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Citations for "Testing for a unit root in variables with a double change in the mean"

by Clemente, Jesus & Montanes, Antonio & Reyes, Marcelo

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  1. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," EconomiX Working Papers 2012-1, University of Paris West - Nanterre la Défense, EconomiX.
  2. Ozdemir, Zeynel / A. & Balcilar, Mehmet & Tansel, Aysit, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," MPRA Paper 40572, University Library of Munich, Germany.
  3. Roberto Martinez Espineira, 2004. "An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques," Others, EconWPA 0410002, EconWPA.
  4. George S. Naufal & Ismail H. Genc, . "Structural Change in MENA Remittance Flows," Economics Working Papers 07-05/2013, School of Business Administration, American University of Sharjah.
  5. Costantini, Mauro & Lupi, Claudio, 2007. "An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks," Economics Letters, Elsevier, Elsevier, vol. 95(3), pages 408-414, June.
  6. Valeria Costantini & Chiara Martini, 2009. "The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data," Departmental Working Papers of Economics - University 'Roma Tre' 0102, Department of Economics - University Roma Tre.
  7. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
  8. Muhammad, Shahbaz & Ilhan, Ozturk, 2012. "Electricity consumption and economic growth causality revisited: evidence from Turkey," MPRA Paper 37637, University Library of Munich, Germany, revised 20 Mar 2012.
  9. 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.
  10. David ARISTEI & Manuela Gallo, 2012. "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, Finanza e Statistica 107/2012, Università di Perugia, Dipartimento Economia, Finanza e Statistica.
  11. 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.
  12. Shahbaz, Muhammad & Shabbir, Shahbaz Muhammad & Butt, Muhammad Sabihuddin, 2011. "Effect of financial development on agricultural growth in Pakistan: new extensions from bounds test to level relationships and granger causality tests," MPRA Paper 34162, University Library of Munich, Germany, revised 16 Oct 2011.
  13. Sbia, Rashid & Shahbaz, Muhammad & Hamdi, Helmi, 2013. "A Contribution of Foreign Direct Investment, Clean Energy, Trade Openness, Carbon Emissions and Economic Growth to Energy Demand in UAE," MPRA Paper 48675, University Library of Munich, Germany, revised 27 Jul 2013.
  14. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers, University of Connecticut, Department of Economics 2013-19, University of Connecticut, Department of Economics.
  15. Johann Burgstaller, 2005. "When and why do Austrian companies issue shares?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria 2005-03, Department of Economics, Johannes Kepler University Linz, Austria.
  16. R. Velazquez & A.E. Noriega & L.M. Soria, 2004. "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings, Econometric Society 57, Econometric Society.
  17. Jakob Madsen & Russell Smyth, 2008. "Is The Output-Capital Ratio Constant In The Very Long Run?," Development Research Unit Working Paper Series, Monash University, Department of Economics 10/08, Monash University, Department of Economics.
  18. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Regression Under Broken-Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, 09.
  19. Shahbaz, Muhammad & Farhani, Sahbi & Ozturk, Ilhan, 2013. "Coal Consumption, Industrial Production and CO2 Emissions in China and India," MPRA Paper 50618, University Library of Munich, Germany, revised 12 Oct 2013.
  20. Shahbaz, Muhammad, 2012. "Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2325-2339.
  21. Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economia Mexicana NUEVA EPOCA, , vol. 0(1), pages 29-42, January-J.
  22. Magazzino, Cosimo, 2011. "The nexus between public expenditure and inflation in the Mediterranean countries," MPRA Paper 28493, University Library of Munich, Germany.
  23. Aizenman, Joshua & Pasricha, Gurnain Kaur, 2010. "On the ease of overstating the fiscal stimulus in the US, 2008-9," Santa Cruz Department of Economics, Working Paper Series qt5rf688t2, Department of Economics, UC Santa Cruz.
  24. Muhammad Shahbaz & Ijaz Rehman & Nurul Mahdzan, 2014. "Linkages between income inequality, international remittances and economic growth in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, Springer, vol. 48(3), pages 1511-1535, May.
  25. Shahbaz Muhammad & Carlos Leitao Nuno & Salah Uddin Ghazi & Mohamed Arouri & Frederic Teulon, 2014. "Should Portuguese Economy Invest in Defense Spending? A Revisit," Working Papers 2014-380, Department of Research, Ipag Business School.
  26. Montañés, Antonio & Olmos, Lorena, 2013. "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," MPRA Paper 47633, University Library of Munich, Germany.
  27. Barbara Annicchiarico & Anna Rita Bennato & Emilio Zanetti Chini, 2014. "150 Years of Italian CO2 Emissions and Economic Growth," CEIS Research Paper 320, Tor Vergata University, CEIS, revised 31 Jul 2014.
  28. Claude Lopez & Javier Reyes, 2009. "Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(13), pages 1643-1651.
  29. Abdullah M. Noman & Sarkar Humayun Kabir & Omar K.M.R. Bashar, 2012. "Causality between stock and foreign exchange markets in Bangladesh," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 29(3), pages 174-186, August.
  30. Robert J. Sonora & Josip Tica, 2008. "Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States," EFZG Working Papers Series 0804, Faculty of Economics and Business, University of Zagreb.
  31. repec:gua:wpaper:em200501 is not listed on IDEAS
  32. Piergallini Alessandro & Postigliola Michele, 2012. "Fiscal Policy and Public Debt Dynamics in Italy, 1861-2009," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 417-440.
  33. Brittle, Shane, 2009. "Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp09-10, School of Economics, University of Wollongong, NSW, Australia.
  34. Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002, Society for Computational Economics 13, Society for Computational Economics.
  35. Alfred A. Haug, 2013. "On Real Interest Rate Persistence: The Role of Breaks," Working Papers, University of Otago, Department of Economics 1303, University of Otago, Department of Economics, revised Jan 2013.
  36. Alejandro Nin-Pratt & Bingxin Yu & Shenggen Fan, 2010. "Comparisons of agricultural productivity growth in China and India," Journal of Productivity Analysis, Springer, Springer, vol. 33(3), pages 209-223, June.
  37. Razgallah, B., 2008. "The Baumol-Balassa-Samuelson Effect Over One Century In Six Eu Countries And The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 8(1), pages 41-52.
  38. repec:hal:journl:halshs-00384496 is not listed on IDEAS
  39. Magazzino, Cosimo, 2012. "Wagner versus Keynes: Public spending and national income in Italy," Journal of Policy Modeling, Elsevier, Elsevier, vol. 34(6), pages 890-905.
  40. Aynur Pala, 2013. "Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 3(3), pages 238-246.
  41. Arnone, Marco & Romelli, Davide, 2013. "Dynamic central bank independence indices and inflation rate: A new empirical exploration," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(3), pages 385-398.
  42. Markus Brückner & Kerstin Gerling & Hans Grüner, 2010. "Wealth inequality and credit markets: evidence from three industrialized countries," Journal of Economic Growth, Springer, Springer, vol. 15(2), pages 155-176, June.
  43. Peter Dolton & Li Lin, 2011. "From Grants to Loans and Fees: The Demand for Post-Compulsory Education in England and Wales from 1955 to 2008," CEE Discussion Papers, Centre for the Economics of Education, LSE 0127, Centre for the Economics of Education, LSE.
  44. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(4), pages 321-348, December.
  45. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2005. "Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach," Working Papers in Economics 131, Universitat de Barcelona. Espai de Recerca en Economia.
  46. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics, EconWPA 0411010, EconWPA.
  47. Balla, Eliana & Carpenter, Robert E. & Robinson, Breck L., 2011. "Assessing the effectiveness of the Paulson "teaser freezer" Plan: Evidence from the ABX index," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(5), pages 392-411, September.
  48. Sebastián Saiegh, 2013. "Political institutions and sovereign borrowing: evidence from nineteenth-century Argentina," Public Choice, Springer, Springer, vol. 156(1), pages 61-75, July.
  49. Christopher F. Baum, 2004. "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics, Boston College Department of Economics 598, Boston College Department of Economics.
  50. Minoiu, Camelia & Reyes, Javier A., 2013. "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(2), pages 168-184.
  51. Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 09025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  52. Joshua Aizenman & Brian Pinto & Vladyslav Sushko, 2013. "Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute," BIS Working Papers 411, Bank for International Settlements.
  53. Thomas Gries & Tim Krieger & Daniel Meierrieks, 2009. "Causal Linkages Between Domestic Terrorism and Economic Growth," Working Papers CIE 20, University of Paderborn, CIE Center for International Economics.
  54. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
  55. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, Springer, vol. 47(2), pages 117-133, May.
  56. Haucap, Justus & Heimeshoff, Ulrich & Jovanovic, Dragan, 2012. "Competition in Germany's minute reserve power market: An econometric analysis," DICE Discussion Papers 75, Heinrich‐Heine‐Universität Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  57. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "The KPSS Test with Two Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada 13, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  58. Silver, Steven D. & Verbrugge, Randal, 2010. "Home production and endogenous economic growth," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 75(2), pages 297-312, August.
  59. Claude Lopez, 2008. "GLS-detrending and Regime-wise Stationarity Testing in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics 2008-01, University of Cincinnati, Department of Economics, revised 2008.
  60. Sbia, Rashid & Shahbaz, Muhammad, 2013. "The Weight of Economic Growth and Urbanization on Electricity Demand in UAE," MPRA Paper 47981, University Library of Munich, Germany, revised 03 Jul 2013.
  61. Kirat, Djamel & Ahamada, Ibrahim, 2011. "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, Elsevier, vol. 33(5), pages 995-1003, September.
  62. González-Val, Rafael & Marcén, Miriam, 2009. "Breaks in the Breaks: A Time-Series Analysis of Divorce Rates," MPRA Paper 14851, University Library of Munich, Germany.
  63. Mendali, Rebati & Ames, Glenn C.W. & Gunter, Lewell F., 2013. "Total Factor Productivity in Brazil’s and Argentina’s Agriculture: A Comparative Analysis," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association 143036, Southern Agricultural Economics Association.
  64. Abdul Farooq & Muhammad Shahbaz & Mohamed Arouri & Frédéric Teulon, 2014. "Does corruption impede economic growth in Pakistan ?," Working Papers 2014-364, Department of Research, Ipag Business School.
  65. Clemente, Jesus & Lanaspa, Luis & Montañés, Antonio, 2002. "The unemployment structure of the US States," ERSA conference papers ersa02p081, European Regional Science Association.
  66. Iqbal, Javed & Mehmood, Sultan, 2012. "Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan," MPRA Paper 42910, University Library of Munich, Germany, revised 04 Dec 2012.
  67. Sabate, Marcela & Gadea, Maria Dolores & Serrano, Jose Maria, 2003. "PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime," Journal of International Money and Finance, Elsevier, Elsevier, vol. 22(5), pages 613-627, October.
  68. António Afonso & João Tovar Jalles, 2011. "A Longer-run Perspective on Fiscal Sustainability," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2011/17, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  69. Mela, Giulio & Canali, Gabriele, 2012. "EU and World Agricultural Markets: Are They more Integrated after the Fischler Reform?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists 122480, European Association of Agricultural Economists.
  70. Hartwell , Christopher A., 2014. "The impact of institutional volatility on financial volatility in transition economies: a GARCH family approach," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 6/2014, Bank of Finland, Institute for Economies in Transition.
  71. Saridakis, George & Marlow, Susan & Storey, David J., 2014. "Do different factors explain male and female self-employment rates?," Journal of Business Venturing, Elsevier, vol. 29(3), pages 345-362.
  72. Wang, Sun Ling, 2010. "Is U.S. Agricultural Productivity Growth Slowing?," Amber Waves, United States Department of Agriculture, Economic Research Service, United States Department of Agriculture, Economic Research Service, September.
  73. Casarin, Ariel A. & Delfino, Maria Eugenia, 2011. "Price freezes, durables, and residential electricity demand. Evidence from Greater Buenos Aires," Energy Economics, Elsevier, Elsevier, vol. 33(5), pages 859-869, September.
  74. Berry, Brian J.L. & Okulicz-Kozaryn, Adam, 2008. "Are there ENSO signals in the macroeconomy," Ecological Economics, Elsevier, vol. 64(3), pages 625-633, January.
  75. Begoña Eguía & Cruz Echevarría, . "Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?," Studies on the Spanish Economy 11, FEDEA.
  76. Nyong, M. O. & Udah, E. B., 2012. "Industrial Time Series of Nigeria, 1970-2009: Evolution and Unit Root Testing in the Presence of Multiple Endogenous Structural Breaks," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 12(1).
  77. Mehmood, Sultan, 2013. "Terrorism and the macroeconomy: Evidence from Pakistan," MPRA Paper 44546, University Library of Munich, Germany.
  78. Marcela Sabaté Sort & María Dolores Gadea & José María Serrano, 2005. "The Spanish peseta versus the pound sterling, the French franc and the US dollar (1870--1935). A long floating experience," Applied Financial Economics Letters, Taylor and Francis Journals, Taylor and Francis Journals, vol. 1(2), pages 95-99, March.
  79. Islam, Faridul & Shahbaz, Muhammad & Rahman, Mohammad Mafizur, 2013. "Trade Openness, Financial Development Energy Use and Economic Growth in Australia:Evidence on Long Run Relation with Structural Breaks," MPRA Paper 52546, University Library of Munich, Germany, revised 28 Dec 2013.
  80. Maki, Daiki, 2009. "Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 79(5), pages 1754-1760.
  81. Thornton, John, 2008. "Inflation and inflation uncertainty in Argentina, 1810-2005," Economics Letters, Elsevier, Elsevier, vol. 98(3), pages 247-252, March.
  82. Chrigui Zouhair & Boujelbene Younes, 2009. "The Opportunities for Adopting Inflation Targeting in Tunisia: a Cointegration Study and Transmission Channels of Monetary Policy," Transition Studies Review, Springer, Springer, vol. 16(3), pages 671-692, October.
  83. 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, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
  84. Abu-Qarn Aamer S & Abu-Bader Suleiman, 2008. "Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria," Peace Economics, Peace Science, and Public Policy, De Gruyter, De Gruyter, vol. 14(1), pages 1-25, April.
  85. Shahbaz, Muhammad & Abosedra, Salah & Sbia, Rashid, 2013. "Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon," MPRA Paper 46580, University Library of Munich, Germany.
  86. Kalirajan, Kaliappa & Miankhel, Adil & Thangavelu, Shandre, 2009. "Foreign direct investment, exports, and economic growth in selected emerging countries: Multivariate VAR analysis," MPRA Paper 22763, University Library of Munich, Germany.
  87. Guzel, Adnan & Ozdemir, Zeynel Abidin, 2011. "The Feldstein-Horioka puzzle in the presence of structural shifts: The case of Japan versus the USA," Research in International Business and Finance, Elsevier, Elsevier, vol. 25(2), pages 195-202, June.
  88. Shahbaz, Muhammad & Zeshan, Muhammad & Afza, Talat, 2012. "Is energy consumption effective to spur economic growth in Pakistan? New evidence from bounds test to level relationships and Granger causality tests," Economic Modelling, Elsevier, vol. 29(6), pages 2310-2319.
  89. González-Val, Rafael & Marcén, Miriam, 2012. "Unilateral divorce versus child custody and child support in the U.S," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 81(2), pages 613-643.
  90. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "The relationship between debt level and fiscal sustainability in OECD countries," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) 2013/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  91. Piergallini, Alessandro & Postigliola, Michele, 2011. "Fiscal Policy and Public Debt Dynamics in Italy," MPRA Paper 28200, University Library of Munich, Germany.
  92. repec:hal:wpaper:hal-00378317 is not listed on IDEAS
  93. González-Val, Rafael & Marcén, Miriam, 2012. "Breaks in the breaks: An analysis of divorce rates in Europe," International Review of Law and Economics, Elsevier, Elsevier, vol. 32(2), pages 242-255.
  94. Faugere, Christophe, 2010. "Macrofoundations for A (Near) 2% Inflation Target," MPRA Paper 23491, University Library of Munich, Germany, revised 25 Jun 2010.
  95. Cem Saatçioðlu & Levent Korap, 2007. "Turkish Money Demand, Revisited: Some Implications For Inflation And Currency Substitution Under Structural Breaks," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, Bogazici University, Department of Economics, vol. 21(1+2), pages 107-124.
  96. Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper 46502, University Library of Munich, Germany.
  97. Joshua Aizenman & Jaewoo Lee & Vladyslav Sushko, 2012. "From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s," Open Economies Review, Springer, Springer, vol. 23(4), pages 597-621, September.
  98. Afonso, António & Jalles, João Tovar, 2012. "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Paper Series, European Central Bank 1465, European Central Bank.
  99. Francis W. Ahking, 2002. "Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era," Working papers, University of Connecticut, Department of Economics 2002-17, University of Connecticut, Department of Economics.
  100. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid & Chaibi, Anissa, 2014. "What does MENA region initially need: Grow output or mitigate CO2 emissions?," Economic Modelling, Elsevier, vol. 38(C), pages 270-281.
  101. Magnus Gustavsson & P�R �Sterholm, 2007. "Does Unemployment Hysteresis Equal Employment Hysteresis?," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 83(261), pages 159-173, 06.
  102. Nicolaas Groenewold & Sam Hak Kan Tang, 2001. "The Asian Financial Crisis and Natural Rate of Unemployment: Estimates from a Structural VAR for the Newly Industrializing Economies of Asia," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 01-12, The University of Western Australia, Department of Economics.
  103. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999. "Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 9(4), pages 359-376, November.
  104. Claude Lopez, 2005. "Improved Unit Root Tests with Changes in the Intercept," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics 2005-04, University of Cincinnati, Department of Economics, revised 2006.
  105. Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2002. "Level shifts in a panel data based unit root test. An application to the rate of unemployment," Working Papers in Economics 79, Universitat de Barcelona. Espai de Recerca en Economia.
  106. Andersson, Linda & Hultkrantz , Lars & Mantalos , Panagiotis, 2013. "Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity," Working Papers, Örebro University, School of Business 2013:1, Örebro University, School of Business.
  107. Muhammad, Omer & de Haan, Jakob & Scholtens, Bert, 2014. "An Empirical Analysis of Excess Interbank Liquidity: A Case Study of Pakistan," MPRA Paper 56143, University Library of Munich, Germany.
  108. Levent, Korap, 2008. "Long-run relations between money, prices and output: the case of Turkey," MPRA Paper 20265, University Library of Munich, Germany.
  109. Laura Panza, 2012. "Globalisation and the Ottoman Empire: A study of integration between Ottoman and world cotton markets," Working Papers, School of Economics, La Trobe University 2012.01, School of Economics, La Trobe University.
  110. Shahbaz, Muhammad & Khan, Saleheen & Tahir, Mohammad Iqbal, 2013. "The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis," Energy Economics, Elsevier, Elsevier, vol. 40(C), pages 8-21.
  111. 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.
  112. Arestis, Philip & Biefang-Frisancho Mariscal, Iris, 1999. "Unit roots and structural breaks in OECD unemployment," Economics Letters, Elsevier, Elsevier, vol. 65(2), pages 149-156, November.
  113. Russell Smyth, 2012. "Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production," Development Research Unit Working Paper Series, Monash University, Department of Economics 04-12, Monash University, Department of Economics.
  114. González-Val, Rafael & Marcén, Miriam, 2010. "Unilateral Divorce vs. Child Custody and Child Support in the U.S," MPRA Paper 24695, University Library of Munich, Germany.
  115. Joshua Aizenman & Brian Pinto & Vladyslav Sushko, 2011. "Financial Sector Ups and Downs and the Real Sector: Up by the stairs, down by the parachute," NBER Working Papers 17530, National Bureau of Economic Research, Inc.
  116. Muhammad, Shahbaz & Muhammad, Nasir Malik & Muhammad, Shahbaz Shabbir, 2011. "Does economic growth cause terrorism in Pakistan?," MPRA Paper 35101, University Library of Munich, Germany, revised 30 Nov 2011.
  117. Alvaro Pereira & João Jalles & Martin Andresen, 2012. "Structural change and foreign direct investment: globalization and regional economic integration," Portuguese Economic Journal, Springer, Springer, vol. 11(1), pages 35-82, April.
  118. Shahbaz, Muhammad & Shabbir, Shahbaz Muhammad & Butt, Muhammad Sabihuddin, 2011. "Does Military Spending Explode External Debt in Pakistan?," MPRA Paper 30429, University Library of Munich, Germany, revised 21 Apr 2011.
  119. Haucap, Justus & Heimeshoff, Ulrich & Stühmeier, Torben, 2010. "Wettbewerb im deutschen Mobilfunkmarkt," DICE Ordnungspolitische Perspektiven 04, Heinrich‐Heine‐Universität Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  120. Shahbaz, Muhammad & Shabbir, Shahbaz Muhammad, 2011. "Is hike in inflation responsible for rise in terrorism in Pakistan?," MPRA Paper 31236, University Library of Munich, Germany, revised 29 May 2011.
  121. Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999, Society for Computational Economics 944, Society for Computational Economics, revised 18 Sep 2000.
  122. Tang, Chor Foon & Shahbaz, Muhammad, 2013. "Sectoral analysis of the causal relationship between electricity consumption and real output in Pakistan," Energy Policy, Elsevier, Elsevier, vol. 60(C), pages 885-891.
  123. Jimborean, Ramona, 2013. "The exchange rate pass-through in the new EU member states," Economic Systems, Elsevier, vol. 37(2), pages 302-329.
  124. Montanes, Antonio & Olloqui, Irene & Calvo, Elena, 2005. "Selection of the break in the Perron-type tests," Journal of Econometrics, Elsevier, Elsevier, vol. 129(1-2), pages 41-64.
  125. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
  126. Ramalho, Esmeralda A. & Caleiro, António & Dionfsio, Andreia, 2011. "Explaining consumer confidence in Portugal," Journal of Economic Psychology, Elsevier, Elsevier, vol. 32(1), pages 25-32, February.
  127. María Presno & Anna López, 2003. "Testing for stationarity in series with a shift in the mean. A fredholm approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, Springer, vol. 12(1), pages 195-213, June.
  128. Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2012. "Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute," Santa Cruz Department of Economics, Working Paper Series qt81p0j667, Department of Economics, UC Santa Cruz.
  129. Christian Schoder & Christian R. Proaño & Willi Semmler, 2012. "Are the current account imbalances between EMU countries sustainable?," IMK Working Paper 90-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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