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Citations for "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?"

by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt

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  1. Babula, Ronald A. & Price, Gregory K., 2012. "New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 372-388.
  2. Ulrich Fritsche & Vladimir Kuzin, 2007. "Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis," Discussion Papers of DIW Berlin 667, DIW Berlin, German Institute for Economic Research.
  3. Gustavsson, Magnus & Österholm, Pär, 2012. "Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data," Economics Letters, Elsevier, vol. 116(3), pages 408-410.
  4. Bruno, Giancarlo & Malgarini, Marco, 2002. "An Indicator of Economic Sentiment for the Italian Economy," MPRA Paper 42331, University Library of Munich, Germany.
  5. Graham M. Voss & M. Chaban, 2012. "National and Provincial Inflation in Canada: Experiences under Inflation Targeting," Department Discussion Papers 1201, Department of Economics, University of Victoria.
  6. Lau, Evan & Lee, Koon Po, 2007. "Interdependence of Income between China and ASEAN-5 Countries," MPRA Paper 2231, University Library of Munich, Germany.
  7. Hondroyiannis, George & Papapetrou, Evangelia, 1998. "Temporal causality and the inflation-productivity relationship: Evidence from eight low inflation OECD countries," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 117-135.
  8. Ahamada Ibrahim, 2004. "A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate," Economics Bulletin, AccessEcon, vol. 3(4), pages 1-5.
  9. Boutabba, Mohamed Amine & Beaumais, Olivier & Lardic, Sandrine, 2012. "Permit price dynamics in the U.S. SO2 trading program: A cointegration approach," Energy Economics, Elsevier, vol. 34(3), pages 714-722.
  10. Mupondwa, Edmund K., 2005. "Induced Technological Change in Canadian Agriculture Field Crops - Canola and Wheat: 1926-2003," 2005 Annual meeting, July 24-27, Providence, RI 19333, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  11. Joseph DeJuan & Marc Tomljanovich, 2005. "Income convergence across Canadian provinces in the 20th century: Almost but not quite there," The Annals of Regional Science, Springer, vol. 39(3), pages 567-592, 09.
  12. Cavicchioli, Daniele, 2010. "Detecting Market Power Along Food Supply Chains: Evidence From the Fluid Milk Sector in Italy," 116th Seminar, October 27-30, 2010, Parma, Italy, European Association of Agricultural Economists 94991, European Association of Agricultural Economists.
  13. Sahbi FARHANI, 2012. "Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 246-266.
  14. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.
  15. Jan Willem van den End, 2011. "Statistical evidence on the mean reversion of interest rates," DNB Working Papers, Netherlands Central Bank, Research Department 284, Netherlands Central Bank, Research Department.
  16. 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.
  17. Peter Wilson & Keen Meng Choy, 2006. "Prospects For Enhanced Exchange Rate Cooperation In East Asia : Some Preliminary Findings From Generalized Ppp Theory," Macroeconomics Working Papers 22585, East Asian Bureau of Economic Research.
  18. Su Zhou, 1998. "Exchange rate systems and linkages in the pacific basin," Atlantic Economic Journal, International Atlantic Economic Society, vol. 26(1), pages 66-84, March.
  19. Yuan, Jia-Hai & Kang, Jian-Gang & Zhao, Chang-Hong & Hu, Zhao-Guang, 2008. "Energy consumption and economic growth: Evidence from China at both aggregated and disaggregated levels," Energy Economics, Elsevier, vol. 30(6), pages 3077-3094, November.
  20. De-Chih Liu, 2014. "Labor-Force Participation Rates and the Informational Value of Unemployment Rates in US: Evidence from Regional Data," Social Indicators Research, Springer, vol. 116(2), pages 447-455, April.
  21. Hyun Jin & Darren Frechette, 2004. "A new t-test for the R/S analysis and long memory in agricultural commodity prices," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 661-667.
  22. Myers, Robert J. & Jayne, Thomas S., 1997. "Regime shifts and technology diffusion in crop yield growth paths with an application to maize yields in Zimbabwe," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, Australian Agricultural and Resource Economics Society, vol. 41(3), September.
  23. Serra, Teresa & Zilberman, David & Gil, Jose Maria & Goodwin, Barry K., 2008. "Nonlinearities in the US corn-ethanol-oil price system," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6512, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  24. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, 2006. "A simple, robust and powerful test of the trend hypothesis," Discussion Papers 06/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  25. Olesen, Jan Overgaard & Risager, Ole, 2000. "On The Predictability Of The Danish Equity Premium," Working Papers 05-2001, Copenhagen Business School, Department of Economics.
  26. Patel, Urjit R. & Srivastava, Pradeep, 1996. "Macroeconomic policy and output comovement: The formal and informal sectors in India," World Development, Elsevier, vol. 24(12), pages 1915-1923, December.
  27. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada 10, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  28. Hakan M. Berument & Zulal S Denaux & Yeliz Yalcin, 2012. "How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey," Economics Bulletin, AccessEcon, vol. 32(1), pages 295-305.
  29. Blecker, Robert A., 2009. "External Shocks, Structural Change, and Economic Growth in Mexico, 1979-2007," World Development, Elsevier, vol. 37(7), pages 1274-1284, July.
  30. Muhammad, Shahbaz & Qazi Muhammad Adnan, Hye & Aviral Kumar, Tiwari, 2013. "Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions, in Indonesia," MPRA Paper 43272, University Library of Munich, Germany, revised 10 Dec 2012.
  31. Koustas, Zisimos & Serletis, Apostolos, 1999. "On the Fisher effect," Journal of Monetary Economics, Elsevier, vol. 44(1), pages 105-130, August.
  32. Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011. "Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea," Energy Economics, Elsevier, vol. 33(5), pages 975-986, September.
  33. Thomas Barnay & Olivier Damette, 2012. "What drives Health Care Expenditure in France since 1950? A time-series study with structural breaks and nonlinearity approaches," TEPP Working Paper, TEPP 2012-01, TEPP.
  34. Kandil, Magda & Mirzaie, Aghdas, 2002. "Exchange rate fluctuations and disaggregated economic activity in the US: theory and evidence," Journal of International Money and Finance, Elsevier, vol. 21(1), pages 1-31, February.
  35. Olga Efimova & Apostolos Serletis, 2014. "Energy Markets Volatility Modelling using GARCH," Working Papers 2014-39, Department of Economics, University of Calgary, revised 24 Feb 2014.
  36. Choudhry Taufiq, 2002. "Financial Innovations And Demand For United States M1 And M2 Components," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(1), pages 73-93.
  37. Forni, Mario, 2002. "Using Stationarity Tests in Antitrust Market Definition," CEPR Discussion Papers 3236, C.E.P.R. Discussion Papers.
  38. Simón Sosvilla-Rivero & Javier Alonso Meseguer, . "Estimación de una función de producción MRW para la Economía Española, 1910-1995," Studies on the Spanish Economy 197, FEDEA.
  39. Laura Mayoral, 2006. "Further Evidence on the Statistical Properties of Real GNP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 901-920, December.
  40. Fischer, Christian & Gil-Alana, Luis A., 2007. "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Discussion Papers 57033, University of Bonn, Institute for Food and Resource Economics.
  41. Rui Pascoal, 2012. "Macroeconomic Factors of Household Default. Is There Myopic Behaviour?," GEMF Working Papers 2012-20, GEMF - Faculdade de Economia, Universidade de Coimbra.
  42. Marta Simões & João Sousa Andrade & Adelaide Duarte, 2013. "A Regional Perspective on Inequality and Growth in Portugal Using Panel Cointegration Analysis," GEMF Working Papers 2013-13, GEMF - Faculdade de Economia, Universidade de Coimbra.
  43. Sáenz Rodríguez, Estela & Sabaté Sort, Marcela & Gadea Rivas, María Dolores, 2009. "La medición del riesgo externo. Un estudio aplicado al caso español en el periodo 1960-2000/The Measurement of External Risk. An Applied Study to the Spanish Case in the Period 1960-2000," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 27, pages 575 (16 Pág, Agosto.
  44. Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009. "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers 200922, University of Pretoria, Department of Economics.
  45. Apostolos Serletis & Periklis Gogas, 2013. "Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions," Working Papers 2013-02, Department of Economics, University of Calgary.
  46. María Dolores Gadea & Laura Mayoral, 2006. "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  47. El Montasser, Ghassen, 2012. "The seasonal KPSS Test: some extensions and further results," MPRA Paper 45110, University Library of Munich, Germany, revised 04 Mar 2014.
  48. Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.
  49. R. Velazquez & Noriega & A., 2004. "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004, Society for Computational Economics 282, Society for Computational Economics.
  50. Sari, Ramazan & Ewing, Bradley T. & Soytas, Ugur, 2008. "The relationship between disaggregate energy consumption and industrial production in the United States: An ARDL approach," Energy Economics, Elsevier, vol. 30(5), pages 2302-2313, September.
  51. Zhijie Xiao & Luiz Renato Lima, 2007. "Testing Covariance Stationarity," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 26(6), pages 643-667.
  52. Hanan Naser, 2014. "Oil Market, Nuclear Energy Consumption and Economic Growth: Evidence from Emerging Economies," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 4(2), pages 288-296.
  53. Bakhshi, Hasan & Ben Martin & Tony Yates, 2002. "How uncertain are the welfare costs of inflation?," Royal Economic Society Annual Conference 2002, Royal Economic Society 12, Royal Economic Society.
  54. Busetti, F. & Harvey, A., 2008. "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics 0841, Faculty of Economics, University of Cambridge.
  55. Mousumi Bhattacharya, 2012. "Foreign Investment Inflows And Industrial Sector Growth In India- An Empirical Study," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(14), pages 17.
  56. Garry MacDonald & Sandra Hopkins, 2002. "Unit root properties of OECD health care expenditure and GDP data," Health Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 371-376.
  57. Gomez, Miguel I. & Koerner, Julia, 2009. "Do retail coffee prices increase faster than they fall? Asymmetric price transmission in France, Germany and the United States," Working Papers 55930, Cornell University, Department of Applied Economics and Management.
  58. Robert A. Blecker, 2007. "The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(4), pages 491-517.
  59. Pierre Perron & Tomoyoshi Yabu, 2005. "Estimating Deterministric Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2005-037, Boston University - Department of Economics.
  60. Ingo Fender, 2000. "The impact of corporate risk management on monetary policy transmission: some empirical evidence," BIS Working Papers 95, Bank for International Settlements.
  61. Han, Heejoon & Park, Joon Y., 2006. "Time series properties of ARCH processes with persistent covariates," MPRA Paper 5199, University Library of Munich, Germany.
  62. Bouoiyour, Jamal & REY, Serge, 2005. "Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The case of Morocco," MPRA Paper 38643, University Library of Munich, Germany.
  63. Sandro Sapio, 2004. "Market Design, Bidding Rules, and Long Memory in Electricity Prices," LEM Papers Series 2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  64. Weber, Sascha A. & Salamon, Petra & Hansen, Heiko, 2012. "Volatile world market prices for dairy products - how do they affect domestic price formation: The German cheese market," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists 122542, European Association of Agricultural Economists.
  65. Koustas, Zisimos & Serletis, Apostolos, 2005. "Rational bubbles or persistent deviations from market fundamentals?," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2523-2539, October.
  66. Mehrotra, Aaron N., 2007. "Exchange and interest rate channels during a deflationary era--Evidence from Japan, Hong Kong and China," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 188-210, March.
  67. Calza, Alessandro & Gartner, Christine & Sousa, João, 2001. "Modelling the demand for loans to the private sector in the euro area," Working Paper Series 0055, European Central Bank.
  68. Rob J. Hyndman & Yeasmin Khandakar, . "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, American Statistical Association, American Statistical Association, vol. 27(i03).
  69. Belke, Ansgar & Dobnik, Frauke & Dreger, Christian, 2011. "Energy consumption and economic growth: New insights into the cointegration relationship," Energy Economics, Elsevier, vol. 33(5), pages 782-789, September.
  70. Michelle Chan & Silvia Matos, 2011. "Changes In Brazilian Inflationpersistence," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 040, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  71. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  72. Kuo, Biing-Shen & Mikkola, Anne, 1999. "Re-examining long-run purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 251-266, February.
  73. Shamim Ahmed & M. Golam Mortaza, 2010. "Inflation and Economic Growth in Bangladesh: 1981-2005," Working Papers id:3033, eSocialSciences.
  74. Fabio C. Bagliano & Claudio Morana, 2012. "Macro-Finance Interactions in the US: A Global Perspective," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum.
  75. Rubaszek, Michał, 2008. "Economic convergence and the fundamental equilibrium exchange rate in Poland," MPRA Paper 12910, University Library of Munich, Germany.
  76. Huang, Wen-Hsiu & Chao, Ming-Che, 2012. "The effects of oil prices on the price indices in Taiwan: International or domestic oil prices matter?," Energy Policy, Elsevier, vol. 45(C), pages 730-738.
  77. Narayan, Paresh Kumar & Popp, Stephan, 2011. "An application of a new seasonal unit root test to inflation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 707-716, October.
  78. Jiang, Xiaoquan & Lee, Bong-Soo, 2007. "Stock returns, dividend yield, and book-to-market ratio," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 455-475, February.
  79. Rui Menezes & Andreia Dioniso, 2011. "Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks," Papers 1101.4093, arXiv.org.
  80. Pandey, Alok Kumar & Dixit, Annapurna, 2011. "Inequality, Decomposition of Inequality and Stationarity of State Domestic Product: An Empirical Evidence from Twenty Indian States," MPRA Paper 54237, University Library of Munich, Germany.
  81. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
  82. Casarin, Ariel A. & Delfino, Maria Eugenia, 2011. "Price freezes, durables, and residential electricity demand. Evidence from Greater Buenos Aires," Energy Economics, Elsevier, vol. 33(5), pages 859-869, September.
  83. Ben Kaabia, Monia & Gil, Jose Maria & Chebbi, Houssem Eddine, 2005. "Macroeconomics and Agriculture in Tunisia," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24597, European Association of Agricultural Economists.
  84. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  85. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance, EconWPA 0308003, EconWPA.
  86. Steland, Ansgar, 2005. "On detection of unit roots generalizing the classic Dickey-Fuller approach," Technical Reports 2005,09, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  87. Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
  88. Shin, Jongtae & Shin, Hyun, 2013. "Institutional ownership and technological relatedness: A test of endogeneity," Journal of Business Research, Elsevier, vol. 66(11), pages 2279-2286.
  89. Lizardo, Radhamés A. & Mollick, André V., 2009. "Do foreign purchases of U.S. stocks help the U.S. stock market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 969-986, December.
  90. Phengpis, Chanwit & Nguyen, Vanthuan, 2009. "Policy coordination and risk premium in foreign exchange markets for major EU currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 47-62, February.
  91. Bakis, Ozan & Karanfil, Fatih & Polat, Sezgin, 2012. "Interactions between bank behavior and financial structure: evidence from a developing country," GIAM Working Papers, Galatasaray University Economic Research Center 12-1, Galatasaray University Economic Research Center.
  92. Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez, 2011. "Choques, instituciones laborales y desempleo en Colombia," BORRADORES DE ECONOMIA 009154, BANCO DE LA REPÚBLICA.
  93. Jonathan Dark, 2004. "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 5/04, Monash University, Department of Econometrics and Business Statistics.
  94. Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-063, New York University, Leonard N. Stern School of Business-.
  95. Grethe, Harald & Siddig, Khalid H.A. & Goetz, Linde & Ihle, Rico, 2012. "How Do World Agricultural Commodity Price Spikes Affect The Income Distribution In Israel?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012, German Association of Agricultural Economists (GEWISOLA) 137154, German Association of Agricultural Economists (GEWISOLA).
  96. Stern, David I., 2000. "A multivariate cointegration analysis of the role of energy in the US macroeconomy," Energy Economics, Elsevier, vol. 22(2), pages 267-283, April.
  97. Makrydakis, S. & Tzavalis, E. & Balfoussias, A., 1996. "Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece," Discussion Papers 9601, Exeter University, Department of Economics.
  98. Kovacevic, Raimund M. & Paraschiv, Florentina, 2012. "Medium-term Planning for Thermal Electricity Production," Working Papers on Finance 1220, University of St. Gallen, School of Finance.
  99. Chun-Ping Chang & Chien-Chiang Lee & Meng-Chi Hsieh, 2011. "Globalization, Real Output and Multiple Structural Breaks," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 40(4), pages 421-444, December.
  100. César Calderón & Roberto Duncan, 2003. "Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile," Working Papers Central Bank of Chile 215, Central Bank of Chile.
  101. Ringlund, Guro Bornes & Rosendahl, Knut Einar & Skjerpen, Terje, 2008. "Does oilrig activity react to oil price changes An empirical investigation," Energy Economics, Elsevier, vol. 30(2), pages 371-396, March.
  102. Bohl, Martin T., 2000. "Nonstationary stochastic seasonality and the German M2 money demand function," European Economic Review, Elsevier, vol. 44(1), pages 61-70, January.
  103. Chih-kai Chang & Tsangyao Chang, 2012. "Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function," Economics Bulletin, AccessEcon, vol. 32(1), pages 538-550.
  104. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
  105. George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  106. Francis Teal & Markus Eberhardt, 2010. "Productivity Analysis in Global Manufacturing Production," Economics Series Working Papers 515, University of Oxford, Department of Economics.
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  109. Ata Assaf, 2006. "Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 283-294, November.
  110. Md. Habibur Rahman, 2009. "Relative Effectiveness of Monetary and Fiscal Policies on Output Growth in Bangladesh: A VAR Approach," Working Papers id:2100, eSocialSciences.
  111. Dankenbring, Henning, 1998. "Volatility estimates of the short term interest rate with an application to German data," SFB 373 Discussion Papers 1998,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  112. Serra, Teresa & Zilberman, David, 2009. "Price volatility in ethanol markets," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists 49940, International Association of Agricultural Economists.
  113. Sukar, Abdul-Hamid & Hassan, Seid, 2001. "US exports and time-varying volatility of real exchange rate," Global Finance Journal, Elsevier, vol. 12(1), pages 109-119.
  114. John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1997. "Stochastic Long Memory in Traded Goods Prices," Boston College Working Papers in Economics 349., Boston College Department of Economics.
  115. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
  116. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," BORRADORES DE ECONOMIA 009286, BANCO DE LA REPÚBLICA.
  117. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics, EconWPA 9502005, EconWPA.
  118. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2010. "Long-run relations in european electricity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 25(5), pages 805-832.
  119. Loy, Jens-Peter & Pieniadz, Agata, 2009. "Optimal Grain Marketing Revisited: A German and Polish Perspective," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists 51058, International Association of Agricultural Economists.
  120. Subir Sen, 2008. "An Analysis of Life Insurance Demand Determinants for Selected Asian Economies and India," Finance Working Papers 22512, East Asian Bureau of Economic Research.
  121. M. Yazgan & Hakan Yilmazkuday, 2009. "Okun’s convergence within the US," Letters in Spatial and Resource Sciences, Springer, vol. 2(2), pages 109-122, October.
  122. Marouane ALAYA (GREThA-GRES) & Dalila NICET-CHENAF (GREThA-GRES) & Eric ROUGIER (GREThA-GRES), 2007. "FDI Promotion policies and dynamic of growth in the South East Mediterranean countries (In French)," Cahiers du GRES, Groupement de Recherches Economiques et Sociales 2007-13, Groupement de Recherches Economiques et Sociales.
  123. Belton Fleisher & Haizheng Li & Min Qiang Zhao, 2007. "Human Capital, Economic Growth, and Regional Inequality in China," William Davidson Institute Working Papers Series wp857, William Davidson Institute at the University of Michigan.
  124. Maghyereh, A., 2004. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 1(2), pages 27-40.
  125. Pieroni, Luca & Lanari, Donatella & Salmasi, Luca, 2010. "Food Prices and Overweight Patterns in Italy," MPRA Paper 23744, University Library of Munich, Germany.
  126. H. Youn Kim & Junsoo Lee, 2001. "Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 16(1), pages 41-57.
  127. Heyer, E. & Le Bihan, H. & Lerais, F., 1999. "Relation de Phillips, boucle prix-salaire : une estimation par la méthode de Johansen," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 1999-01, Observatoire Francais des Conjonctures Economiques (OFCE).
  128. Péter Farkas, 2013. "Counting Process Generated by Boundary-crossing Events. Theory and Statistical Applications," CEU Working Papers, Department of Economics, Central European University 2013_4, Department of Economics, Central European University.
  129. Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance, EconWPA 0305011, EconWPA.
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  1601. Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana, 2005. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 63-96, January.
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  1631. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 207-218.
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  1635. Søren Ravn & Morten Spange, 2014. "The Effects of Fiscal Policy in a Small Open Economy with a Fixed Exchange Rate," Open Economies Review, Springer, vol. 25(3), pages 451-476, July.
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  1637. A.E.Akinlo, 2012. "Financial Development and the Velocity of Money in Nigeria: An Empirical Analysis," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(2), pages 097-113, December.
  1638. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2009. "Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation," Working Papers, School Of Economics, University College Dublin 200901, School Of Economics, University College Dublin.
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    [Education and Economic Growth in Morocco: short-term or long term relationship?]
    ," MPRA Paper 29162, University Library of Munich, Germany.
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  1644. Kunieda, Takuma & Shibata, Akihisa, 2011. "Collateral Constraints and Legal Protection of Lenders: A Macroeconomic Perspective," MPRA Paper 35356, University Library of Munich, Germany.
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  1650. Christopher F. Baum, 2004. "Topics in time series regression modeling," United Kingdom Stata Users' Group Meetings 2004, Stata Users Group 7, Stata Users Group, revised 26 Jul 2004.
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  1655. Subir Sen, 2008. "An Analysis Of Life Insurance Demand Determinants For Selected Asian Economies And India," Working Papers 2008-036, Madras School of Economics,Chennai,India.
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  1658. Ketenci, Natalya, 2014. "The Effect of the European Union Customs Union on the Balance of Trade in Turkey," MPRA Paper 54662, University Library of Munich, Germany.
  1659. Yongkul Won & Frank S.T. Hsiao & Doo Yong Yang, 2008. "FDI Inflows, Exports and Economic Growth in First and Second Generation ANIEs : Panel Data Causality Analyses," Trade Working Papers 21939, East Asian Bureau of Economic Research.
  1660. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003 101, Money Macro and Finance Research Group.
  1661. De Siano, Rita & D'Uva, Marcella, 2009. "Regional convergence in Italy: time series approaches," MPRA Paper 20397, University Library of Munich, Germany.
  1662. Hamizun Ismail & Ahmad Baharumshah, 2008. "Malaysia’s current account deficits: an intertemporal optimization perspective," Empirical Economics, Springer, vol. 35(3), pages 569-590, November.
  1663. Martin Schmidt, 2011. "Institutional Change and Factor Movement in Major League Baseball: An Examination of the Coase Theorem’s Invariance Principle," Review of Industrial Organization, Springer, vol. 39(3), pages 187-205, November.
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  1665. Gaffeo, Edoardo & Canzian, Giulia, 2011. "The psychology of inflation, monetary policy and macroeconomic instability," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 660-670.
  1666. Veysel Avsar & Kemal Turkcan, 2013. "Exchange Rate Volatility and U.S. Auto-Industry Exports: A Panel Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 772 - 787.
  1667. Hadri, Kaddour & Kurozumi, Eiji, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series 7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University.
  1668. Markus Jäntti & Stephen Jenkins, 2010. "The impact of macroeconomic conditions on income inequality," Journal of Economic Inequality, Springer, vol. 8(2), pages 221-240, June.
  1669. Jean-Francois Hoarau, 2010. "Does long-run purchasing power parity hold in Eastern and Southern African countries? Evidence from panel data stationary tests with multiple structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 307-315.
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  1671. Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007. "Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence," IREA Working Papers 200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
  1672. Köhler, Matthias, 2005. "International Capital Mobility and Current Account Targeting in Central and Eastern European Countries," ZEW Discussion Papers 05-51, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  1673. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers, Trinity College Dublin, Department of Economics tep200615, Trinity College Dublin, Department of Economics.
  1674. Shabbir Ahmad & Abdul Rashid, 2008. "Non-linear PPP in South Asia and China," Economics Bulletin, AccessEcon, vol. 6(17), pages 1-6.
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  1677. Rahul Verma & Priti Verma, 2005. "Do Emerging Equity Markets Respond Symmetrically to US Market Upturns and Downturns? Evidence from Latin America," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 4(3), pages 193-208, December.
  1678. Aliyu, Shehu Usman Rano, 2011. "Reactions of stock market to monetary policy shocks during the global financial crisis: the Nigerian case," MPRA Paper 35581, University Library of Munich, Germany, revised 28 Dec 2011.
  1679. Lizardo, Radhamés A. & Mollick, André V., 2010. "Oil price fluctuations and U.S. dollar exchange rates," Energy Economics, Elsevier, vol. 32(2), pages 399-408, March.
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  1682. Martin Schmidt, 2009. "The nonlinear behavior of competition: the impact of talent compression on competition," Journal of Population Economics, Springer, vol. 22(1), pages 57-74, January.
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  1685. Michael Frenkel & Isabell Koske, 2012. "Are the Real Exchange Rates of the New EU Member Countries in Line with Fundamentals? – Implications of the NATREX Approach," 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. 232(2), pages 129-145, March.
  1686. Vishal Jaunky, 2013. "Democracy and economic growth in Sub-Saharan Africa: a panel data approach," Empirical Economics, Springer, vol. 45(2), pages 987-1008, October.
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  1688. Algirdas Bartkus, 2013. "On Future Pensions From The Second Pillar Pension Funds," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 4(1).
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  1691. Brunhart, Andreas, 2012. "Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series," MPRA Paper 44628, University Library of Munich, Germany.
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    [The Determinants of National Savings in Greece during the period 1990-2
    ," MPRA Paper 56773, University Library of Munich, Germany.
  1706. GHARTEY, Edward E., 2010. "Government Expenditures And Revenues Causation: Some Caribbean Empirical Evidence," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
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  1710. Slade, Margaret E., 2001. "Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments," Journal of Environmental Economics and Management, Elsevier, vol. 41(2), pages 193-233, March.
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