

    Mentioned in:

    1. Structural shifts in the manufacturing export performance of oecd economies (Journal of Applied Econometrics 1993) in ReplicationWiki ()

Working papers

  1. Snell, Andy & Stüber, Heiko & Thomas, Jonathan P., 2018. "Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence," IZA Discussion Papers 11504, Institute of Labor Economics (IZA).

    Cited by:

    1. Daniel Schaefer & Carl Singleton, 2023. "The Extent of Downward Nominal Wage Rigidity: New Evidence from Payroll Data," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 60-76, December.
    2. Fei Peng & Sajid Anwar & Lili Kang, 2020. "Job Movement and Real Wage Flexibility in Eastern and Western Parts of Germany," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 764-789, October.
    3. Muehlemann, Samuel & Dietrich, Hans & Pfann, Gerard & Pfeifer, Harald, 2022. "Supply Shocks in the Market for Apprenticeship Training," Economics of Education Review, Elsevier, vol. 86(C).
    4. Daniel Schäfer & Carl Singleton, 2020. "Nominal Wage Adjustments and the Composition of Pay: New Evidence from Payroll Data," Economics working papers 2020-11, Department of Economics, Johannes Kepler University Linz, Austria.
    5. Shobande Olatunji Abdul, 2020. "Fiscal Rule in Africa," Open Economics, De Gruyter, vol. 3(1), pages 112-120, January.
    6. Gebauer Markus, 2023. "Job Protection — It is Good to be an Insider," IZA Journal of Labor Policy, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 13(1), pages 1-50, January.

  2. Kanbur, Ravi & Snell, Andy, 2017. "Inequality Indices as Tests of Fairness," CEPR Discussion Papers 11930, C.E.P.R. Discussion Papers.

    Cited by:

    1. Hansen, Kristian S. & Moreno-Ternero, Juan D. & Østerdal, Lars P., 2023. "Productivity and quality-adjusted life years: QALYs, PALYs and beyond," Working Papers 11-2023, Copenhagen Business School, Department of Economics.
    2. Ravi Kanbur, 2024. "Shannon-Theil-Rawls: Information Theory, Inequality and the Veil of Ignorance," Working Papers 669, ECINEQ, Society for the Study of Economic Inequality.
    3. Seungwoo Han, 2022. "Identifying the roots of inequality of opportunity in South Korea by application of algorithmic approaches," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-10, December.
    4. Ji-Won Park & Chae Un Kim, 2020. "Getting to a feasible income equality," Papers 2011.09119, arXiv.org, revised Mar 2021.
    5. Ji-Won Park & Chae Un Kim, 2021. "Getting to a feasible income equality," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-16, March.
    6. Ji-Won Park & Jaeup U. Kim & Cheol-Min Ghim & Chae Un Kim, 2021. "The Boltzmann fair division for distributive justice," Papers 2109.11917, arXiv.org, revised Nov 2021.

  3. Pedro Martins & Andy Snell & Heiko Stueber & Jonathan Thomas, 2016. "Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution," Working Papers 64, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.

    Cited by:

    1. Addison, John T. & Portugal, Pedro & Raposo, Pedro, 2023. "Retrieving the Returns to Experience, Tenure, and Job Mobility from Work Histories," IZA Discussion Papers 15977, Institute of Labor Economics (IZA).
    2. Sarah Louise Jewell & Giovanni Razzu & Carl Singleton, 2020. "Who Works for Whom and the UK Gender Pay Gap," British Journal of Industrial Relations, London School of Economics, vol. 58(1), pages 50-81, March.
    3. Pedro S. Martins, 2016. "Should the maximum duration of fixed-term contracts increase in recessions? Evidence from a law reform," Nova SBE Working Paper Series wp606, Universidade Nova de Lisboa, Nova School of Business and Economics.
    4. Sónia Cabral & Pedro S. Martins, 2018. "Collateral Damage? Labour Market Effects of Competing with China - at Home and Abroad," Working Papers w201812, Banco de Portugal, Economics and Research Department.
    5. Martins, Pedro S. & Piracha, Matloob & Varejão, José, 2018. "Do immigrants displace native workers? Evidence from matched panel data," Economic Modelling, Elsevier, vol. 72(C), pages 216-222.
    6. Galindo da Fonseca, João Alfredo & Gallipoli, Giovanni & Yedid-Levi, Yaniv, 2020. "Match quality and contractual sorting," Labour Economics, Elsevier, vol. 66(C).
    7. Osuna-Gomez, Daniel, 2023. "The impact of the COVID-19 pandemic on post-great recession entrants: Evidence from Mexico," Labour Economics, Elsevier, vol. 81(C).
    8. Osuna Gómez Daniel, 2022. "The Impact of the COVID-19 Pandemic on Post-Great Recession Formal Entrants: Evidence from Mexico," Working Papers 2022-19, Banco de México.

  4. Martins, Pedro S. & Snell, Andy & Thomas, Jonathan P., 2009. "Real and Nominal Wage Rigidity in a Model of Equal-Treatment Contracting," IZA Discussion Papers 4346, Institute of Labor Economics (IZA).

    Cited by:

    1. Reicher, Christopher Phillip, 2011. "Sticky wages in search and matching models in the short and long run," Kiel Working Papers 1722, Kiel Institute for the World Economy (IfW Kiel).
    2. Reicher, Christopher Phillip, 2010. "Evaluating the search and matching model with sticky wages," Kiel Working Papers 1674, Kiel Institute for the World Economy (IfW Kiel).

  5. Ravi Kanbur & Stuart Sayer & Andy Snell, 2007. "Inequality Measures as Tests of Fairness in an Economy," Edinburgh School of Economics Discussion Paper Series 174, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Nicholas Rohde, 2016. "J-divergence measurements of economic inequality," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(3), pages 847-870, June.

  6. Andy Snell & Jonathan Thomas, 2006. "Labor Contracts, Equal Treatment and Wage-Unemployment Dynamics," CESifo Working Paper Series 1835, CESifo.

    Cited by:

    1. Marco Fongoni & Alex Dickson, 2015. "A theory of wage setting behavior," Working Papers 1505, University of Strathclyde Business School, Department of Economics, revised Feb 2016.
    2. Jonathan Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Edinburgh School of Economics Discussion Paper Series 176, Edinburgh School of Economics, University of Edinburgh.
    3. Michael W. L. Elsby & Gary Solon, 2019. "How Prevalent Is Downward Rigidity in Nominal Wages? International Evidence from Payroll Records and Pay Slips," Journal of Economic Perspectives, American Economic Association, vol. 33(3), pages 185-201, Summer.
    4. Daniel Schaefer & Carl Singleton, 2023. "The Extent of Downward Nominal Wage Rigidity: New Evidence from Payroll Data," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 60-76, December.
    5. Michael W. L. Elsby & Donggyun Shin & Gary Solon, 2016. "Wage Adjustment in the Great Recession and Other Downturns: Evidence from the United States and Great Britain," Journal of Labor Economics, University of Chicago Press, vol. 34(S1), pages 249-291.
    6. Marco Fongoni, 2018. "Workers' reciprocity and the (ir)relevance of wage cyclicality for the volatility of job creation," Working Papers 1809, University of Strathclyde Business School, Department of Economics.
    7. Martins, Pedro S. & Snell, Andy & Thomas, Jonathan P., 2009. "Real and Nominal Wage Rigidity in a Model of Equal-Treatment Contracting," IZA Discussion Papers 4346, Institute of Labor Economics (IZA).
    8. Dickson, Alex & Fongoni, Marco, 2019. "Asymmetric reference-dependent reciprocity, downward wage rigidity, and the employment contract," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 409-429.
    9. Michael W. L. Elsby & Ryan Michaels & David Ratner, 2015. "The Beveridge Curve: A Survey," Journal of Economic Literature, American Economic Association, vol. 53(3), pages 571-630, September.
    10. Martins, Pedro S. & Solon, Gary & Thomas, Jonathan P., 2010. "Measuring What Employers Really Do about Entry Wages over the Business Cycle," IZA Discussion Papers 4757, Institute of Labor Economics (IZA).
    11. Pedro Martins & Andy Snell & Heiko Stueber & Jonathan Thomas, 2016. "Bias in returns to tenure when firm wages and employment comove: a quantitative assessment and solution," Nova SBE Working Paper Series wp601, Universidade Nova de Lisboa, Nova School of Business and Economics.
    12. Guido Menzio & Espen R. Moen, 2010. "Worker replacement," NBER Working Papers 15983, National Bureau of Economic Research, Inc.
    13. Daniel Schäfer & Carl Singleton, 2020. "Nominal Wage Adjustments and the Composition of Pay: New Evidence from Payroll Data," Economics working papers 2020-11, Department of Economics, Johannes Kepler University Linz, Austria.
    14. Gebauer Markus, 2023. "Job Protection — It is Good to be an Insider," IZA Journal of Labor Policy, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 13(1), pages 1-50, January.
    15. Snell, Andy & Stüber, Heiko & Thomas, Jonathan P., 2018. "Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence," IZA Discussion Papers 11504, Institute of Labor Economics (IZA).
    16. Marco Fongoni, 2022. "Does Pay Inequality Affect Worker Effort? An Assessment of Existing Laboratory Designs," AMSE Working Papers 2230, Aix-Marseille School of Economics, France.

  7. George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2016. "Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 18(5), pages 517-532.
    2. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.
    3. Gabriella Deborah Legrenzi & Costas Milas, 2012. "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," CESifo Working Paper Series 4001, CESifo.
    4. Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015. "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, vol. 47(1), pages 32-53, January.
    5. Tsangyao Chang & Chien-Chung Nieh & Ching-Chun Wei, 2006. "Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note," Applied Economics, Taylor & Francis Journals, vol. 38(19), pages 2277-2283.
    6. Easaw Joshy & Golinelli Roberto, 2010. "Households Forming Inflation Expectations: Active and Passive Absorption Rates," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-32, November.
    7. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2012. "Unit Roots and Structural Change," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 757-776, March.
    8. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-7.
    9. J. Easaw J. & R. Golinelli, 2009. "Households Forming Inflation Expectations: Who Are the 'Active' and 'Passive' Learners?," Working Papers 675, Dipartimento Scienze Economiche, Universita' di Bologna.
    10. Tsangyao CHANG & Yifei CAI & Wen-Yi CHEN, 2017. "Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-17, September.

  8. Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002 165, Royal Economic Society.

    Cited by:

    1. Sainan Jin & Liangjun Su & Yonghui Zhang, 2015. "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, vol. 48(1), pages 9-36, February.
    2. Jasman Tuyon & Zamri Ahmad, 2018. "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 32-52.

  9. Yongcheol Shin & Andy Snell, 2002. "Mean Group Tests for Stationarity in Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series 107, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Hadri, Kaddour & Kurozumi, Eiji, 2012. "A simple panel stationarity test in the presence of serial correlation and a common factor," Economics Letters, Elsevier, vol. 115(1), pages 31-34.
    2. Acikgoz, Senay & Ben Ali, Mohamed Sami, 2019. "Where does economic growth in the Middle Eastern and North African countries come from?," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 172-183.
    3. Matei Demetrescu & Uwe Hassler & Adina Tarcolea, 2010. "Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1381-1397.
    4. Kaddour Hadri & Eiji Kurozumi, 2009. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Economics Working Papers 09-01, Queen's Management School, Queen's University Belfast.
    5. Nazlioglu, Saban & Karul, Cagin, 2017. "A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks," Economic Modelling, Elsevier, vol. 61(C), pages 181-192.
    6. Hadri, Kaddour & Kurozumi, Eiji, 2011. "A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 165-184, December.
    7. M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312.
    8. Kristian Jönsson, 2008. "Choosing Between Panel Data Stationarity Tests," Economics Bulletin, AccessEcon, vol. 3(25), pages 1-8.
    9. Melike E Bildirici, 2021. "Terrorism, environmental pollution, foreign direct investment (FDI), energy consumption, and economic growth: Evidences from China, India, Israel, and Turkey," Energy & Environment, , vol. 32(1), pages 75-95, February.
    10. Diego Romero-Avila, 2008. "A confirmatory analysis of the unit root hypothesis for OECD consumption-income ratios," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2271-2278.
    11. Alejandro C. García-Cintado & Diego Romero-Ávila & Carlos Usabiaga, 2016. "The economic integration of Spain: a change in the inflation pattern," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-41, December.
    12. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.

  10. George Kapetanios & Yongcheol Shin & Andy Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series 69, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, University Library of Munich, Germany.
    2. Ivan Paya & David Peel, 2005. "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2515-2522.
    3. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0311014, University Library of Munich, Germany.
    4. Frédérique Bec & Songlin Zeng, 2013. "Are Southeast Asian Real Exchange Rates Mean Reverting?," Post-Print hal-02979368, HAL.
    5. Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    6. Jiti Gao & Maxwell King, 2011. "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers 20/11, Monash University, Department of Econometrics and Business Statistics.
    7. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, University Library of Munich, Germany, revised 01 Nov 2004.
    8. Vasudeva N. R. Murthy & Emmanuel Anoruo, 2009. "Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?," Economics Bulletin, AccessEcon, vol. 29(4), pages 2492-2504.
    9. Andros Gregoriou & Alexandros Kontonikas, 2006. "Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 58(4), pages 309-322, October.
    10. Ahmad Zubaidi Baharumshah & Venus Khim‐Sen Liew & Chan Tze Haw, 2009. "The Real Interest Rate Differential: International Evidence Based On Non‐Linear Unit Root Tests," Bulletin of Economic Research, Wiley Blackwell, vol. 61(1), pages 83-94, January.
    11. Shelley, Gary L. & Wallace, Frederick H., 2011. "Further evidence regarding nonlinear trend reversion of real GDP and the CPI," Economics Letters, Elsevier, vol. 112(1), pages 56-59, July.
    12. Muhammad, Shahbaz & Tiwari, Aviral Kumar & Khan, Saleheen, 2012. "Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests," MPRA Paper 41607, University Library of Munich, Germany, revised 27 Sep 2012.
    13. Juan Jiménez-Martin & M. Robles-Fernandez, 2010. "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, vol. 21(5), pages 679-704, November.
    14. Kim, Hyeongwoo & Moh, Young-Kyu, 2010. "A century of purchasing power parity confirmed: The role of nonlinearity," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1398-1405, November.
    15. George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
    16. Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
    17. Andrew P. Blake & George Kapetanios, 2003. "Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 253-267, May.
    18. Fuyu Yang, 2007. "Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model," Discussion Papers in Economics 07/11, Division of Economics, School of Business, University of Leicester.
    19. Nicolas Million, 2010. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain," Économie et Prévision, Programme National Persée, vol. 192(1), pages 83-95.
    20. David I. Harvey & Stephen J. Leybourne & Bin Xiao, 2007. "A powerful test for linearity when the order of integration is unknown," Discussion Papers 07/01, University of Nottingham, Granger Centre for Time Series Econometrics.
    21. Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers 2009s-18, CIRANO.
    22. Juan Carlos Cuestas & Karsten Staehr, 2011. "Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe," Bank of Estonia Working Papers wp2011-08, Bank of Estonia, revised 13 Jul 2011.
    23. Shu-Ling Chen & Hyeongwoo Kim, 2011. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, vol. 25(2), pages 239-250.
    24. Magnus Gustavsson & Pär Österholm, 2007. "Does Unemployment Hysteresis Equal Employment Hysteresis?," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 159-173, June.
    25. Dimitris K. Christopoulos & Miguel León-Ledesma, 2004. "Current Account Sustainability in the US: What Do We Really Know About It?," Studies in Economics 0412, School of Economics, University of Kent.
    26. Yunus Aksoy & Kurmas Akdogan, 2006. "Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?," Computing in Economics and Finance 2006 12, Society for Computational Economics.
    27. Rothe, Christoph & Sibbertsen, Philipp, 2005. "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," Hannover Economic Papers (HEP) dp-315, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    28. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," ERC Working Papers 1105, ERC - Economic Research Center, Middle East Technical University, revised Oct 2011.
    29. Christopoulos, Dimitris K. & León-Ledesma, Miguel A., 2010. "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1076-1093, October.
    30. Mubariz Hasanov & Tolga Omay, 2007. "Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 7(2), pages 1-12.
    31. Lefteris Tsoulfidis & Persefoni Tsaliki, 2011. "Classical Competition and Regulating Capital: Theory and Empirical Evidence," Discussion Paper Series 2011_02, Department of Economics, University of Macedonia, revised Feb 2011.
    32. Matteo Lanzafame, 2010. "The nature of regional unemployment in Italy," Empirical Economics, Springer, vol. 39(3), pages 877-895, December.
    33. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence: fresh evidence from the Nordic countries," MPRA Paper 3637, University Library of Munich, Germany, revised Mar 2007.
    34. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2010. "The price stabilization effects of the EU entry price scheme for fruits and vegetables," MPRA Paper 24828, University Library of Munich, Germany.
    35. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009. "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper 25718, University Library of Munich, Germany.
    36. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    37. Daiki Maki, 2008. "The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 77-94, February.
    38. Joanna Tyrowicz & Piotr Wójcik, 2009. "Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland," Working Papers 2009-04, Faculty of Economic Sciences, University of Warsaw.
    39. Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis, 2011. "A nonlinear panel unit root test under cross section dependence," Working Papers 2011_08, Business School - Economics, University of Glasgow.
    40. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP) dp-427, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    41. Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2009. "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT.
    42. Francesco Battaglia & Mattheos K. Protopapas, 2011. "Time‐varying multi‐regime models fitting by genetic algorithms," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 237-252, May.
    43. Mario Cerrato & Hyunsok Kim & Ronald Macdonald, 2010. "Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1447-1467, October.
    44. Noriega Antonio E. & Ventosa-Santaulària Daniel, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
    45. Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, University Library of Munich, Germany, revised 01 Nov 2004.
    46. Robinson Kruse, 2011. "A new unit root test against ESTAR based on a class of modified statistics," Statistical Papers, Springer, vol. 52(1), pages 71-85, February.
    47. Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    48. Haluk Erlat, 2004. "Unit roots or nonlinear stationarity in Turkish real exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 645-650.
    49. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
    50. Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-07, Scottish Institute for Research in Economics (SIRE).
    51. Omay, Nazli C. & Karadagli, Ece C., 2010. "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper 27312, University Library of Munich, Germany.
    52. Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.
    53. Georgios Chortareas & George Kapetanios, 2004. "The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
    54. Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, Department of Economics, Mathematics & Statistics.
    55. George Kapetanios & Yongcheol Shin & Andy Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series 69, Edinburgh School of Economics, University of Edinburgh.
    56. Shu-Chen Chang, 2008. "Asymmetric cointegration relationship among Asian exchange rates," Economic Change and Restructuring, Springer, vol. 41(2), pages 125-141, June.
    57. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Working Paper series 23_11, Rimini Centre for Economic Analysis.
    58. Andy Snell & George Kapetanios & Yongcheol Shin, 2004. "Testing for nonlinear cointegration between stock prices and dividends," Money Macro and Finance (MMF) Research Group Conference 2003 90, Money Macro and Finance Research Group.
    59. Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers 05010, Vanderbilt University Department of Economics.
    60. He, Changli & Sandberg, Rickard, 2005. "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance 580, Stockholm School of Economics.
    61. Dimitris Christopoulos, 2004. "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics 0406002, University Library of Munich, Germany.
    62. Habibullah, M.S. & Dayang-Afizzah, A.M. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Testing nonlinear convergence in Malaysia,1965-2003," MPRA Paper 12110, University Library of Munich, Germany.
    63. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
    64. Harrison, Barry & Moore, Winston, 2009. "Stock Market Como Vement In The European Union And Transition Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 13(3), pages 124-151.
    65. Baharom, A.H. & Habibullah, M.S. & Royfaizal, R. C, 2008. "Convergence of violent crime in the United States: Time series test of nonlinear," MPRA Paper 11926, University Library of Munich, Germany.
    66. Olivier Darné & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(1), pages 79-100, January.
    67. Hasanov, Mübariz & Araç, Aysen & Telatar, Funda, 2010. "Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey," Economic Modelling, Elsevier, vol. 27(5), pages 1103-1115, September.
    68. Koustas, Zisimos & Lamarche, Jean-François & Serletis, Apostolos, 2008. "Threshold random walks in the US stock market," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 43-48.
    69. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), "undated". "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales.
    70. Duasa, Jarita, 2008. "Income convergence of divergence? Study on selected Muslim countries," MPRA Paper 11563, University Library of Munich, Germany.
    71. Hyginus Leon & Serineh Najarian, 2005. "Asymmetric adjustment and nonlinear dynamics in real exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 15-39.
    72. Aaron Smallwood & Stefan Norrbin, 2004. "Estimating cointegrating vectors using near unit root variables," Applied Economics Letters, Taylor & Francis Journals, vol. 11(12), pages 781-784.
    73. Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers 2009:6, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
    74. Copeland, Laurence & Heravi, Saeed, 2006. "Structural Breaks in the Real Exchange Rate Adjustment Mechanism," Cardiff Economics Working Papers E2006/21, Cardiff University, Cardiff Business School, Economics Section.
    75. Kian-Ping Lim & Venus Khim-Sen Liew, 2003. "Testing for Non-Linearity in ASEAN Financial Markets," Finance 0308002, University Library of Munich, Germany.
    76. Stephen Norman, 2009. "Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one," Economics Bulletin, AccessEcon, vol. 29(3), pages 2152-2173.
    77. Paresh Kumar Narayan, 2006. "Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India," Applied Economics, Taylor & Francis Journals, vol. 38(1), pages 63-70.
    78. David G. McMillan & Mark E. Wohar, 2010. "Stock return predictability and dividend-price ratio: a nonlinear approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 351-365.
    79. Dilem Yildirim & Ralf Becker & Denise R Osborn, 2009. "Bootstrap Unit Root Tests for Nonlinear Threshold Models," Economics Discussion Paper Series 0915, Economics, The University of Manchester.
    80. Byeongseon Seo, 2004. "Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models," Econometric Society 2004 Far Eastern Meetings 749, Econometric Society.
    81. Tiwari, Aviral & Shahbaz, Muhammad & Shabbir, Muhammad, 2011. "Is per capita GDP non-linear stationary in SAARC countries?," MPRA Paper 29109, University Library of Munich, Germany.
    82. Lucchetti, Riccardo & Palomba, Giulio, 2008. "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper 11571, University Library of Munich, Germany.
    83. David O. Cushman, 2008. "Real exchange rates may have nonlinear trends," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 158-173.
    84. María Presno & Manuel Landajo, 2010. "Computation of limiting distributions in stationarity testing with a generic trend," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 165-183, March.
    85. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence? Evidence of non-linearity in the East Asian Economies: A comment," MPRA Paper 519, University Library of Munich, Germany.
    86. George Kapetanios & Yongcheol Shin, 2003. "GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks," Edinburgh School of Economics Discussion Paper Series 108, Edinburgh School of Economics, University of Edinburgh.
    87. Christos Emmanouilides & Panos Fousekis, 2009. "Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States," Economics Bulletin, AccessEcon, vol. 29(1), pages 182-189.
    88. Ozturk, Ilhan & Kalyoncu, Huseyin, 2007. "Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test," MPRA Paper 9635, University Library of Munich, Germany.
    89. Kisswani, Khalid/ M. & Nusair, Salah/ A., 2011. "Non-linear convergence in Asian interest rates and inflation rates," MPRA Paper 34179, University Library of Munich, Germany.
    90. Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010. "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP) dp-444, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

  11. Yongcheol Shin & Andy Snell, 1999. "Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors," Edinburgh School of Economics Discussion Paper Series 70, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers 201326, University of Pretoria, Department of Economics.
    2. Jönsson, Kristian, 2004. "Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated," Working Papers 2004:17, Lund University, Department of Economics, revised 26 Nov 2004.

  12. Andy Snell & Ian Tonks, 1996. "Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks," FMG Discussion Papers dp242, Financial Markets Group.

    Cited by:

    1. Vitale, Paolo, 1998. "Two months in the life of several gilt-edged market makers on the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 299-324, December.

  13. Landesmann, M. & Snell, A., 1990. "Structural Shifts In The Manufacturing Export Performance Of Oecd Economics," Cambridge Working Papers in Economics 9011, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Nilsson, Desirée, 2007. "Changing Export Structure According to Income Elasticity - Kaldor revisited," Working Paper Series in Economics and Institutions of Innovation 92, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    2. Johnson, Andreas, 2006. "FDI and Exports: the case of the High Performing East Asian Economies," Working Paper Series in Economics and Institutions of Innovation 57, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    3. M. Landesmann & M. Pfaffermayr, 1997. "Technological competition and trade performance," Applied Economics, Taylor & Francis Journals, vol. 29(2), pages 179-196.

  14. Landesmann, M. & Snell, A., 1988. "The Consequences Of Mrs Thatcher For Uk Manufacturing Exports," Cambridge Working Papers in Economics 883, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Arize, A. C., 1996. "Cointegration test of a long-run relation between the trade balance and the terms of trade in sixteen countries," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 203-215.
    2. Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 498-512, September.
    3. Wakelin, Katharine, 1998. "Innovation and export behaviour at the firm level," Research Policy, Elsevier, vol. 26(7-8), pages 829-841, April.
    4. Erkin Bairam & Lawrence Ng, 2001. "Thirlwall's Law and the Stability of Export and Import Income Elasticities," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(3), pages 287-303.
    5. Anderton, Robert & Tewolde, Tadios, 2011. "The global financial crisis: trying to understand the global trade downturn and recovery," Working Paper Series 1370, European Central Bank.
    6. Bernardina Algieri, 2011. "Modelling export equations using an unobserved component model: the case of the Euro Area and its competitors," Empirical Economics, Springer, vol. 41(3), pages 593-637, December.
    7. Mody, Ashoka & Yilmaz, Kamil & DEC, 1994. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Policy Research Working Paper Series 1276, The World Bank.
    8. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January.
    9. Irandoust, Manuchehr, 1999. "Market structure and market shares in the car industry," Japan and the World Economy, Elsevier, vol. 11(4), pages 531-544, December.

  15. Andy Snell, "undated". "Testing For R Versus R-1 Cointegrating Vectors," Discussion Papers 1995-10, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Morten Ørregaard Nielsen, 2009. "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," CREATES Research Papers 2009-02, Department of Economics and Business Economics, Aarhus University.
    2. Shintani, Mototsugu, 2001. "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, vol. 105(2), pages 337-362, December.
    3. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
    4. Mark J. Holmes & Arthur Grimes, 2005. "Is there long-run convergence of regional house prices in the UK?," Working Papers 05_11, Motu Economic and Public Policy Research.
    5. Yongcheol Shin & Andy Snell, 2006. "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 123-158, March.
    6. Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration Versus Spurious Regression In Heterogeneous Panels," Royal Economic Society Annual Conference 2004 74, Royal Economic Society.
    7. Panagiotis Reppas & Efthymios Tsionas & Dimitris Christopoulos, 2001. "European common stochastic long-run trends," Journal of Economics, Springer, vol. 74(2), pages 119-130, June.
    8. Breitung, Jörg, 1998. "Canonical correlation statistics for testing the cointegration rank in a reversed order," SFB 373 Discussion Papers 1998,105, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Ravi Kanbur & Andy Snell, 2019. "Inequality Indices as Tests of Fairness," The Economic Journal, Royal Economic Society, vol. 129(621), pages 2216-2239.
    See citations under working paper version above.
  2. Andy Snell & Pedro Martins & Heiko Stüber & Jonathan P. Thomas, 2018. "Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution," Journal of Labor Economics, University of Chicago Press, vol. 36(1), pages 47-74.
    See citations under working paper version above.
  3. Andrew Snell & Heiko Stuber & Jonathan Thomas, 2018. "Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 265-284, October.
    See citations under working paper version above.
  4. Dieterle, Steven G. & Snell, Andy, 2016. "A simple diagnostic to investigate instrument validity and heterogeneous effects when using a single instrument," Labour Economics, Elsevier, vol. 42(C), pages 76-86.

    Cited by:

    1. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
    2. Apoorva Lal & Mac Lockhart & Yiqing Xu & Ziwen Zu, 2023. "How Much Should We Trust Instrumental Variable Estimates in Political Science? Practical Advice Based on Over 60 Replicated Studies," Papers 2303.11399, arXiv.org, revised Nov 2023.
    3. Leopoldo Fergusson & Juan Felipe Riaño & B.K. Song, 2020. "Media, Secret Ballot and Democratization in the US," Documentos CEDE 18229, Universidad de los Andes, Facultad de Economía, CEDE.
    4. Valencia Caicedo, Felipe & Riano, Juan Felipe, 2020. "Collateral Damage: The Legacy of the Secret War in Laos," CEPR Discussion Papers 15349, C.E.P.R. Discussion Papers.
    5. Gunes Asik & Ulas Karakoc & Mohamed Ali Marouani & Michelle Marshalian, 2019. "Productivity, structural change and skills dynamics: Evidence from a half century analysis in Tunisia and Turkey," Working Papers DT/2019/06, DIAL (Développement, Institutions et Mondialisation).
    6. Juan A. Correa & Francisco Parro & Rafael Sánchez, 2023. "The Distributional Effect of Trade on the CEO Market," Economica, London School of Economics and Political Science, vol. 90(357), pages 111-139, January.
    7. Xiaolin Sun, 2022. "Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach," Papers 2210.15829, arXiv.org, revised Dec 2022.
    8. Seth Gershenson & Cassandra M. D. Hart & Joshua Hyman & Constance Lindsay & Nicholas W. Papageorge, 2018. "The Long-Run Impacts of Same-Race Teachers," NBER Working Papers 25254, National Bureau of Economic Research, Inc.
    9. Xu, Ruonan, 2021. "On the instrument functional form with a binary endogenous explanatory variable," Economics Letters, Elsevier, vol. 206(C).
    10. Gunes Arkadas Asik & Mohamed Ali Marouani & Michelle Marshalian & Ulas Karakoc, 2018. "Productivity, Structural Change and Skills Dynamics in Tunisia and Turkey," Working Papers 1269, Economic Research Forum, revised 10 Dec 2018.
    11. Jackie M. L. Chan & Chih‐Sheng Hsieh, 2022. "Cross‐border networks and knowledge spillovers for foreign entry," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1730-1756, October.
    12. Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
    13. Emmanuel Selorm Tsyawo, 2021. "Feasible IV Regression without Excluded Instruments," Papers 2103.09621, arXiv.org, revised Nov 2022.
    14. Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
    15. Chih, Yao-Yu & Demir, Firat & Hu, Chenghao & Liu, Junyi & Shen, Hewei, 2023. "A spatial analysis of local corruption on foreign direct investment: Evidence from Chinese cities," European Journal of Political Economy, Elsevier, vol. 79(C).
    16. Zhao, Qiyi C., 2023. "Rethinking “Distance From”: Lessons from Wittenberg and Mainz," MPRA Paper 118414, University Library of Munich, Germany.
    17. Jiafeng Chen & Daniel L. Chen & Greg Lewis, 2020. "Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models," Papers 2011.06158, arXiv.org, revised Jun 2021.
    18. Mika Haapanen & Petri Böckerman, 2017. "More educated, more mobile? Evidence from post-secondary education reform," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(1), pages 8-26, January.
    19. Pravin Nath & Neeraj Bharadwaj, 2020. "Chief marketing officer presence and firm performance: assessing conditions under which the presence of other C-level functional executives matters," Journal of the Academy of Marketing Science, Springer, vol. 48(4), pages 670-694, July.

  5. Andy Snell & Jonathan P. Thomas, 2010. "Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 98-127, July.
    See citations under working paper version above.
  6. Pedro Martins & Andy Snell & Jonathan P. Thomas, 2010. "Downward Wage Rigidity in a Model of Equal Treatment Contracting," Scandinavian Journal of Economics, Wiley Blackwell, vol. 112(4), pages 841-863, December.

    Cited by:

    1. Pedro S. Martins, 2014. "30,000 minimum wages: the economic effects of collective bargaining extensions," Nova SBE Working Paper Series wp589, Universidade Nova de Lisboa, Nova School of Business and Economics.
    2. Martins, Pedro S. & Snell, Andy & Thomas, Jonathan P., 2011. "Minu, Startu and All That: Pitfalls in Estimating the Sensitivity of a Worker's Wage to Aggregate Unemployment," IZA Discussion Papers 5503, Institute of Labor Economics (IZA).
    3. Martins, Pedro & Snell, Andy & Thomas, Jonathan, 2010. "Minu, Startu and all that:- Pitfalls in estimating the sensitivity of a worker’s wage to aggregate unemployment," SIRE Discussion Papers 2010-109, Scottish Institute for Research in Economics (SIRE).
    4. Pedro S. Martins, 2016. "Can overtime premium flexibility promote employment? Firm- and worker-level evidence from a labour law reform," Working Papers 72, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
    5. Pedro S. Martins, 2014. "30,000 minimum wages: The economic effects of collective agreement extensions," Working Papers 51, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
    6. Martins, Pedro S., 2017. "Economic effects of overtime premium flexibility: Firm- and worker-level evidence from a law reform," GLO Discussion Paper Series 102, Global Labor Organization (GLO).

  7. Yongcheol Shin & Andy Snell, 2006. "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 123-158, March.
    See citations under working paper version above.
  8. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2006. "Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models," Econometric Theory, Cambridge University Press, vol. 22(2), pages 279-303, April.

    Cited by:

    1. Cagli, Efe Caglar & Taskin, Dilvin & Evrim Mandaci, Pınar, 2019. "The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models," Energy Economics, Elsevier, vol. 84(C).
    2. Londoño Yarce, Juan Miguel & Regúlez Castillo, Marta & Vázquez Pérez, Jesús, 2014. "An Alternative View of the US Price-Dividend Ratio Dynamics," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    3. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    4. Nikeel Kumar & Ronald Ravinesh Kumar & Radika Kumar & Peter Josef Stauvermann, 2020. "Is the tourism–growth relationship asymmetric in the Cook Islands? Evidence from NARDL cointegration and causality tests," Tourism Economics, , vol. 26(4), pages 658-681, June.
    5. Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018. "Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan," Working Papers 15-39, Eastern Mediterranean University, Department of Economics.
    6. Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2019. "The asymmetric role of shadow economy in the energy-growth nexus in Bolivia," Energy Policy, Elsevier, vol. 125(C), pages 405-417.
    7. Umit BULUT, 2021. "The response of monetary policy to the COVID-19 pandemic in Turkey. The path of a credit-based economic recovery," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(626), S), pages 231-238, Spring.
    8. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
    9. Juan Jiménez-Martin & M. Robles-Fernandez, 2010. "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, vol. 21(5), pages 679-704, November.
    10. Katrakilidis, Constantinos & Trachanas, Emmanouil, 2012. "What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration," Economic Modelling, Elsevier, vol. 29(4), pages 1064-1069.
    11. Edward Bernard Bastiaan de Rivera y Rivera & Diógenes Manoel Leiva Martin & Emerson Fernandes Marçal & Leonardo Fernando Cruz Basso, 2012. "Present value model between prices and dividends with constant and time-varying expected returns: enterprise-level Brazilian stock market evidence from non-stationary panels," Brazilian Business Review, Fucape Business School, vol. 9(4), pages 51-86, October.
    12. Sudatta Bharati Mohapatra & Nirmal Chandra Kar, 2022. "Revisiting the Long-Run Dynamic Linkage between Dividends and Share Price with Advanced Panel Econometrics Techniques," JRFM, MDPI, vol. 15(10), pages 1-19, October.
    13. Jiang, Chun & Li, Xiao-Lin & Chang, Hsu-Ling & Su, Chi-Wei, 2013. "Uncovered interest parity and risk premium convergence in Central and Eastern European countries," Economic Modelling, Elsevier, vol. 33(C), pages 204-208.
    14. Mark E. Wohar & Robert Sollis, 2007. "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," Journal of Economic Insight, Missouri Valley Economic Association, vol. 33(2), pages 1-19.
    15. Chai, Jian & Zhang, Xiaokong & Lu, Quanying & Zhang, Xuejun & Wang, Yabo, 2021. "Research on imbalance between supply and demand in China's natural gas market under the double-track price system," Energy Policy, Elsevier, vol. 155(C).
    16. Grote, Claudia & Sibbertsen, Philipp, 2013. "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP) dp-514, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    17. Maki, Daiki, 2015. "Wild bootstrap testing for cointegration in an ESTAR error correction model," Economic Modelling, Elsevier, vol. 47(C), pages 292-298.
    18. İçen, Hüseyin & Yerdelen Tatoğlu, Ferda, 2021. "The asymmetric effects of changes in price and income on renewable and nonrenewable energy," Renewable Energy, Elsevier, vol. 178(C), pages 144-152.
    19. David E. Allen & Michael McAleer, 2020. "A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index," Energies, MDPI, vol. 13(15), pages 1-11, August.
    20. Shang, Di & Diao, Gang & Zhao, Xiaodi, 2020. "Have China's regulations on imported waste paper improved its quality," Forest Policy and Economics, Elsevier, vol. 119(C).
    21. Kose, Nezir & Emirmahmutoglu, Furkan & Aksoy, Sezgin, 2012. "The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey," Journal of Asian Economics, Elsevier, vol. 23(4), pages 476-485.
    22. Linde Götz & Feng Qiu & Jean-Philippe Gervais & Thomas Glauben, 2016. "Export Restrictions and Smooth Transition Cointegration: Export Quotas for Wheat in Ukraine," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 398-419, June.
    23. Kocak, Emrah & Bilgili, Faik & Bulut, Umit & Kuskaya, Sevda, 2022. "Is ethanol production responsible for the increase in corn prices?," Renewable Energy, Elsevier, vol. 199(C), pages 689-696.
    24. Omay, Tolga & Hasanov, Mubariz & Ucar, Nuri, 2012. "Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests," MPRA Paper 37653, University Library of Munich, Germany.
    25. Prashant Parab, 2022. "Exchange rate pass-through in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-012, Indira Gandhi Institute of Development Research, Mumbai, India.
    26. Muhammad Shahbaz & Naceur Khraief & Robert L. Czudaj, 2020. "Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach," Economics Bulletin, AccessEcon, vol. 40(4), pages 2828-2843.
    27. Demir, Ayse U. & Hall, Stephen G., 2017. "Financial structure and economic development: Evidence on the view of ‘new structuralism’," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 252-259.
    28. Atanu Ghoshray & Ashira Perera, 2016. "An Empirical Study of Commodity Prices after Sir Arthur Lewis," Manchester School, University of Manchester, vol. 84(4), pages 551-571, July.
    29. Ghoshray, Atanu, 2010. "Smooth transition effects in price transmission: The case of international wheat export prices," Economics Letters, Elsevier, vol. 106(3), pages 169-171, March.
    30. Seo, Myung Hwan, 2007. "Estimation of nonlinear error correction models," LSE Research Online Documents on Economics 6802, London School of Economics and Political Science, LSE Library.
    31. Theis Lange, 2009. "First and second order non-linear cointegration models," CREATES Research Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
    32. Nedeljkovic, Milan, 2008. "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," Economic Research Papers 269887, University of Warwick - Department of Economics.
    33. Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
    34. McMillan, David G., 2009. "Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 870-883, August.
    35. A Ghoshray & Ashira Perera, 2011. "The Model of Commodity Prices after Sir Arthur Lewis Revisited," Department of Economics Working Papers 08/11, University of Bath, Department of Economics.
    36. Dennis Kristensen & Anders Rahbek, 2007. "Likelihood-Based Inference in Nonlinear Error-Correction Models," CREATES Research Papers 2007-38, Department of Economics and Business Economics, Aarhus University.
    37. Aydin, Mucahit & Pata, Ugur Korkut, 2020. "Are shocks to disaggregated renewable energy consumption permanent or temporary for the USA? Wavelet based unit root test with smooth structural shifts," Energy, Elsevier, vol. 207(C).
    38. A Duarte & J L Nicolini-Llosa & I Paya, 2007. "Estimating Argentina''s imports elasticities," Working Papers 583372, Lancaster University Management School, Economics Department.
    39. Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2015. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 18-29.
    40. Mert Demir & Terrence F. Martell & Jun Wang, 2019. "The trilogy of China cotton markets: The lead–lag relationship among spot, forward, and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 522-534, April.
    41. Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.).
    42. Myung Hwan Seo, 2007. "Estimation of Nonlinear Error CorrectionModels," STICERD - Econometrics Paper Series 517, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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    66. Rickard Sandberg, 2017. "Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1000-1009, November.
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    71. Gambarelli, Luca & Marchi, Gianluca & Muzzioli, Silvia, 2023. "Hedging effectiveness of cryptocurrencies in the European stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
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    73. Grossmann, Axel & McMillan, David G., 2010. "Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 436-450, October.
    74. Bothwell Nyoni & Andrew Phiri, 2018. "The Electricity-growth Nexus in South Africa: Evidence from Asymmetric Cointegration and Co-feature Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 80-88.
    75. Badamvaanchig, Mungunzul & Islam, Moinul & Kakinaka, Makoto, 2021. "Pass-through of commodity price to Mongolian stock price: Symmetric or asymmetric?," Resources Policy, Elsevier, vol. 70(C).
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    79. Masudul Hasan Adil & Salman Haider & Neeraj R. Hatekar, 2020. "Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 891-909, December.
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    Cited by:

    1. Martins, Pedro S. & Snell, Andy & Thomas, Jonathan P., 2011. "Minu, Startu and All That: Pitfalls in Estimating the Sensitivity of a Worker's Wage to Aggregate Unemployment," IZA Discussion Papers 5503, Institute of Labor Economics (IZA).
    2. Martins, Pedro S. & Snell, Andy & Thomas, Jonathan P., 2009. "Real and Nominal Wage Rigidity in a Model of Equal-Treatment Contracting," IZA Discussion Papers 4346, Institute of Labor Economics (IZA).
    3. Martins, Pedro & Snell, Andy & Thomas, Jonathan, 2010. "Minu, Startu and all that:- Pitfalls in estimating the sensitivity of a worker’s wage to aggregate unemployment," SIRE Discussion Papers 2010-109, Scottish Institute for Research in Economics (SIRE).

  10. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2003. "Testing for a unit root in the nonlinear STAR framework," Journal of Econometrics, Elsevier, vol. 112(2), pages 359-379, February.

    Cited by:

    1. Mohsen Bahmani‐Oskooee & Tsangyao Chang & Farhang Niroomand & Omid Ranjbar, 2020. "Fourier nonlinear quantile unit root test and PPP in Africa," Bulletin of Economic Research, Wiley Blackwell, vol. 72(4), pages 451-481, October.
    2. Hepsag, Aycan, 2017. "A unit root test based on smooth transitions and nonlinear adjustment," MPRA Paper 81788, University Library of Munich, Germany.
    3. Melike E. Bildirici, 2020. "Environmental pollution, hydropower and nuclear energy generation before and after catastrophe: Bathtub‐Weibull curve and MS‐VECM methods," Natural Resources Forum, Blackwell Publishing, vol. 44(4), pages 289-310, November.
    4. Memduh Alper DEMÄ°R, 2021. "External debt sustainability in the transition economies of southeast Europe: an application by wavelet-based unit root tests," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 12, pages 173-190, June.
    5. Nikolaou, Kleopatra, 2008. "The behaviour of the real exchange rate: Evidence from regression quantiles," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 664-679, May.
    6. Burak GÜRIŞ & İpek M. YURTTAGÜLER & Muhammed TIRAŞOĞLU, 2017. "Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(610), S), pages 45-56, Spring.
    7. Cheng, Ka Ming & Durmaz, Nazif & Kim, Hyeongwoo & Stern, Michael L., 2012. "Hysteresis vs. natural rate of US unemployment," Economic Modelling, Elsevier, vol. 29(2), pages 428-434.
    8. Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou, 2009. "A century of PPP: supportive results from nonlinear unit root tests," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(1), pages 19-27.
    9. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, University Library of Munich, Germany.
    10. Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017. "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1417-1434, May.
    11. Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee, 2016. "Panel asymmetric nonlinear unit root test and PPP in Africa," Applied Economics Letters, Taylor & Francis Journals, vol. 23(8), pages 554-558, May.
    12. Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2014. "Aggregate and regional house price to earnings ratio dynamics in the UK," Urban Studies, Urban Studies Journal Limited, vol. 51(13), pages 2916-2927, October.
    13. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    14. Yilanci, Veli & Aydin, Mücahit & Aydin, Mehmet, 2019. "Residual Augmented Fourier ADF Unit Root Test," MPRA Paper 96797, University Library of Munich, Germany.
    15. Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015. "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers 201501, University of Pretoria, Department of Economics.
    16. Tolga Omay & Aysegul Corakci & Esra Hasdemir, 2021. "High Persistence and Nonlinear Behavior in Financial Variables: A More Powerful Unit Root Testing in the ESTAR Framework," Mathematics, MDPI, vol. 9(20), pages 1-21, October.
    17. Muhammad Shahbaz & Vassilios Papavassiliou & Amine Lahiani & David Roubaud, 2023. "Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present," Post-Print hal-03573208, HAL.
    18. Ivan Paya & David Peel, 2005. "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2515-2522.
    19. Jiang Wu & Jianzhong Zhou & Lu Chen & Lei Ye, 2015. "Coupling Forecast Methods of Multiple Rainfall–Runoff Models for Improving the Precision of Hydrological Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(14), pages 5091-5108, November.
    20. Daiki Maki, 2015. "Wild bootstrap tests for unit root in ESTAR models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 475-490, September.
    21. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0311014, University Library of Munich, Germany.
    22. Tarek Atalla & Simona Bigerna & Carlo Andrea Bollino, 2018. "Energy demand elasticities and weather worldwide," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(1), pages 207-237, April.
    23. Frédérique Bec & Songlin Zeng, 2013. "Are Southeast Asian Real Exchange Rates Mean Reverting?," Post-Print hal-02979368, HAL.
    24. Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    25. Pelin Varol İYIDOĞAN & Eda BALIKÇIOĞLU & H. Hakan YILMAZ, 2017. "The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 116-127, March.
    26. Shaoping Wang & Jiyu Yu, 2017. "A new unit root test based on -statistic in ESTAR framework," Applied Economics Letters, Taylor & Francis Journals, vol. 24(19), pages 1412-1416, November.
    27. Bigerna, Simona, 2018. "Estimating temperature effects on the Italian electricity market," Energy Policy, Elsevier, vol. 118(C), pages 257-269.
    28. Chi-Wei Su & Tsangyao Chang & Yu-Shao Liu, 2012. "Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3263-3273, September.
    29. Juan Carlos Cuestas & Dean Garratt, 2008. "Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing," NBS Discussion Papers in Economics 2008/12, Economics, Nottingham Business School, Nottingham Trent University.
    30. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers 201574, University of Pretoria, Department of Economics.
    31. Václav Žďárek, 2012. "An Empirical Investigation of the Purchasing Power Parity Hypothesis in European Transition Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(3), pages 257-276.
    32. Güriş, Burak, 2017. "A Flexible Fourier Form Nonlinear Unit Root Test Based on ESTAR Model," MPRA Paper 83472, University Library of Munich, Germany.
    33. Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," NBS Discussion Papers in Economics 2009/2, Economics, Nottingham Business School, Nottingham Trent University.
    34. George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.
    35. Kiliç, Rehim, 2009. "Further on nonlinearity, persistence, and integration properties of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 207-221, April.
    36. David G. McMillan, 2010. "Present Value Model, Bubbles and Returns Predictability: Sector‐Level Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 668-686, June.
    37. Roberto Leon-Gonzalez & Fuyu Yang, 2010. "Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model," SFB 649 Discussion Papers SFB649DP2010-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    38. McMillan, David G., 2009. "Are share prices still too high?," Research in International Business and Finance, Elsevier, vol. 23(3), pages 223-232, September.
    39. Jiti Gao & Maxwell King, 2011. "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers 20/11, Monash University, Department of Econometrics and Business Statistics.
    40. Md Nain & Bandi Kamaiah, 2014. "Financial development and economic growth in India: some evidence from non-linear causality analysis," Economic Change and Restructuring, Springer, vol. 47(4), pages 299-319, November.
    41. Tolga Omay & Furkan Emirmahmutoğlu, 2017. "The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition," Computational Economics, Springer;Society for Computational Economics, vol. 49(4), pages 623-651, April.
    42. Chen, Shyh-Wei & Xie, Zixiong, 2015. "Testing for current account sustainability under assumptions of smooth break and nonlinearity," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 142-156.
    43. Feyyaz Zeren & Filiz Konuk, 2013. "Testing The Random Walk Hypothesis For Emerging Markets: Evidence From Linear And Non-Linear Unit Root Tests," Romanian Economic Business Review, Romanian-American University, vol. 8(4), pages 61-71, december.
    44. Stolbov, Mikhail, 2015. "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers 15/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    45. Tsangyao Chang & Chia-hao Lee & Pei-I Chou, 2011. "Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration," Economics Bulletin, AccessEcon, vol. 31(2), pages 1172-1182.
    46. Mishra, Bibhuti Ranjan & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2019. "The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches," Resources Policy, Elsevier, vol. 62(C), pages 66-76.
    47. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, University Library of Munich, Germany, revised 01 Nov 2004.
    48. Steven Cook, 2008. "More uncertainty: on the trending nature of real GDP in the US and UK," Applied Economics Letters, Taylor & Francis Journals, vol. 15(9), pages 667-670.
    49. Sadiye Baykara & Erdinç Telatar, 2012. "The Stationarity Of Consumption-Income Ratios With Nonlinear And Asymmetric Unit Root Tests: Evidence From Fourteen Transition Economies," Hacettepe University Department of Economics Working Papers 20129, Hacettepe University, Department of Economics.
    50. Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Post-Print hal-01310518, HAL.
    51. Hanck, Christoph, 2012. "On the asymptotic distribution of a unit root test against ESTAR alternatives," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 360-364.
    52. Chi-Wei Su, 2012. "The relationship between exchange rate and macroeconomic variables in China," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 33-56.
    53. Aydin, Mucahit, 2019. "A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks," MPRA Paper 98693, University Library of Munich, Germany.
    54. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2013. "Tweets, Google Trends and Sovereign Spreads in the GIIPS," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 78, Hellenic Observatory, LSE.
    55. Cuestas, Juan C. & Gil-Alana, Luís A., 2009. "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
    56. Christina Anderl & Guglielmo Maria Caporale, 2022. "Exchange rate parities and Taylor rule deviations," Empirical Economics, Springer, vol. 63(4), pages 1809-1835, October.
    57. Rickard Sandberg, 2015. "M-estimator based unit root tests in the ESTAR framework," Statistical Papers, Springer, vol. 56(4), pages 1115-1135, November.
    58. Tsangyao Chang & Hsu-Ling Chang & Ken Hung & Chi-Wei Su, 2012. "Nonlinear adjustment to purchasing power parity for Germany's real exchange rate relative to its major trading partners," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 197-202, February.
    59. Oluwasola E Omoju & Jinkai Li & Jin Zhang & Abdul Rauf & Victor Edem Sosoo, 2020. "Implications of shocks in energy consumption for energy policy in sub-Saharan Africa," Energy & Environment, , vol. 31(6), pages 1077-1097, September.
    60. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
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    62. Lucchetti, Riccardo & Palomba, Giulio, 2009. "Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity," Economic Modelling, Elsevier, vol. 26(3), pages 659-667, May.
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    700. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
    701. Zhang, Lingxiang, 2013. "Revisiting the empirics of inflation in China: A smooth transition error correction approach," Economics Letters, Elsevier, vol. 119(1), pages 68-71.
    702. S. M. Woahid Murad & Mohammad Amzad Hossain, 2018. "The ASEAN experience of the purchasing power parity theory," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-10, December.
    703. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers 202093, University of Pretoria, Department of Economics.
    704. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2023. "Human capital and energy consumption: Six centuries of evidence from the United Kingdom," Energy Economics, Elsevier, vol. 117(C).
    705. Md. Monirul Islam & Kazi Sohag & Faheem ur Rehman, 2022. "Do Geopolitical Tensions and Economic Policy Uncertainties Reorient Mineral Imports in the USA? A Fat-Tailed Data Analysis Using Novel Quantile Approaches," Mathematics, MDPI, vol. 11(1), pages 1-25, December.
    706. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2016. "Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500," Journal of Financial Stability, Elsevier, vol. 24(C), pages 61-70.
    707. George Kapetanios & Yongcheol Shin, 2003. "GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks," Edinburgh School of Economics Discussion Paper Series 108, Edinburgh School of Economics, University of Edinburgh.
    708. Brian Francis & Sunday Iyare, 2006. "Do exchange rates in caribbean and latin american countries exhibit nonlinearities?," Economics Bulletin, AccessEcon, vol. 6(14), pages 1-20.
    709. Wang Kun & An Na, 2016. "A Nonlinear Empirical Test on the Stochastic Convergence of Economic Growth: A Case Study of East Asian Economic Community," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(10), pages 103-109, October.
    710. Liung shi Ding & Tuck cheong Tang, 2017. "‘Net Errors and Omissions' of Balance of Payments and Its Sustainability: A Survey of Literature," Economics Bulletin, AccessEcon, vol. 37(4), pages 2753-2766.
    711. He, Huizhen & Chang, Tsangyao, 2013. "Purchasing power parity in transition countries: Sequential panel selection method," Economic Modelling, Elsevier, vol. 35(C), pages 604-609.
    712. De Vita, Glauco & Trachanas, Emmanouil, 2016. "‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)," Energy Economics, Elsevier, vol. 56(C), pages 150-160.
    713. Christos Emmanouilides & Panos Fousekis, 2009. "Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States," Economics Bulletin, AccessEcon, vol. 29(1), pages 182-189.
    714. Christina Anderl & Guglielmo Maria Caporale, 2021. "Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 937-959, August.
    715. Assaf, Ata, 2018. "Testing for bubbles in the art markets: An empirical investigation," Economic Modelling, Elsevier, vol. 68(C), pages 340-355.
    716. Frederique Bec & Alain Guay, 2020. "A Simple Unit Root Test Consistent Against Any Stationary Alternative," Working Papers 20-20, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    717. Aviral Tiwari, 2014. "Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(2), pages 681-695, March.
    718. Juan Carlos Cuestas & Luis A. Gil-Alana, 2009. "Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe," NBS Discussion Papers in Economics 2009/6, Economics, Nottingham Business School, Nottingham Trent University.
    719. Mark J. Holmes & Ping Wang, 2008. "Real Convergence and Regime-Switching Among EU Accession Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 6(1), pages 9-27.
    720. Yau, Hwey-Yun & Nieh, Chien-Chung, 2009. "Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan," Japan and the World Economy, Elsevier, vol. 21(3), pages 292-300, August.
    721. Martin B. Schmidt, 2021. "On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids," Empirical Economics, Springer, vol. 61(6), pages 3419-3443, December.
    722. Juan Carlos Cuestas & Barry Harrison, 2008. "Testing for stationarity of inflation in Central and Eastern European Countries," NBS Discussion Papers in Economics 2008/13, Economics, Nottingham Business School, Nottingham Trent University.
    723. Gülsüm AKARSU & Reyhan CAFRI & Hanife BIDIRDI, 2019. "Are Public-Private Components of Health Care Expenditures Converging Among OECD Countries? Evidence from a Nonlinear Panel Unit Root TestAbstract: Many countries devote an increasing proportion of the," Sosyoekonomi Journal, Sosyoekonomi Society.
    724. Kao, Yu-Sheng & Chuang, Hwei-Lin & Ku, Yu-Cheng, 2020. "The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    725. Durmuş Çağrı Yıldırım & Seda Yıldırım & Seyfettin Erdoğan & Işıl Demirtaş & Gualter Couto & Rui Alexandre Castanho, 2021. "Time-Varying Convergences of Environmental Footprint Levels between European Countries," Energies, MDPI, vol. 14(7), pages 1-15, March.
    726. Ozturk, Ilhan & Kalyoncu, Huseyin, 2007. "Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test," MPRA Paper 9635, University Library of Munich, Germany.
    727. Kisswani, Khalid/ M. & Nusair, Salah/ A., 2011. "Non-linear convergence in Asian interest rates and inflation rates," MPRA Paper 34179, University Library of Munich, Germany.
    728. Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010. "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP) dp-444, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    729. Kim, Bong-Han & Kim, Hong-Kee & Oh, Keun-Yeob, 2009. "The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach," Economic Modelling, Elsevier, vol. 26(1), pages 96-106, January.
    730. Shahbaz, Muhammad & Omay, Tolga & Roubaud, David, 2019. "Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward," MPRA Paper 92176, University Library of Munich, Germany, revised 11 Feb 2019.
    731. Liu, Yan & Chang, Hsu-Ling & Su, Chi-Wei, 2013. "Do real interest rates converge across East Asian countries based on China?," Economic Modelling, Elsevier, vol. 31(C), pages 467-473.
    732. Adewuyi, Adeolu O. & Ogebe, Joseph O., 2019. "The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)," Economic Modelling, Elsevier, vol. 82(C), pages 229-249.
    733. Njindan Iyke, Bernard, 2015. "Asymmetries, Structural Breaks, and Nonlinear Persistence: Evidence and Implications for Uncovering the Energy-Growth Nexus in Selected African Countries," MPRA Paper 67163, University Library of Munich, Germany.
    734. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
    735. Chi Lau & Ka Fung & Lee Pugalis, 2014. "Is health care expenditure across Europe converging? Findings from the application of a nonlinear panel unit root test," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 137-156, December.
    736. Lior Gallo, 2023. "Electricity Intensity Convergence in the OECD Countries," Bank of Israel Working Papers 2023.10, Bank of Israel.

  11. Andy Snell & Ian Tonks, 2003. "A theoretical analysis of institutional investors' trading costs in auction and dealer markets," Economic Journal, Royal Economic Society, vol. 113(489), pages 576-597, July.

    Cited by:

    1. Angelidis, Timotheos & Andrikopoulos, Andreas, 2010. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 214-221, June.
    2. Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2012. "A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality," Working Paper Series, Social and Economic Sciences 2012-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    3. Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012. "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, vol. 13(2), pages 202-209.
    4. Hung‐Neng Lai, 2007. "The Market Quality of Dealer versus Hybrid Markets: The Case of Moderately Liquid Securities," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 349-373, January.
    5. Isa E. Hafalir & Serkan Imisiker, 2022. "Call Auctions with Contingent Orders," Games, MDPI, vol. 13(5), pages 1-8, September.

  12. Driffill, John & Snell, Andrew, 2003. "What Moves OECD Real Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 375-402, June.

    Cited by:

    1. Herwartz, Helmut & Reimers, Hans-Eggert, 2006. "Modelling the Fisher hypothesis: World wide evidence," Economics Working Papers 2006-04, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Boewer Böwer, Uwe, 2006. "Risk Sharing, Financial integration, and "Mundell II" in the Enlarged European Union," Institute of European Studies, Working Paper Series qt2xz37086, Institute of European Studies, UC Berkeley.
    3. Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015. "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
    4. Cour-Thimann, Philippine & Pilegaard, Rasmus & Stracca, Livio, 2006. "The output gap and the real interest rate gap in the euro area, 1960-2003," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 775-790, October.
    5. Miller, Marcus & Zhang, Lei, 2007. "Fear and Market Failure: Global Imbalances and ¿Self-Insurance¿," IDB Publications (Working Papers) 1606, Inter-American Development Bank.
    6. Miller, Marcus, 2006. "Fear and Market Failure: Global Imbalances and 'Self-insurance'," CEPR Discussion Papers 6000, C.E.P.R. Discussion Papers.
    7. Marcus Miller & Lei Zhang, 2007. "Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances," Money Macro and Finance (MMF) Research Group Conference 2006 152, Money Macro and Finance Research Group.
    8. Ya-Chi Huang & Chueh-Yung Tsao, 2018. "Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 79-104, June.
    9. Helmut Herwartz & Hans-Eggert Reimers, 2006. "Panel non stationary tests of the Fisher hypothesis in a world wide context. An analysis of 114 economies during the period 1960-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    10. Mr. Ari Aisen & Mr. David Hauner, 2008. "Budget Deficits and Interest Rates: A Fresh Perspective," IMF Working Papers 2008/042, International Monetary Fund.
    11. Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit, 2010. "Does Real Interest Rate Parity Hold For Oecd Countries? New Evidence Using Panel Stationarity Tests With Cross‐Section Dependence And Structural Breaks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(5), pages 568-590, November.

  13. Snell, Andy, 1998. "Testing for r versus r-1 cointegrating vectors," Journal of Econometrics, Elsevier, vol. 88(1), pages 151-191, November.
    See citations under working paper version above.
  14. Snell, Andy & Tonks, Ian, 1998. "Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 5(1), pages 1-25, January.

    Cited by:

    1. George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.
    2. Hansch, Oliver, 2004. "The cross-sectional determinants of inventory control and the subtle effects of ADRs," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1915-1933, August.
    3. Levin, Eric J. & Wright, Robert E., 2004. "Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 1-19, February.
    4. Menyah, Kojo & Paudyal, Krishna, 2000. "The components of bid-ask spreads on the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1767-1785, November.
    5. Victoria Saporta & Giorgio Trebeschi & Anne Vila, 1999. "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England.
    6. John Board & Charles Sutcliffe & Anne Vila, 2000. "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(3), pages 259-276, September.
    7. Naik, Narayan Y. & Yadav, Pradeep K., 2003. "Do dealer firms manage inventory on a stock-by-stock or a portfolio basis?," Journal of Financial Economics, Elsevier, vol. 69(2), pages 325-353, August.
    8. Hatch, Brian C. & Johnson, Shane A., 2002. "The impact of specialist firm acquisitions on market quality," Journal of Financial Economics, Elsevier, vol. 66(1), pages 139-167, October.
    9. Imen Kouki & Mahfuzul Haque, 2009. "Tunisian Dealer Behaviour in FX Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 265-287, September.
    10. Zhu, Mei & Chiarella, Carl & He, Xue-Zhong & Wang, Duo, 2009. "Does the market maker stabilize the market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3164-3180.
    11. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, September.

  15. Lockwood, Ben & Philippopoulos, Apostolis & Snell, Andy, 1996. "Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence," Economic Journal, Royal Economic Society, vol. 106(437), pages 894-911, July.

    Cited by:

    1. Massimo Antonini & Kevin Lee & Jacinta Pires, 2013. "Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 277-298, March.
    2. Angelopoulos, Konstantinos & Economides, George & Kammas, Pantelis, 2009. "Do political incentives matter for tax policies? Ideology, opportunism and the tax structure," SIRE Discussion Papers 2009-09, Scottish Institute for Research in Economics (SIRE).
    3. Dilla, Diana, 2017. "Staatsverschuldung und Verschuldungsmentalität [Public Debt and Debt Mentality]," MPRA Paper 79432, University Library of Munich, Germany.
    4. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2005. "Electoral Uncertainty, Fiscal Policy and Macroeconomic Fluctuations," CESifo Working Paper Series 1593, CESifo.
    5. Alexia Prskawetz & Gustav Feichtinger & Mikulàš Luptàčik, 1998. "The accomplishment of the Maastricht criteria with respect to initial debt," Journal of Economics, Springer, vol. 68(2), pages 93-110, June.
    6. Konstantinos Angelopoulos & George Economides, 2008. "Fiscal policy, rent seeking, and growth under electoral uncertainty: theory and evidence from the OECD," Canadian Journal of Economics, Canadian Economics Association, vol. 41(4), pages 1375-1405, November.
    7. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
    8. Jim Malley & Apostolis Philippopoulos, 2000. "Economic Growth and Endogenous Fiscal Policy: In Search of a Data Consistent General Equilibrium Model," CESifo Working Paper Series 235, CESifo.
    9. Keshab BHATTARAI, 2008. "Bargaining, Coalitions, Signalling and Repeated Games for Economic Development and Poverty Alleviation," EcoMod2008 23800012, EcoMod.
    10. Fredrik Carlsen, 2006. "Election cycles, party ideology and incumbent popularity: theory and evidence for OECD economies," Working Paper Series 7906, Department of Economics, Norwegian University of Science and Technology.
    11. Lockwood, Ben & Philippopoulos, Apostolis & Tzavalis, Elias, 2001. "Fiscal policy and politics: theory and evidence from Greece 1960-1997," Economic Modelling, Elsevier, vol. 18(2), pages 253-268, April.
    12. Blume Lorenz & Döring Thomas & Voigt Stefan, 2008. "Fiskalische Effekte der Kommunalverfassungsreformen der 1990er Jahre in Deutschland / Reforming Local Constitutions in Germany during the 1990s – Their Fiscal Effects," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(4), pages 317-344, August.
    13. George Economides & Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2003. "Electoral Uncertainty, Fiscal Policies & Growth: Theory and Evidence from Germany, the UK and the US," CESifo Working Paper Series 1072, CESifo.
    14. George Economides & Apostolis Philippopoulos & Simon Price, 2002. "Elections, Fiscal Policy and Growth: Revisiting the Mechanism," CESifo Working Paper Series 691, CESifo.
    15. Alan Booth, 2003. "New revisionists and the Keynesian era: an expanding consensus?," Economic History Review, Economic History Society, vol. 56(1), pages 125-130, February.
    16. Jens Peter Siebel & Athanassios Pitsoulis, 2011. "Four Budget Deficit Theories in One Model," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center, vol. 11(1), pages 25-32, Summer.
    17. Goeminne Stijn & Smolders Carine, 2010. "Strategic Use of Debt in Flemish Municipalities," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-31, July.
    18. Malley, Jim & Philippopoulos, Apostolis & Economides, George, 2002. "Testing for tax smoothing in a general equilibrium model of growth," European Journal of Political Economy, Elsevier, vol. 18(2), pages 301-315, June.
    19. Di Bartolomeo Giovanni & Di Pietro Marco & Semmler Willi, 2017. "Public debt stabilization: The relevance of policymakers’ time horizons," wp.comunite 00135, Department of Communication, University of Teramo.
    20. George Economides & Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2003. "Electoral Uncertainty, Fiscal Policies and Growth: Theory and Evidence from Germany, the UK and the US," Working Papers 2003_16, Business School - Economics, University of Glasgow.
    21. Massimo Antonini & Kevin Lee & Jacinta Pires, 2011. "Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in Ten EU Countries," Discussion Papers 11/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    22. Jim Malley & Apostolis Philippopoulos, 1999. "A note on testing for tax-smoothing in general equilibrium," Working Papers 1999_17, Business School - Economics, University of Glasgow.
    23. Ivan Matalík & Michal Slavík, 2005. "Debt Management in the Czech Republic (formation in the 1990s and the current state)," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(1), pages 33-50.
    24. Price, Simon, 1997. "Political Business Cycles and Macroeconomic Credibility: A Survey," Public Choice, Springer, vol. 92(3-4), pages 407-427, September.
    25. Pitsoulis, Athanassios & Siebel, Jens Peter, 2009. "Zur politischen Ökonomie von Defiziten und Kapitalsteuerwettbewerb," Discourses in Social Market Economy 2009-13, OrdnungsPolitisches Portal (OPO).
    26. Konstantinos Angelopoulos & George Economides, 2005. "Rent Seeking, Policy and Growth under Electoral Uncertainty: Theory and Evidence," DEGIT Conference Papers c010_029, DEGIT, Dynamics, Economic Growth, and International Trade.
    27. Jens Peter Siebel & Athanassios Pitsoulis, 2011. "Four Budget Deficit Theories in One Model," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center, vol. 11(2), pages 25-32, Fall.
    28. Economides, George & Philippopoulos, Apostolis & Price, Simon, 2003. "How elections affect fiscal policy and growth: revisiting the mechanism," European Journal of Political Economy, Elsevier, vol. 19(4), pages 777-792, November.

  16. Snell, Andy, 1996. "A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies," Economics Letters, Elsevier, vol. 51(2), pages 225-231, May.

    Cited by:

    1. Goldman Elena & Tsurumi Hiroki, 2005. "Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-38, June.
    2. Holmes, Mark J., 2005. "New Evidence on Long-Run Output Convergence Among Latin American Countries," Journal of Applied Economics, Universidad del CEMA, vol. 8(2), pages 1-21, November.
    3. Mark J. Holmes & Arthur Grimes, 2005. "Is there long-run convergence of regional house prices in the UK?," Working Papers 05_11, Motu Economic and Public Policy Research.
    4. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
    5. Mark J. Holmes, 2005. "Is Long-Run Output Convergence Associated With International Cooperation? Some New Evidence For Selected African Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 30(2), pages 67-85, December.
    6. Pedauga, Luis Enrique & Noguera, Carlos, 2006. "Presión en el mercado cambiario para el caso venezolano (1984-2003)," MPRA Paper 14294, University Library of Munich, Germany.
    7. Sulistiadi Dono Iskandar, 2016. "The Existence of Long-Run PPP: A Comparison between Developed and Developing Countries," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 62, pages 88-97, August.
    8. Mark J. Holmes & Arthur Grimes, 2008. "Is There Long-run Convergence among Regional House Prices in the UK?," Urban Studies, Urban Studies Journal Limited, vol. 45(8), pages 1531-1544, July.
    9. Mark Holmes, 2000. "The Velocity of Circulation: Some new evidence on international integration," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(4), pages 449-459.

  17. Pierse, R. G. & Snell, A. J., 1995. "Temporal aggregation and the power of tests for a unit root," Journal of Econometrics, Elsevier, vol. 65(2), pages 333-345, February.

    Cited by:

    1. Francesco Pastore, 2010. "Assessing the impact of incomes policy: the Italian experience," International Journal of Manpower, Emerald Group Publishing Limited, vol. 31(7), pages 793-817, October.
    2. Maria Nikoloudaki & Dikaios Tserkezos, 2008. "Temporal Aggregation Effects in Choosing the Optimal Lag Order in Stable ARMA Models: Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics.
    3. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
    4. Sarah M. Lein & Thomas Maag, 2011. "The Formation Of Inflation Perceptions: Some Empirical Facts For European Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(2), pages 155-188, May.
    5. Dimitris Christopoulos & EFthymios Tsionas, 2003. "A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests," International Economic Journal, Taylor & Francis Journals, vol. 17(3), pages 39-54.
    6. Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
    7. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, University Library of Munich, Germany.
    8. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March.
    9. Andros Gregoriou, 2010. "Corporate Valuation and Dividends: UK Evidence from Panel Unit Root and Cointegration Tests," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(1), pages 15-22, March.
    10. Richard Heaney, 1998. "A Test of the cost‐of‐carry relationship using the London Metal Exchange lead contract," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(2), pages 177-200, April.
    11. Agnès Bénassy‐Quéré & Sophie Béreau & Valérie Mignon, 2009. "Robust Estimations Of Equilibrium Exchange Rates Within The G20: A Panel Beer Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(5), pages 608-633, November.
    12. Deleersnyder, B. & Geyskens, I. & Gielens, K. & Dekimpe, M.G., 2002. "How Cannibalistic is the Internet Channel?," ERIM Report Series Research in Management ERS-2002-22-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    13. Valerie Grossman & Enrique Martínez García & Efthymios Pavlidis, 2017. "Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices," Globalization Institute Working Papers 325, Federal Reserve Bank of Dallas.
    14. Canning, David, 1999. "Infrastructure's contribution to aggregate output," Policy Research Working Paper Series 2246, The World Bank.
    15. Tilak Abeysinghe & Gulasekaran Rajaguru, 2004. "Temporal aggregation, causality distortions and a sign rule," Econometric Society 2004 Australasian Meetings 73, Econometric Society.
    16. Deleersnyder, B. & Geyskens, I. & Gielens, K.J.P. & Dekimpe, M.G., 2002. "How cannibalistic is the internet channel? A study of the newspaper industry in the United Kingdom and the Netherlands," Other publications TiSEM 16dcb25c-7ea9-4c75-bdf6-5, Tilburg University, School of Economics and Management.
    17. Nicholas Apergis & Ioannis Filippidis & Claire Economidou, 2007. "Financial Deepening and Economic Growth Linkages: A Panel Data Analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 143(1), pages 179-198, April.
    18. Adel A. Al-Sharkas & Marwan Al-Zoubi, 2011. "Stock Prices and Inflation: Evidence from Jordan, Saudi Arabia, Kuwait, and Morocco," Working Papers 653, Economic Research Forum, revised 12 Jan 2011.
    19. Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
    20. James Alm & Abel Embaye, 2013. "Using Dynamic Panel Methods to Estimate Shadow Economies Around the World, 1984-2006," Working Papers 1303, Tulane University, Department of Economics.
    21. Dimitris K. Christopoulos & John Loizides & Efthymios G. Tsionas, 2009. "Electoral Motives, Partisan Motives And Dynamic Optimality With Many Taxes: An International Investigation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(1), pages 94-113, February.
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    Cited by:

    1. H. Henry Cao & Martin D. D. Evans & Richard K. Lyons, 2017. "Inventory Information," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 9, pages 363-413, World Scientific Publishing Co. Pte. Ltd..
    2. Levin, Eric J. & Wright, Robert E., 2004. "Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 1-19, February.
    3. Menyah, Kojo & Paudyal, Krishna, 2000. "The components of bid-ask spreads on the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1767-1785, November.
    4. Victoria Saporta & Giorgio Trebeschi & Anne Vila, 1999. "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England.
    5. Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
    6. John Board & Charles Sutcliffe & Anne Vila, 2000. "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(3), pages 259-276, September.
    7. Snell, Andy & Tonks, Ian, 1996. "Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks," LSE Research Online Documents on Economics 119167, London School of Economics and Political Science, LSE Library.
    8. Vitale, Paolo, 1998. "Two months in the life of several gilt-edged market makers on the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 299-324, December.
    9. Cooney, John Jr. & Sias, Richard W., 2004. "Informed trading and order type," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1711-1743, July.
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    11. Andy Snell & Ian Tonks, 1996. "Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks," FMG Discussion Papers dp242, Financial Markets Group.
    12. Snell, Andy & Tonks, Ian, 1998. "Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 5(1), pages 1-25, January.
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    14. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, September.

  19. Landesmann, M & Snell, A, 1993. "Structural Shifts in the Manufacturing Export Performance of OECD Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 149-162, April-Jun.
    See citations under working paper version above.
  20. Landesmann, Michael & Snell, Andrew, 1989. "The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports," Economic Journal, Royal Economic Society, vol. 99(394), pages 1-27, March.
    See citations under working paper version above.

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