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Citations for "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time"

by Markku Lanne & Helmut Lutkepohl & Pentti Saikkonen

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  1. Koi Nyen Wong & Tuck Cheong Tang, 2009. "Exchange rate variability and the export demand for Malaysia's semiconductors: an empirical study," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(6), pages 695-706.
  2. Herrala, Risto, 2014. "Forward-looking reaction to bank regulation," Working Paper Series, European Central Bank 1645, European Central Bank.
  3. Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
  4. He, Changli & Sandberg, Rickard, 2005. "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," Working Paper Series in Economics and Finance 582, Stockholm School of Economics.
  5. Andrew Coleman & John Landon-Lane, 2007. "Housing Markets and Migration in New Zealand, 1962-2006," Reserve Bank of New Zealand Discussion Paper Series DP2007/12, Reserve Bank of New Zealand.
  6. Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo Group Munich.
  7. BAAK, SaangJoon, 2008. "The bilateral real exchange rates and trade between China and the U.S," China Economic Review, Elsevier, Elsevier, vol. 19(2), pages 117-127, June.
  8. Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008. "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper 3406, University Library of Munich, Germany.
  9. Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
  10. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
  11. María Lorena Marí Del Cristo & Marta Gómez-Puig, 2013. "Pass-through in dollarized countries: should Ecuador abandon the US dollar?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(31), pages 4395-4411, November.
  12. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010. "Exports as an engine for the economic growth: the case of Romania," MPRA Paper 36581, University Library of Munich, Germany, revised 10 Feb 2012.
  13. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2008-52, Scottish Institute for Research in Economics (SIRE).
  14. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, Elsevier, vol. 25(6), pages 1261-1275, November.
  15. Tuck Cheong Tang, 2006. "Are Imports And Exports In The Oic Member Countries Cointegrated? A Reexamination," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, IIUM Journal of Economis and Management, vol. 14(1), pages 49-79, December.
  16. He, Changli & Sandberg, Rickard, 2005. "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," Working Paper Series in Economics and Finance 580, Stockholm School of Economics.
  17. Muhammad, Shahbaz & Faridul, Islam & Naveed, Aamir, 2011. "Is devaluation contractionary? empirical evidence for Pakistan," MPRA Paper 32520, University Library of Munich, Germany, revised 01 Aug 2011.
  18. Boschi, Melisso & Girardi, Alessandro, 2009. "The contribution of domestic, regional and international factors to Latin America's business cycle," MPRA Paper 28147, University Library of Munich, Germany.
  19. Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2011. "The real uncovered interest parity: The case of Canada and the USA," Journal of Policy Modeling, Elsevier, Elsevier, vol. 33(2), pages 255-267, March.
  20. Chan, Tze-Haw, 2008. "International Parities among China and Her Major Trading Partners in Asia Pacific," MPRA Paper 15504, University Library of Munich, Germany, revised 06 Apr 2009.
  21. Dumitriu, Ramona & Stefanescu, Răzvan, 2013. "Romanian current account sustainability after the adhesion to European Union," MPRA Paper 51244, University Library of Munich, Germany, revised 05 Apr 2013.
  22. Lopez, Claude, 2009. "GLS-detrending and regime-wise stationarity testing in small samples," Economics Letters, Elsevier, Elsevier, vol. 104(2), pages 99-101, August.
  23. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers, Business School - Economics, University of Glasgow 2006_10, Business School - Economics, University of Glasgow.
  24. Taipalus , Katja, 2012. "Signaling asset price bubbles with time-series methods," Research Discussion Papers, Bank of Finland 7/2012, Bank of Finland.
  25. Melisso Boschi, 2007. "Foreign capital in Latin America: A long-run structural Global VAR perspective," Economics Discussion Papers, University of Essex, Department of Economics 647, University of Essex, Department of Economics.
  26. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," KIER Working Papers, Kyoto University, Institute of Economic Research 719, Kyoto University, Institute of Economic Research.
  27. Stefanescu, Răzvan & Dumitriu, Ramona & Nistor, Costel, 2010. "Impactul investitiilor straine directe asupra exporturilor din Romania
    [Impact of the foreign direct investment on Romanian exports]
    ," MPRA Paper 36563, University Library of Munich, Germany, revised 09 Feb 2012.
  28. Lee, King Fuei, 2010. "An Empirical Study of Dividend Payout and Future Earnings in Singapore," MPRA Paper 23067, University Library of Munich, Germany.
  29. Stephan Popp, 2008. "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  30. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano, 2012. "The Sustainability of Fiscal Policy in Italy: A Long-Term Perspective," CESifo Working Paper Series 3812, CESifo Group Munich.
  31. Dumitriu Ramona & Stefanescu Razvan, 2009. "Analysis Of The Romanian Current Account Sustainability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 163-168, May.
  32. Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, Elsevier, vol. 26(5), pages 946-960, September.
  33. Tilak Abeysinghe & Gulasekaran Rajaguru, 2010. "A Gaussian Test for Cointegration," Macroeconomics Working Papers 23040, East Asian Bureau of Economic Research.
  34. Melisso Boschi & Alessandro Girardi, 2007. "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(1), pages 9-24.
  35. Livanis, Grigorios T. & Moss, Charles B., 2005. "Price Transmission and Food Scares in the U.S. Beef Sector," Working Papers, University of Florida, International Agricultural Trade and Policy Center 15662, University of Florida, International Agricultural Trade and Policy Center.
  36. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.
  37. Assaf, Ata, 2008. "Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time," International Review of Economics & Finance, Elsevier, Elsevier, vol. 17(2), pages 269-278.
  38. Andre Jungmittag & Hariolf Grupp, 2006. "Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 226(2), pages 180-207, March.
  39. Felippe Cauê Serigati & Paulo Furquim De Azevedo & Mario Antonio Margarido, 2014. "How Integrated Are The Main Markets Ofethanol?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Grad 185, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  40. Kim, Dukpa & Perron, Pierre, 2009. "Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses," Journal of Econometrics, Elsevier, Elsevier, vol. 148(1), pages 1-13, January.
  41. Kalou, Sofia & Paleologou, Suzanna-Maria, 2012. "The twin deficits hypothesis: Revisiting an EMU country," Journal of Policy Modeling, Elsevier, Elsevier, vol. 34(2), pages 230-241.
  42. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
  43. Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona, 2009. "The impact of the US stock market on the Romanian stock market in the context of the financial crisis," MPRA Paper 36862, University Library of Munich, Germany, revised 22 Feb 2012.
  44. Tiwari, Aviral, 2010. "Is trade deficit sustainable in India? An inquiry," MPRA Paper 24451, University Library of Munich, Germany.
  45. Kauko, Karlo, 2010. "The feasibility of through-the-cycle ratings," Research Discussion Papers, Bank of Finland 14/2010, Bank of Finland.