- Erwin Bulte & John A. List & Mark C. Strazicich, 2007.
"Regulatory Federalism And The Distribution Of Air Pollutant Emissions,"
Journal of Regional Science,
Blackwell Publishing, vol. 47(1), pages 155-178.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006.
"Non-renewable resource prices: Deterministic or stochastic trends?,"
Journal of Environmental Economics and Management,
Elsevier, vol. 51(3), pages 354-370, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Strazicich, Mark C. & Lee, Junsoo & Day, Edward, 2004.
"Are incomes converging among OECD countries? Time series evidence with two structural breaks,"
Journal of Macroeconomics,
Elsevier, vol. 26(1), pages 131-145, March.
[Downloadable!] (restricted)
Cited by:
- Gomes, F. A. R. & Silva, C. G., 2007.
"Hysteresis vs. NAIRU and Convergence vs. Divergence: The behavior of regional unemployment rates in Brazil,"
Ibmec Working Papers
wpe_71, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach,"
Faculty Working Papers
01/03, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions: - John Dawson & Steven Millsaps & Mark Strazicich, 2004.
"Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987,"
Working Papers
04-04, Department of Economics, Appalachian State University, revised 2005.
[Downloadable!]
- Fábio Augusto Reis Gomes & Cleomar Gomes da Silva, 2006.
"Hysteresis Vs. Nairu And Convergence Vs. Divergence: The Behavior Of Regional Unemployment Rates In Brazil,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
161, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
- John W. Dawson & Mark C. Strazicich, 2006.
"Time Series Tests of Income Convergence with Two Structural Breaks: An Update and Extension,"
Working Papers
06-01, Department of Economics, Appalachian State University.
[Downloadable!]
- Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008.
"Panel Data Stochastic Convergence Analysis of the Mexican Regions,"
IREA Working Papers
200805, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008.
[Downloadable!]
Other versions: - John W. Dawson & Amit Sen, 2005.
"New Evidence on the Convergence of International Income from a Group of 29 Countries,"
Working Papers
05-22, Department of Economics, Appalachian State University.
[Downloadable!]
Other versions: - Arielle Beyaert, 2004.
"Fractional Output Convergence, with an Application to Nine Developed Countries,"
Econometric Society 2004 Australasian Meetings
280, Econometric Society.
[Downloadable!]
- Brittle, Shane, 2009.
"Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia,"
Economics Working Papers
wp09-10, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
- Verma, R. & Wilson, E.J., 2005.
"A Multivariate Analysis of Savings, Investment, and Growth in India,"
Economics Working Papers
wp05-24, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
- Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Working Papers
2007_21, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions:- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Cardiff Economics Working Papers
E2007/26, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009.
"Do real interest rates converge? Evidence from the European union,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 19(3), pages 447-460, July.
[Downloadable!] (restricted)
- Gomes, Fábio A. R. & Franchini, Douglas de S., 2008.
"The Stationarity of Consumption–Income Ratios: Evidence from South American Countries,"
Ibmec Working Papers
wpe_121, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
- Juncal Cuñado & Fernando Perez de Gracia, 2006.
"Real convergence in some Central and Eastern European countries,"
Applied Economics,
Taylor and Francis Journals, vol. 38(20), pages 2433-2441, November.
[Downloadable!] (restricted)
- Verma, R. & Wilson, E.J., 2005.
"Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001,"
Economics Working Papers
wp05-23, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
- Michael L. Nieswiadomy & Mark C. Strazicich, 2004.
"Are Political Freedoms Converging?,"
Economic Inquiry,
Oxford University Press, vol. 42(2), pages 323-340, April.
[Downloadable!] (restricted)
Cited by:
- Martin Gassebner & Michael J. Lamla & James Raymond Vreeland, 2009.
"Extreme Bounds of Democracy,"
KOF Working papers
09-224, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
- Aidt, T.S. & Gassebner, M., 2007.
"Do Autocratic States Trade Less?,"
Cambridge Working Papers in Economics
0742, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: - John Dawson & Amit Sen, 2007.
"New evidence on the convergence of international income from a group of 29 countries,"
Empirical Economics,
Springer, vol. 33(2), pages 199-230, September.
[Downloadable!] (restricted)
Other versions: - Marco Barassi & Matthew Cole & Robert Elliott, 2008.
"Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence,"
Environmental & Resource Economics,
European Association of Environmental and Resource Economists, vol. 40(1), pages 121-137, May.
[Downloadable!] (restricted)
- Juncal Cuñado & Fernando Perez de Gracia, 2006.
"Real convergence in some Central and Eastern European countries,"
Applied Economics,
Taylor and Francis Journals, vol. 38(20), pages 2433-2441, November.
[Downloadable!] (restricted)
- Junsoo Lee & Mark C. Strazicich, 2003.
"Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks,"
The Review of Economics and Statistics,
MIT Press, vol. 85(4), pages 1082-1089, 07.
[Downloadable!] (restricted)
Cited by:
- Paresh Kumar Narayan & Russell Smyth, .
"Are Shocks To Energy Consumption Permanent Or Temporary? Evidence From 182 Countries,"
Monash Economics Working Papers
2005-06, Monash University, Department of Economics.
[Downloadable!]
Other versions: - Paresh Kumar Narayan & Russell Smyth, 2005.
"Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 15(8), pages 547-556, May.
[Downloadable!] (restricted)
- António Afonso & Christophe Rault, 2007.
"What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
Working Papers
2007/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
- Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2005.
"Is there a Natural Rate of Crime?,"
Monash Economics Working Papers
18/05, Monash University, Department of Economics.
[Downloadable!]
- John Dawson & Steven Millsaps & Mark Strazicich, 2004.
"Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987,"
Working Papers
04-04, Department of Economics, Appalachian State University, revised 2005.
[Downloadable!]
- Olivier Darné & Amélie Charles, 2009.
"Large shocks in U.S. macroeconomic time series: 1860–1988,"
Working Papers
hal-00422502_v1, HAL.
[Downloadable!]
- Ang, James & Madsen, Jakob, 2009.
"Can Second-Generation Endogenous Growth Models Explain The Productivity Trends and Knowledge Production In the Asian Miracle Economies?,"
MPRA Paper
17543, University Library of Munich, Germany.
[Downloadable!]
- Ang, James, 2009.
"Financial Reforms, Patent Protection and Knowledge Accumulation in India,"
MPRA Paper
17656, University Library of Munich, Germany.
[Downloadable!]
- Bastos, Fabiano & Angelo Divino, Jose, 2009.
"Exchange rate and output fluctuations in the small open economy of Mauritius,"
Policy Research Working Paper Series
5065, The World Bank.
[Downloadable!]
- John W. Dawson, 2005.
"Regulation and the Macroeconomy,"
Working Papers
05-16, Department of Economics, Appalachian State University.
[Downloadable!]
Other versions:- John W. Dawson, 2007.
"Regulation and the Macroeconomy,"
Kyklos,
Blackwell Publishing, vol. 60(1), pages 15-36, 02.
[Downloadable!] (restricted)
- John W. Dawson & John Seater, 2002.
"Regulation and the Macroeconomy,"
Working Papers
02-07, Department of Economics, Appalachian State University.
- Joseph P. Byrne & Roger Perman, 2006.
"Unit Roots and Structural Breaks: A Survey of the Literature,"
Working Papers
2006_10, Department of Economics, University of Glasgow.
[Downloadable!]
- Gebhard Kirchgässner & Silika Prohl, 2008.
"Sustainability of Swiss Fiscal Policy,"
Swiss Journal of Economics and Statistics (SJES),
Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 57-83, March.
[Downloadable!]
Other versions: - Minoas Koukouritakis & Nikolaos Giannellis, .
"Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate,"
Working Papers
0901, University of Crete, Department of Economics.
[Downloadable!]
- N. Vasudeva Murthy, 2009.
"The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis,"
Journal of Economics and Finance,
Springer, vol. 33(2), pages 176-188, April.
[Downloadable!] (restricted)
- Chien-Chiang Lee & Chun-Ping Chang, 2007.
"Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks,"
Economics Bulletin,
Economics Bulletin, vol. 3(23), pages 1-15.
[Downloadable!]
- Svetlana Maslyuk & Russell Smyth, 2007.
"Unit Root Properties of Crude Oil Spot and Futures Prices,"
Monash Economics Working Papers
40/07, Monash University, Department of Economics.
[Downloadable!]
Other versions: - Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007.
"Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment,"
Working Papers
2007_13, Department of Economics, University of Glasgow.
[Downloadable!]
- António Afonso & Christophe Rault, 2007.
"What do we really know about fiscal sustainability in the EU? A panel data diagnostic,"
Working Papers
hal-00322091_v1, HAL.
[Downloadable!]
Other versions: - Marcos José Dal Bianco, 2008.
"Argentinean real exchange rate 1900-2006, test purchasing power parity theory,"
Estudios de Economia,
University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
[Downloadable!]
- Meng-Shiuh Chang & Teng-Yuan Hu, 2006.
"Scale of variance, unit of data and the power of unit root tests under structural changes -- a strategy for analysing Nelson--Plosser data,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 13(1), pages 51-56, January.
[Downloadable!] (restricted)
- Hooi Hooi Lean & Russell Smyth, 2006.
"Asian Financial Crisis, Avian Flu And Terrorist Threats: Are Shocks To Malaysian Tourist Arrivals Permanent Or Transitory?,"
Monash Economics Working Papers
11/06, Monash University, Department of Economics.
[Downloadable!]
- Verma, R. & Wilson, E.J., 2005.
"A Multivariate Analysis of Savings, Investment, and Growth in India,"
Economics Working Papers
wp05-24, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
- Paresh Kumar Narayan & Stephan Popp, 2009.
"A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time,"
Economics Series
2009_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
[Downloadable!]
- Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka, 2008.
"Monetary Factors and Inflation in Japan,"
CEPR Discussion Papers
6650, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka, 2008.
"Monetary factors and inflation in Japan,"
Journal of the Japanese and International Economies,
Elsevier, vol. 22(3), pages 343-363, September.
[Downloadable!] (restricted)
- Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka, 2007.
"Monetary Factors and Inflation in Japan,"
Working Papers
2007-13, Swiss National Bank.
[Downloadable!]
- Arghyrou, Michael G & Gadea, Maria Dolores, 2008.
"The single monetary policy and domestic macro-fundamentals: Evidence from Spain,"
Cardiff Economics Working Papers
E2008/23, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
- John W. Dawson & Steven W. Millsaps & Mark C. Strazicich, 2007.
"Trend breaks and non-stationarity in the Yugoslav black market for dollars, 1974--1987,"
Applied Economics,
Taylor and Francis Journals, vol. 39(1), pages 43-51, January.
[Downloadable!] (restricted)
- Mita Bhattacharya & Paresh K. Narayan & Stephen Popp & Badri N. Rath, 2009.
"The Productivity-Wage And Productivityemployment Nexus - A Panel Data Analysis Of Indian Manufacturing,"
Development Research Unit Working Paper Series
07-09, Monash University, Department of Economics.
[Downloadable!]
- Paresh Kumar Narayan, 2006.
"Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India,"
Applied Economics,
Taylor and Francis Journals, vol. 38(1), pages 63-70, January.
[Downloadable!] (restricted)
- Verma, R. & Wilson, E.J., 2005.
"Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001,"
Economics Working Papers
wp05-23, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
- ALTINAY, Galip, 2005.
"Structural Breaks in Long-Term Turkish Macroeconomic Data,1923-2003,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 5(4).
[Downloadable!]
- Paresh Kumar Narayan, 2006.
"Are Australia's tourism markets converging?,"
Applied Economics,
Taylor and Francis Journals, vol. 38(10), pages 1153-1162, June.
[Downloadable!] (restricted)
- J. Anchieta Neves & Leandro Stocco & Sergio Da Silva, 2008.
"Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity,"
Economics Bulletin,
Economics Bulletin, vol. 6(29), pages 1-13.
[Downloadable!]
- Jewell, Todd & Lee, Junsoo & Tieslau, Margie & Strazicich, Mark C., 2003.
"Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks,"
Journal of Health Economics,
Elsevier, vol. 22(2), pages 313-323, March.
[Downloadable!] (restricted)
Cited by:
- Jochen Hartwig, 2006.
"What Drives Health Care Expenditure? Baumol’s Model of ‘Unbalanced Growth’ Revisited,"
KOF Working papers
06-133, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Other versions: - Pammolli, Fabio & Riccaboni, Massimo & Magazzini, Laura, 2008.
"The Sustainability of European Health Care Systems: Beyond Income and Ageing,"
MPRA Paper
16026, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Dreger, Christian & Reimers, Hans-Eggert, 2005.
"Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis,"
IZA Discussion Papers
1469, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: - Roel van Elk & Esther Mot & Philip Hans Franses, 2009.
"Modelling health care expenditures,"
CPB Discussion Papers
121, CPB Netherlands Bureau for Economic Policy Analysis.
[Downloadable!]
- Elisa Tosetti & Francesco Moscone, 2007.
"Health Expenditure and Income in the United States,"
Discussion Papers in Economics
07/14, Department of Economics, University of Leicester.
[Downloadable!]
- Chien-Chiang Lee & Chun-Ping Chang, 2007.
"Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks,"
Economics Bulletin,
Economics Bulletin, vol. 3(23), pages 1-15.
[Downloadable!]
- Badi H. Baltagi & Francesco Moscone, 2009.
"Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data,"
Discussion Papers in Economics
09/5, Department of Economics, University of Leicester.
[Downloadable!]
- Costa-Font, J & Gemmill, M & Rubert, G, 2009.
"Re-visiting the Health Care Luxury Good Hypothesis: Aggregation, Precision, and Publication Biases?,"
Health, Econometrics and Data Group (HEDG) Working Papers
09/02, HEDG, c/o Department of Economics, University of York.
[Downloadable!]
Other versions: - Anurag Sharma & Preety Ramful, 2008.
"Does disaggregation affect the relationship between health care expenditure and GDP? An analysis using regime shifts,"
Centre for Health Economics Research Papers
27/08, Monash University, Centre for Health Economics.
[Downloadable!]
- Andrew Hallett & Christian Richter, 2006.
"Measuring the Degree of Convergence among European Business Cycles,"
Computational Economics,
Springer, vol. 27(2), pages 229-259, May.
[Downloadable!] (restricted)
- Andrew Hughes Hallett & Christian Richter, 2006.
"Is the convergence of business cycles a global or regional issue? The UK, US and Euroland,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 11(3), pages 177-194.
[Downloadable!]
- Paresh Kumar Narayan & Seema Narayan, 2008.
"The role of permanent and transitory shocks in explaining international health expenditures,"
Health Economics,
John Wiley & Sons, Ltd., vol. 17(10), pages 1171-1186.
[Downloadable!]
- Joan Costa Font & Jordi Pons Novell, 2005.
"Public Health Expenditure and Spatial Interactions in a Decentralized National Health System,"
Working Papers in Economics
139, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: - Zijun Wang & Andrew J. Rettenmaier, 2007.
"A note on cointegration of health expenditures and income,"
Health Economics,
John Wiley & Sons, Ltd., vol. 16(6), pages 559-578.
[Downloadable!]
- Paresh Kumar Narayan, 2006.
"Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India,"
Applied Economics,
Taylor and Francis Journals, vol. 38(1), pages 63-70, January.
[Downloadable!] (restricted)
- Paresh Kumar Narayan, 2006.
"Are Australia's tourism markets converging?,"
Applied Economics,
Taylor and Francis Journals, vol. 38(10), pages 1153-1162, June.
[Downloadable!] (restricted)
- Chakroun, Mohamed, 2009.
"Health care expenditure and GDP: An international panel smooth transition approach,"
MPRA Paper
14322, University Library of Munich, Germany.
[Downloadable!]
- Lee, Junsoo & Strazicich, Mark, 2001.
"Testing the Null of Stationarity in the Presence of a Structural Break,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 8(6), pages 377-82, June.
[Downloadable!] (restricted)
Cited by:
- Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!]
Other versions: - Josep Carrion-i-Silvestre & Andreu Sansó, 2006.
"A guide to the computation of stationarity tests,"
Empirical Economics,
Springer, vol. 31(2), pages 433-448, June.
[Downloadable!] (restricted)
- Julien Chevallier & Emilie Alberola, 2009.
"Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market,"
Working Papers
halshs-00388071_v1, HAL.
[Downloadable!]
- Kaddour Hadri & Yao Rao, 2006.
"Panel Stationarity Test with Structural Breaks,"
Research Papers
200615, University of Liverpool Management School.
[Downloadable!]
Other versions: - Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003.
"Breaking the panels. An application to the GDP per capita,"
Working Papers in Economics
97, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: - Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005.
"Testing the Null of Cointegration with Structural Breaks,"
DEA Working Papers
10, Universitat de les Illes Balears, Departament d'Economía Aplicada.
[Downloadable!]
Other versions: - Emilie Alberola & Julien Pierre Chevallier, 2007.
"European carbon prices and banking restrictions: evidence from phase I (2005-2007),"
EconomiX Working Papers
2007-32, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Other versions: - Ralf Brüggemann, 2006.
"Sources of German unemployment: a structural vector error correction analysis,"
Empirical Economics,
Springer, vol. 31(2), pages 409-431, June.
[Downloadable!] (restricted)
Other versions: - Imed Drine & Christophe Rault, 2005.
"Testing for inflation convergence between the Euro Zone and its CEE partners,"
William Davidson Institute Working Papers Series
wp768, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
- Josep Carrion-i-Silvestre & Andreu Sansó, 2007.
"The KPSS test with two structural breaks,"
Spanish Economic Review,
Springer, vol. 9(2), pages 105-127, June.
[Downloadable!] (restricted)
Other versions:
- Alan Bartley, William & Lee, Junsoo & Strazicich, Mark C., 2001.
"Testing the null of cointegration in the presence of a structural break,"
Economics Letters,
Elsevier, vol. 73(3), pages 315-323, December.
[Downloadable!] (restricted)
Cited by:
- Westerlund, Joakim, 2005.
"Testing for Panel Cointegration with Multiple Structural Breaks,"
Working Papers
2005:12, Lund University, Department of Economics.
- Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!]
Other versions: - Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003.
"Breaking the panels. An application to the GDP per capita,"
Working Papers in Economics
97, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: - Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005.
"Testing the Null of Cointegration with Structural Breaks,"
DEA Working Papers
10, Universitat de les Illes Balears, Departament d'Economía Aplicada.
[Downloadable!]
Other versions: - Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006.
"Cointegration in Panel Data with Breaks and Cross-Section Dependence,"
Economics Working Papers
ECO2006/5, European University Institute.
[Downloadable!]
- Gluschenko, Konstantin, 2004.
"Nonlinearly testing for a unit root in the presence of a break in the mean,"
MPRA Paper
678, University Library of Munich, Germany, revised Sep 2005.
[Downloadable!]
- Anindya Banerjee & Josep Lluís, 2006.
"Cointegration in panel data with breaks and cross-section dependence,"
Working Paper Series
591, European Central Bank.
[Downloadable!]
- Lee, Junsoo & Strazicich, Mark C, 2001.
" Break Point Estimation and Spurious Rejections with Endogenous Unit Root Tests,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 63(5), pages 535-58, December.
[Downloadable!] (restricted)
Cited by:
- Junsoo Lee & Mark C. Strazicich, 2004.
"Minimum LM Unit Root Test with One Structural Break,"
Working Papers
04-17, Department of Economics, Appalachian State University.
[Downloadable!]
- Gomes, F. A. R. & Silva, C. G., 2007.
"Hysteresis vs. NAIRU and Convergence vs. Divergence: The behavior of regional unemployment rates in Brazil,"
Ibmec Working Papers
wpe_71, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
- Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2005.
"Is there a Natural Rate of Crime?,"
Monash Economics Working Papers
18/05, Monash University, Department of Economics.
[Downloadable!]
- John Dawson & Steven Millsaps & Mark Strazicich, 2004.
"Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987,"
Working Papers
04-04, Department of Economics, Appalachian State University, revised 2005.
[Downloadable!]
- Olivier Darné & Amélie Charles, 2009.
"Large shocks in U.S. macroeconomic time series: 1860–1988,"
Working Papers
hal-00422502_v1, HAL.
[Downloadable!]
- Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005.
"The empirics of the Solow growth model: Long-term evidence,"
Journal of Applied Economics,
Universidad del CEMA, vol. 0, pages 31-51, May.
[Downloadable!]
Other versions: - Chanwit Phengpis, 2006.
"Are emerging stock market price indices really stationary?,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 16(13), pages 931-939, September.
[Downloadable!] (restricted)
- Paresh Kumar Narayan & Stephan Popp, 2009.
"A Nonlinear Approach to Testing the Unit Root Null Hypothesis: An Application to International Health Expenditures,"
Economics Series
2009_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
[Downloadable!]
- Bastos, Fabiano & Angelo Divino, Jose, 2009.
"Exchange rate and output fluctuations in the small open economy of Mauritius,"
Policy Research Working Paper Series
5065, The World Bank.
[Downloadable!]
- John W. Dawson, 2005.
"Regulation and the Macroeconomy,"
Working Papers
05-16, Department of Economics, Appalachian State University.
[Downloadable!]
Other versions:- John W. Dawson, 2007.
"Regulation and the Macroeconomy,"
Kyklos,
Blackwell Publishing, vol. 60(1), pages 15-36, 02.
[Downloadable!] (restricted)
- John W. Dawson & John Seater, 2002.
"Regulation and the Macroeconomy,"
Working Papers
02-07, Department of Economics, Appalachian State University.
- Fábio Augusto Reis Gomes & Cleomar Gomes da Silva, 2006.
"Hysteresis Vs. Nairu And Convergence Vs. Divergence: The Behavior Of Regional Unemployment Rates In Brazil,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
161, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
- Svetlana Maslyuk & Russell Smyth, 2007.
"Unit Root Properties of Crude Oil Spot and Futures Prices,"
Monash Economics Working Papers
40/07, Monash University, Department of Economics.
[Downloadable!]
Other versions: - John W. Dawson & Mark C. Strazicich, 2006.
"Time Series Tests of Income Convergence with Two Structural Breaks: An Update and Extension,"
Working Papers
06-01, Department of Economics, Appalachian State University.
[Downloadable!]
- Marcos José Dal Bianco, 2008.
"Argentinean real exchange rate 1900-2006, test purchasing power parity theory,"
Estudios de Economia,
University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
[Downloadable!]
- Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007.
"How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption,"
Working Papers
0720, Hong Kong Monetary Authority.
[Downloadable!]
- Meng-Shiuh Chang & Teng-Yuan Hu, 2006.
"Scale of variance, unit of data and the power of unit root tests under structural changes -- a strategy for analysing Nelson--Plosser data,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 13(1), pages 51-56, January.
[Downloadable!] (restricted)
- Junsoo Lee & John A. List & Mark Strazicich, 2005.
"Nonrenewable Resource Prices: Deterministic or Stochastic Trends?,"
NBER Working Papers
11487, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006.
"Non-renewable resource prices: Deterministic or stochastic trends?,"
Journal of Environmental Economics and Management,
Elsevier, vol. 51(3), pages 354-370, May.
[Downloadable!] (restricted)
- Junsoo Lee & John A. List & Mark C. Strazicich, 2005.
"Nonrenewable Resource Prices: Deterministic or Stochastic Trends?,"
Working Papers
05-20, Department of Economics, Appalachian State University.
- Stephan Popp, 2008.
"A Nonlinear Unit Root Test in the Presence of an Unknown Break,"
Ruhr Economic Papers
0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
- Paresh Kumar Narayan & Stephan Popp, 2009.
"A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time,"
Economics Series
2009_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
[Downloadable!]
- Westerlund, Joakim & Edgerton , David, 2006.
"New Improved Tests for Cointegration with Structural Breaks,"
Working Papers
2006:3, Lund University, Department of Economics.
Other versions: - Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Working Papers
2007_21, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions:- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Cardiff Economics Working Papers
E2007/26, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009.
"Do real interest rates converge? Evidence from the European union,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 19(3), pages 447-460, July.
[Downloadable!] (restricted)
- Luis C. Nunes, 2004.
"LM-Type tests for a Unit Root Allowing for a Break in Trend,"
Econometric Society 2004 Australasian Meetings
190, Econometric Society.
[Downloadable!]
- Aitor Ciarreta Antuñano & Ainhoa Zarraga Alonso, 2007.
"Electricity consumption and economic growth: evidence from Spain,"
BILTOKI
200701, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
- Singh, Prakash & Pandey, Manoj K., 2009.
"Structural break, stability and demand for money in India,"
MPRA Paper
15425, University Library of Munich, Germany.
[Downloadable!]
- Juncal Cuñado & Fernando Perez de Gracia, 2006.
"Real convergence in some Central and Eastern European countries,"
Applied Economics,
Taylor and Francis Journals, vol. 38(20), pages 2433-2441, November.
[Downloadable!] (restricted)
- Paresh Kumar Narayan, 2006.
"Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India,"
Applied Economics,
Taylor and Francis Journals, vol. 38(1), pages 63-70, January.
[Downloadable!] (restricted)
- ALTINAY, Galip, 2005.
"Structural Breaks in Long-Term Turkish Macroeconomic Data,1923-2003,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 5(4).
[Downloadable!]
- Paresh Kumar Narayan, 2006.
"Are Australia's tourism markets converging?,"
Applied Economics,
Taylor and Francis Journals, vol. 38(10), pages 1153-1162, June.
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