1. Frain, John, 1995. "Econometrics and Truth," Research Technical Papers 2/RT/95, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
2. Bill Russell, 2007. "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Discussion Papers 200, University of Dundee, Economic Studies. [Downloadable!]
3. Filip Abraham & Hilde Leliaert, 1991. "Foreign dependence of individual stock prices: The role of aggregate product market developments," Open Economies Review, Springer, vol. 2(1), pages 1-26, February. [Downloadable!] (restricted)
4. César Calderón & Roberto Duncan, 2003. "Purchasing power parity in an emerging market economy: a long- span study for Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June. [Downloadable!]
   Other versions:
   • 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. [Downloadable!]
5. Gerdtham, Ulf-G. & Löthgren, Mickael, 1998. "International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results," Working Paper Series in Economics and Finance 258, Stockholm School of Economics.
6. Geraldine Ryan, 2006. "Irish stock returns and inflation: a long span perspective," Applied Financial Economics, Taylor and Francis Journals, vol. 16(9), pages 699-706, June. [Downloadable!] (restricted)
7. Gerhard Clemenz & Klaus Gugler, 2000. "Macroeconomic Development and Civil Litigation," European Journal of Law and Economics, Springer, vol. 9(3), pages 215-230, May. [Downloadable!] (restricted)
8. Manuel Gomez & Daniel Ventosa-Santaularia, . "Testing for a Deterministic Trend when there is Evidence of Unit-Root," School of Economics Working Papers EM200801, Universidad de Guanajuato. [Downloadable!]
9. Goodwin, Paul & Lawton, Richard, 2003. "Debiasing forecasts: how useful is the unbiasedness test?," International Journal of Forecasting, Elsevier, vol. 19(3), pages 467-475. [Downloadable!] (restricted)
10. Walter Torous & Rossen Valkanov, 2000. "Boundaries of Predictability: Noisy Predictive Regressions," University of California at Los Angeles, Anderson Graduate School of Management 1081, Anderson Graduate School of Management, UCLA. [Downloadable!]
11. Paul A. Johnson, 1997. "Estimation of the specification error in the expectations theory of the term structure," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1239-1247, September. [Downloadable!] (restricted)
    Other versions:
    • Johnson, Paul A, 1997. "Estimation of the Specification Error in the Expectations Theory of the Term Structure," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1239-47, September. [Downloadable!] (restricted)
12. Asche, Frank, 1997. "Dynamic Adjustment In Demand Equations," Marine Resource Economics, Marine Resources Foundation, vol. 12(3). [Downloadable!]
13. Alan King, 2000. "Modelling manufactured exports in Europe: a two-regime approach," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(2), pages 173-192, June. [Downloadable!] (restricted)
14. Masoud Moghaddam, 1997. "Financial innovations and the interest elasticity of money demand: Evidence from an error correction model," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(2), pages 155-163, June. [Downloadable!] (restricted)
15. Ali F. Darrat & Khaled Elkhal & Gaurango Banerjee & Maosen Zhong, 2004. "Why do US banks borrow from the Fed? A fresh look at the 'reluctance' phenomenon," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 477-484, April. [Downloadable!] (restricted)
16. Nielsen, Morten Oe., . "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers 2002-17, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
    • Morten Orregaard Nielsen, 2005. "Semiparametric Estimation in Time-Series Regression with Long-Range Dependence," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(2), pages 279-304, 03. [Downloadable!] (restricted)
17. Peter C. B. Phillips, 2001. "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413. [Downloadable!]
    Other versions:
    • Peter C.B. Phillips, 1999. "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers 1219, Cowles Foundation, Yale University. [Downloadable!]
18. Martin Wagner & Georg Müller-Fürstenberger, 2004. "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften dp0418, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    Other versions:
    • Wagner, Martin, 2006. "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series 197, Institute for Advanced Studies. [Downloadable!]
    • Wagner, Martin, 2008. "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, vol. 30(3), pages 388-408, August. [Downloadable!] (restricted)
19. Martina Copelman, 1996. "Financial innovation and the speed of adjustment of money demand: evidence from Bolivia, Israel, and Venezuela," International Finance Discussion Papers 567, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
20. Yousif Khalifa Al-Yousif, 2002. "Defense Spending and Economic Growth: Some Empirical Evidence from the Arab Gulf Region," Defence and Peace Economics, Taylor and Francis Journals, vol. 13(3), pages 187-197, January. [Downloadable!] (restricted)
21. A. F. Darrat & D. A. Yousef, 2004. "Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics," Applied Financial Economics, Taylor and Francis Journals, vol. 14(8), pages 537-554, May. [Downloadable!] (restricted)
22. Peter C.B. Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    • Phillips, Peter C B, 1994. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January. [Downloadable!] (restricted)
23. Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    • Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-48, August.
24. Jacint Balaguer & Manuel Cantavella-Jordá, 2000. "Tourism As A Long-Run Economic Growth Factor: The Spanish Case," Working Papers. Serie EC 2000-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
25. Varangis, Panos, 1990. "How integrated are tropical timber markets?," Policy Research Working Paper Series 465, The World Bank. [Downloadable!]
26. Wei Liu & Alex S. Maynard, 2007. "A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1). [Downloadable!]
27. Jacqueline Dwyer & Christopher Kent & Andrew Pease, 1993. "Exchange Rate Pass-through: The Different Responses of Importers and Exporters," RBA Research Discussion Papers rdp9304, Reserve Bank of Australia. [Downloadable!]
28. Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious Regression and Trending Variables," School of Economics Working Papers EM200701, Universidad de Guanajuato. [Downloadable!]
    Other versions:
    • Antonio E. Noriega & Daniel Ventosa-Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, 06. [Downloadable!] (restricted)
29. Frederic S. Mishkin & John Simon, 1997. "An Empirical Examination of the Fisher Effect in Australia," NBER Working Papers 5080, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Frederic S Mishkin & John Simon, 1994. "An Empirical Examination of the Fisher Effect in Australia," RBA Research Discussion Papers rdp9410, Reserve Bank of Australia. [Downloadable!]
    • Mishkin, Frederic S & Simon, John, 1995. "An Empirical Examination of the Fisher Effect in Australia," The Economic Record, The Economic Society of Australia, vol. 71(214), pages 217-29, September.
30. Byung Yeon Kim, 1997. "Soviet Household Saving Function," Economic Change and Restructuring, Springer, vol. 30(2), pages 181-203, May. [Downloadable!] (restricted)
    Other versions:
    • Byung Yeon Kim, . "Soviet Household Saving Function," Ace Project Memoranda 96/14, Department of Economics, University of Leicester.
    • Kim, Byung Yeon, 1997. " Soviet Household Saving Function," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 181-203. [Downloadable!] (restricted)
31. Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
32. Aris Spanos, 2000. "Revisiting data mining: ‘hunting’ with or without a license," Journal of Economic Methodology, Taylor and Francis Journals, vol. 7(2), pages 231-264, June. [Downloadable!] (restricted)
33. Suzanne McCoskey & Chihwa Kao, 1999. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Center for Policy Research Working Papers 3, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:
    • Suzanne McCoskey & Chihwa Kao, 1997. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Econometrics 9712002, EconWPA. [Downloadable!]
34. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1414, 08. [Downloadable!] (restricted)
35. Peter C.B. Phillips, 2008. "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers 1654, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    • Phillips, Peter C.B., 2009. "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December. [Downloadable!]
36. Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    • Phillips, P C B & Durlauf, S N, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 473-95, August. [Downloadable!] (restricted)
37. Kristen Monaco & Taggert J. Brooks & John Bitzan, 2006. "A time series analysis of wages in deregulated industries: A study of motor carriage and rail," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 105-118, May. [Downloadable!] (restricted)
38. Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007. [Downloadable!]
    Other versions:
    • W A Razzak, 2007. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 77-102. [Downloadable!]
39. McCarl, Bruce & Villavicencio, Xavier & Wu, Ximing, 2009. "The Effect of Climate Change over Agricultural Factor Productivity: Some Econometric Considerations," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49452, Agricultural and Applied Economics Association. [Downloadable!]
40. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January. [Downloadable!] (restricted)
41. Shahidur Rahman, 2005. "An Alternative Estimation to Spurious Regression Model," Economic Growth centre Working Paper Series 0507, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
42. Noor A. Ghazali & Shamshubariah Ramlee, 2003. "A long memory test of the long-run Fisher effect in the G7 countries," Applied Financial Economics, Taylor and Francis Journals, vol. 13(10), pages 763-769, October. [Downloadable!] (restricted)
43. Manuel Gomez & Daniel Ventosa-Santaularia, . "Inflation and breaks: the validity of the Dickey-Fuller test," School of Economics Working Papers EM200601, Universidad de Guanajuato. [Downloadable!]
44. Søren Johansen, 2007. "Correlation, Regression, and Cointegration of Nonstationary Economic Time Series," Discussion Papers 07-25, University of Copenhagen. Department of Economics. [Downloadable!]
    Other versions:
    • Søren Johansen, 2007. "Correlation, regression, and cointegration of nonstationary economic time series," CREATES Research Papers 2007-35, School of Economics and Management, University of Aarhus. [Downloadable!]
45. Peter C.B. Phillips, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 1196, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    • Phillips, Peter C. B., 2002. "New unit root asymptotics in the presence of deterministic trends," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December. [Downloadable!] (restricted)
46. David Shepherd & Robert Dixon, 2002. "The Relationship Between Regional and National Unemployment," Regional Studies, Taylor and Francis Journals, vol. 36(5), pages 469-480, July. [Downloadable!] (restricted)
47. Bühler, Wolfgang & Korn, Olaf, 1998. "Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?," ZEW Discussion Papers 98-20, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
48. Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400. [Downloadable!]
49. Krzysztof Rybinski, 1997. "Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test," Economic Change and Restructuring, Springer, vol. 30(2), pages 127-179, May. [Downloadable!] (restricted)
50. Tano Santos & Pietro Veronesi, 2001. "Labor Income and Predictable Stock Returns," NBER Working Papers 8309, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
51. Cosme Vodounou, 1998. "Inférence fondée sur les statistiques des rendements de long terme," CIRANO Working Papers 98s-20, CIRANO. [Downloadable!]
52. Brunila, Anne, 1996. "Fiscal Policy and Private Consumption – Saving Decisions: Evidence from Finland," Research Discussion Papers 28/1996, Bank of Finland. [Downloadable!]
53. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, EconWPA. [Downloadable!]
    Other versions:
    • Amano, R. A. & van Norden, S., 1998. "Oil prices and the rise and fall of the US real exchange rate," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 299-316, April. [Downloadable!] (restricted)
54. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
55. Li Lin & Didier Sornette, 2009. "Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times," Quantitative Finance Papers 0911.1921, arXiv.org. [Downloadable!]
56. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank. [Downloadable!]
57. Jacques Bouhga-Hagbe, 2004. "A Theory of Workers' Remittances With An Application to Morocco," IMF Working Papers 04/194, International Monetary Fund. [Downloadable!]
58. Hiro Y. Toda & Peter C.B. Phillips, 1991. "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers 978, Cowles Foundation, Yale University. [Downloadable!]
59. Juan Gabriel Brida & Edgar J Sanchez Carrera & W. Adrian Risso, 2008. "Tourism’s Impact on Long-Run Mexican Economic Growth," Economics Bulletin, Economics Bulletin, vol. 3(21), pages 1-8. [Downloadable!]
60. Baffes, John & Gohou, Gaston, 2005. "The co-movement between cotton and polyester prices," Policy Research Working Paper Series 3534, The World Bank. [Downloadable!]
61. Peter C.B. Phillips & Bruce E. Hansen, 1988. "Estimation and Inference in Models of Cointegration: A Simulation Study," Cowles Foundation Discussion Papers 881, Cowles Foundation, Yale University. [Downloadable!]
62. Chor Foon Tang & Hooi Hooi Lean, 2009. "The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis," Development Research Unit Working Paper Series 04-09, Monash University, Department of Economics. [Downloadable!]
63. Masao Ogaki & Ling Hu & Chi-Young Choi, 2004. "A Spurious Regression Approach to Estimating Structural Parameters," Working Papers 04-01, Ohio State University, Department of Economics. [Downloadable!]
    Other versions:
    • Chi-Young Choi; Ling Hu; Masao Ogaki, 2004. "A Spurious Regression Approach to Estimating Structural Parameters," Econometric Society 2004 Far Eastern Meetings 555, Econometric Society. [Downloadable!]
64. Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999. "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 454-479, September. [Downloadable!] (restricted)
65. Javier Hualde, 2005. "Unbalanced Cointegration," Faculty Working Papers 06/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
66. Westerlund, Joakim, 2005. "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers 2005:10, Lund University, Department of Economics. [Downloadable!]
67. Felipe M. Aparicio & Alvaro Escribano, 2003. "Cointegration Tests Based On Record Counting Statistics," Statistics and Econometrics Working Papers ws036615, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
68. Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005. "Spurious regression under broken trend stationarity," Computing in Economics and Finance 2005 186, Society for Computational Economics. [Downloadable!]
    Other versions:
    • Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious regression under broken trend stationarity," School of Economics Working Papers EM200501, Universidad de Guanajuato. [Downloadable!]
    • Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Regression Under Broken-Trend Stationarity," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(5), pages 671-684, 09. [Downloadable!] (restricted)
69. Yash P. Mehra, 1989. "Wage growth and the inflation process: an empirical note," Working Paper 89-01, Federal Reserve Bank of Richmond. [Downloadable!]
70. Juan-Carlos Candeal & Antonio Montañés & Irene Olloqui, 2003. "Spurious Zipf's Law," ERSA conference papers ersa03p67, European Regional Science Association. [Downloadable!]
71. Anna Piretti & Charles St-Arnaud, 2006. "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Working Papers 06-22, Bank of Canada. [Downloadable!]
72. Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers 1221, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    • Peter C.B. Phillips & Hyungsik R. Moon, . "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," University of California at Santa Barbara, Economics Working Paper Series 17-98, Department of Economics, UC Santa Barbara.
    • Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor and Francis Journals, vol. 19(3), pages 263-286. [Downloadable!] (restricted)
73. Luis Oscar Herrera & Rodrigo Vergara, 1992. "Estabilidad de la Demanda de Dinero, Cointegración y Política Monetaria," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(86), pages 35-54. [Downloadable!]
74. Abhijit Sharma & Theodore Panagiotidis, 2003. "An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001)," Working Papers 2003004, The University of Sheffield, Department of Economics, revised Nov 2003. [Downloadable!]
75. Macri, Joseph & Sinha, Dipendra, 1999. "An Empirical Study of Labour’s Share in Income for Australia," MPRA Paper 4018, University Library of Munich, Germany. [Downloadable!]
76. Robert K. Kaufmann & David I. Stern, 2004. "A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity," Rensselaer Working Papers in Economics 0411, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
77. Ai Deng, 2005. "Understanding Spurious Regression in Financial Economics," Boston University - Department of Economics - Working Papers Series WP2005-048, Boston University - Department of Economics. [Downloadable!]
78. D. Dutta & N. Ahmed, 1997. "An Aggregate Import Demand Function for Bangladesh: A Cointegration Approach," Working Papers 9703, University of Sydney, Department of Economics. [Downloadable!]
79. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany. [Downloadable!]
80. Hiroshi Fujiki & Yukinobu Kitamura, 2004. "The Big Mac Standard: A statistical Illustration," Economics Bulletin, Economics Bulletin, vol. 6(13), pages 1-18. [Downloadable!]
    Other versions:
    • Hiroshi FUJIKI & Yukinobu KITAMURA, 2003. "The Big Mac Standard: A Statistical Illustration," Discussion Paper Series a446, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
81. Chihwa Kao, 1997. "Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable," Econometrics 9703002, EconWPA. [Downloadable!]
82. Ali F. Darrat & Fatima S. Al-Shamsi, 2005. "On the path of integration in the Gulf region," Applied Economics, Taylor and Francis Journals, vol. 37(9), pages 1055-1062, May. [Downloadable!] (restricted)
83. Österholm, Pär, 2003. "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series 2003:21, Uppsala University, Department of Economics. [Downloadable!]
84. Robert de Jong, 2004. "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings 324, Econometric Society. [Downloadable!]
85. Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    • Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March. [Downloadable!] (restricted)
86. repec:fip:fedreq:y:1991:i:may:p:3-12:n:v.77no.3 is not listed on IDEAS
87. Peter C.B. Phillips, 1996. "Spurious Regression Unmasked," Cowles Foundation Discussion Papers 1135, Cowles Foundation, Yale University. [Downloadable!]
88. Peter C.B. Phillips, 2001. "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers 1330, Cowles Foundation, Yale University. [Downloadable!]
89. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
90. David Berger & Alain Chaboud & Erik Hjalmarsson & Edward Howorka, 2006. "What drives volatility persistence in the foreign exchange market?," International Finance Discussion Papers 862, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
91. Jacques Bouhga-Hagbe, 2006. "Altruism and Workers' Remittances: Evidence from Selected Countries in the Middle East and Central Asia," IMF Working Papers 06/130, International Monetary Fund. [Downloadable!]
92. Raúl Labán, 1991. "La Hipótesis de Cointegración y la Demanda por Dinero en Chile: 1974-1988," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(83), pages 169-188. [Downloadable!]
93. Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany. [Downloadable!]
94. Dixon, R. & Shepherd, D., 2000. "Trends and Cycles in Australian State and Territory Unemployment Rates," Department of Economics - Working Papers Series 730, The University of Melbourne. [Downloadable!]
    Other versions:
    • Dixon, Robert & Shepherd, David, 2001. "Trends and Cycles in Australian State and Territory Unemployment Rates," The Economic Record, The Economic Society of Australia, vol. 77(238), pages 252-69, September. [Downloadable!] (restricted)
95. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics. [Downloadable!]
96. Clive Granger & Namwon Hyung & Yongil Jeon, 1998. "Spurious Regressions with Stationary Series," University of California at San Diego, Economics Working Paper Series 1998-25, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
    • Clive W.J. Granger & Namwon Hyung & Yongil Jeon, 1998. "Spurious Regressions with Stationary Series," University of California at San Diego, Economics Working Paper Series 98-25, Department of Economics, UC San Diego. [Downloadable!]
    • Granger, Clive W J & Hyung, Namwon & Jeon, Yongil, 2001. "Spurious Regressions with Stationary Series," Applied Economics, Taylor and Francis Journals, vol. 33(7), pages 899-904, June. [Downloadable!] (restricted)
97. Martin Fukač, 2005. "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 344-362, July. [Downloadable!]
98. Sebastian Stolorz, 2005. "Perceived Welfare Effects Of Current Account Deficit – Evidence From American Economy 1967 - 2005," Labor and Demography 0512009, EconWPA. [Downloadable!]
99. Ali F. Darrat & Salah S. Abosedra & Hassan Y. Aly, 2005. "Assessing the role of financial deepening in business cycles: the experience of the United Arab Emirates," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 447-453, April. [Downloadable!] (restricted)
100. Yousif. K. Al-Yousif, 1999. "On The Role Of Exports In The Economic Growth Of Malaysia: A Multivariate Analysis," International Economic Journal, Korean International Economic Association, vol. 13(3), pages 67-75, October. [Downloadable!] (restricted)
101. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation, Yale University. [Downloadable!]
     Other versions:
     • Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 423-69, December. [Downloadable!] (restricted)
102. Cote, D. & Hostland, D., 1996. "An Econometric Examination of the Trend Unemployment Rate in Canada," Working Papers 96-7, Bank of Canada. [Downloadable!]
103. 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, vol. 1(2), pages 27-40. [Downloadable!]
104. Peter Liu, 1992. "Purchasing power parity in Latin America: A co-integration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(4), pages 662-680, December. [Downloadable!] (restricted)
105. Chihwa Kao & Suzanne McCoskey, 1997. "A Residual-Based Test Of The Null Of Cointegration In Panel Data," Econometrics 9711002, EconWPA. [Downloadable!]
     Other versions:
     • Suzanne McCoskey & Chihwa Kao, 1998. "A residual-based test of the null of cointegration in panel data," Econometric Reviews, Taylor and Francis Journals, vol. 17(1), pages 57-84. [Downloadable!] (restricted)
106. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
107. Chang, Yoosoon & Martinez-Chombo, Eduardo, 2003. "Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case," Working Papers 2003-08, Rice University, Department of Economics. [Downloadable!]
108. Guido G. Porto, 2003. "Using survey data to assess the distributional effects of trade policy," Policy Research Working Paper Series 3137, The World Bank. [Downloadable!]
     Other versions:
     • Porto, Guido G., 2006. "Using survey data to assess the distributional effects of trade policy," Journal of International Economics, Elsevier, vol. 70(1), pages 140-160, September. [Downloadable!] (restricted)
109. Peter C.B. Phillips, 2004. "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers 1472, Cowles Foundation, Yale University. [Downloadable!]
110. Philip Kostov & John Lingard, 2004. "Recurrence analysis techniques for non-stationary and non-linear data," Microeconomics 0409003, EconWPA. [Downloadable!]
111. Thomas Plümper & Vera E. Troeger, 2004. "External Effects of Currency Unions," CIG Working Papers SP II 2004-06, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
112. Eleanor Doyle, 1998. "Export-output causality: The Irish case 1953–93," Atlantic Economic Journal, International Atlantic Economic Society, vol. 26(2), pages 147-161, June. [Downloadable!] (restricted)
113. Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank. [Downloadable!]
114. Augustine C. Arize, 1994. "COINTEGRATlON TEST OF A LONG-RUN RELATION BETWEEN THE REAL EFFECTIVE EXCHANGE RATE AND THE TRADE BALANCE," International Economic Journal, Korean International Economic Association, vol. 8(3), pages 1-9, October. [Downloadable!] (restricted)
115. Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers 1222, Cowles Foundation, Yale University. [Downloadable!]
     Other versions:
     • Peter C.B. Phillips & Hyungsik R. Moon, . "Linear Regression Limit Theory for Nonstationary Panel Data," University of California at Santa Barbara, Economics Working Paper Series 18-98, Department of Economics, UC Santa Barbara.
     • Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
116. Müller-Fürstenberger, Georg & Wagner, Martin, 2006. "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series 183, Institute for Advanced Studies. [Downloadable!]
     Other versions:
     • Muller-Furstenberger, Georg & Wagner, Martin, 2007. "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, vol. 62(3-4), pages 648-660, May. [Downloadable!] (restricted)
117. Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Working Papers 04-23, Bank of Canada. [Downloadable!]
118. Travaglini, Guido, 2008. "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper 7108, University Library of Munich, Germany. [Downloadable!]
119. Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005. "Exploring the Carbon Kuznets Hypothesis," Others 0506009, EconWPA. [Downloadable!]
120. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer, vol. 22(3), pages 241-257, September. [Downloadable!] (restricted)
121. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]
122. Hope Corman & H. Naci Mocan, 2000. "A Time-Series Analysis of Crime, Deterrence, and Drug Abuse in New York City," American Economic Review, American Economic Association, vol. 90(3), pages 584-604, June. [Downloadable!] (restricted)
123. Su, Jen-Je, 2003. "A Note On Spurious Regression In Panels With Cross-Section Dependence," Discussion Papers 23712, Massey University, Department of Applied and International Economics. [Downloadable!]
124. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74. [Downloadable!]
     Other versions:
     • Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis. [Downloadable!]
125. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria. [Downloadable!]
126. Liu, Yucan & Shumway, C. Richard, 2005. "Indirect Utility Maximization under Risk: A Heterogeneous Panel Application," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 36307, Western Agricultural Economics Association. [Downloadable!]
127. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers 12658, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
     Other versions:
     • Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(02), pages 331-353, June. [Downloadable!]
128. Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious regression under deterministic and stochastic trends," School of Economics Working Papers EM200503, Universidad de Guanajuato. [Downloadable!]
129. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria. [Downloadable!]
130. David Hendry, 1995. "On the interactions of unit roots and exogeneity," Economics Papers 7., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
     Other versions:
     • David Hendry, 1995. "On the interactions of unit roots and exogeneity," Econometric Reviews, Taylor and Francis Journals, vol. 14(4), pages 383-419. [Downloadable!] (restricted)
131. Mansor H. Ibrahim, 2001. "Financial Factors And The Empirical Behavior Of Money Demand: A Case Study Of Malaysia," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 55-72, October. [Downloadable!] (restricted)
132. Peter C.B. Phillips, 1994. "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers 1081, Cowles Foundation, Yale University. [Downloadable!]
133. Elena Pesavento, 2005. "Residuals Bases Tests for the Null of No Cointegration: an Analytical Comparison," Emory Economics 0503, Department of Economics, Emory University (Atlanta). [Downloadable!]
     Other versions:
     • Elena Pesavento, 2007. "Residuals-based tests for the null of no-cointegration: an Analytical comparison," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(1), pages 111-137, 01. [Downloadable!] (restricted)
134. Leon, Costas, 2006. "The Taylor rule: can it be supported by the data?," MPRA Paper 1650, University Library of Munich, Germany. [Downloadable!]
135. Zhong-guo Zhou, 1997. "Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 155-168. [Downloadable!]
136. Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, Economics Bulletin, vol. 3(61), pages 1-14. [Downloadable!]
137. Amir Kia & Ali F. Darrat, 2003. "Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability," Carleton Economic Papers 03-13, Carleton University, Department of Economics. [Downloadable!]
138. Peter C.B. Phillips, 1987. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations," Cowles Foundation Discussion Papers 846, Cowles Foundation, Yale University. [Downloadable!]
139. M. Gerolimetto & Peter M Robinson, 2006. "Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions," STICERD - Econometrics Paper Series /2006/500, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
140. Silvia London & Juan Gabriel Brida & Wiston Adrian Risso, 2008. "Human capital and innovation: a model of endogenous growth with a “skill-loss effect”," Economics Bulletin, Economics Bulletin, vol. 15(7), pages 1-10. [Downloadable!]
141. Norah Al-Ballaa, 2005. "Test for cointegration based on two-stage least squares," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(7), pages 707-713, September. [Downloadable!] (restricted)
142. Antonio Montañés & Marcos Sanso-Navarro, . "Another look at long-horizon uncovered interest parity," Studies on the Spanish Economy 221, FEDEA. [Downloadable!]
143. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, School of Economics and Management, University of Aarhus. [Downloadable!]
144. Joon Y. Park & Heetaik Chung, 2004. "Nonstationary Nonlinear Heteroskedasticity in Regression," Econometric Society 2004 Far Eastern Meetings 508, Econometric Society. [Downloadable!]
145. Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
     Other versions:
     • Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
146. Carlos José García & Jorge Enrique Restrepo, 2001. "Price Inflation and Exchange Rate Pass-Through in Chile," Working Papers Central Bank of Chile 128, Central Bank of Chile. [Downloadable!]
147. Bond, Derek & Harrison, Michael J & Hession, Niall & O’Brien, Edward J., 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Research Technical Papers 3/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
     Other versions:
     • Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics. [Downloadable!]
148. Hassan Shirvani & Barry Wilbratte, 1997. "The Relationship Between The Real Exchange Rate And The Trade Balance: An Empirical Reassessment," International Economic Journal, Korean International Economic Association, vol. 11(1), pages 39-50, April. [Downloadable!] (restricted)
149. Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings 266, Econometric Society. [Downloadable!]
150. Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei. [Downloadable!]
151. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India. [Downloadable!]
152. Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708. [Downloadable!]
153. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
154. Peter C. B. Phillips, 2006. "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Cowles Foundation Discussion Papers 1547, Cowles Foundation, Yale University. [Downloadable!]
155. Yuichi Kitamura & Peter C.B. Phillips, 1994. "Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments," Cowles Foundation Discussion Papers 1082, Cowles Foundation, Yale University. [Downloadable!]
     Other versions:
     • Kitamura, Yuichi & Phillips, Peter C. B., 1997. "Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September. [Downloadable!] (restricted)
156. Juan Zalduendo & Manuela Goretti & Bikas Joshi & Atish R. Ghosh & Alun H. Thomas, 2007. "Modeling Aggregate Use of Fund Resources--Analytical Approaches and Medium-Term Projections," IMF Working Papers 07/70, International Monetary Fund. [Downloadable!]
157. John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation, Yale University. [Downloadable!]
     Other versions:
     • Chao, John C. & Phillips, Peter C. B., 1999. "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August. [Downloadable!] (restricted)
158. Shigeyoshi Miyagawa & Yoji Morita, 2004. "The Recent Monetary Policy and Money Demand in Japan," Discussion Papers 04-15, University of Copenhagen. Department of Economics. [Downloadable!]
159. Sebastian Stolorz, 2005. "Perceived Welfare Effects of Current Account Deficit - Evidence from American Economy 1967-2005," International Trade 0512013, EconWPA. [Downloadable!]
160. Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation, Yale University. [Downloadable!]
     Other versions:
     • Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-54, November. [Downloadable!] (restricted)
161. Gomez Zaldivar, M. & Ventosa-Santaularia, D., 2009. "Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1). [Downloadable!] (restricted)
162. Edith Madsen, 2004. "Estimating Cointegrating Relations from a Cross Section," CAM Working Papers 2004-21, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
163. Tano Santos & Pietro Veronesi, 2000. "Labor Income and Predictable Stock Returns," CRSP working papers 520, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]
164. Mario Crucini & Prasad Bidarkota, 1997. "Commodity Prices and the Terms of Trade," Working Papers 98-01, Ohio State University, Department of Economics. [Downloadable!]
     Other versions:
     • Bidarkota, Prasad & Crucini, Mario J, 2000. "Commodity Prices and the Terms of Trade," Review of International Economics, Blackwell Publishing, vol. 8(4), pages 647-66, November. [Downloadable!] (restricted)
165. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 221-241. [Downloadable!] (restricted)
166. Westerlund, Joakim, 2005. "New Simple Tests for Panel Cointegration," Working Papers 2005:8, Lund University, Department of Economics.
167. Thomas B. King & James Morley, 2005. "In search of the natural rate of unemployment," Supervisory Policy Analysis Working Papers 2005-05, Federal Reserve Bank of St. Louis. [Downloadable!]
168. Robert Dixon, David Shepherd, James Thomson, 2001. "Regional Unemployment Disparities in Australia," Regional Studies, Taylor and Francis Journals, vol. 35(2), pages 93-102, April. [Downloadable!] (restricted)
169. Rossen Valkanov, 1999. "Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations," University of California at Los Angeles, Anderson Graduate School of Management 1104, Anderson Graduate School of Management, UCLA. [Downloadable!]
170. Stefania Lionetti & Juan Gabriel Brida & Wiston Adrián Risso, 2008. "Long run economic growth and tourism: inferring from Uruguay," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0901, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
171. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 43-58, March. [Downloadable!] (restricted)
172. Goldberg, M.D. & Frydman, R., 1993. "Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector," Working Papers 93-41, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
173. Robert A. Hart & J Malley (University of Glasgow), 1996. "Labor Productivity and the Cycle," Working Papers 9613, Department of Economics, University of Glasgow. [Downloadable!]
174. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]
175. Kris James Mitchener & nd Mari Ohnuki, 2007. "Capital Market Integration In Japan," IMES Discussion Paper Series 07-E-17, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
176. Reed, A.J. & Levedahl, J.W. & Hallahan, C., 2004. "The Generalized Composite Commodity Theorem And Food Demand Estimation," 2004 Annual meeting, August 1-4, Denver, CO 20107, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
177. Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics. [Downloadable!]
178. Riddel, Mary, 2000. "Finite Sample Properties Of Nonstationary Binary Response Models: A Monte Carlo And Response Surface Analysis," 2000 Annual meeting, July 30-August 2, Tampa, FL 21821, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
179. Masao Ogaki & Chi-Young Choi, 2001. "The Gauss-Markov Theorem and Spurious Regressions," Working Papers 01-13, Ohio State University, Department of Economics. [Downloadable!]
180. Stephen J. Leybourne & Paul Newbold, 2003. "Spurious rejections by cointegration tests induced by structural breaks," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1117-1121, January. [Downloadable!] (restricted)
181. F. Barran, V. Coudert, B. Mojon, 1997. "Interest rates, banking spreads and credit supply: the real effects," European Journal of Finance, Taylor and Francis Journals, vol. 3(2), pages 107-136, June. [Downloadable!] (restricted)
     Other versions:
     • Fernando Barran & Virginie Coudert & Benoit Mojon, 1995. "Interest Rates, Banking Spreads and Credit Supply : The Real Effects," Working Papers 1995-01, CEPII research center. [Downloadable!]
182. Palaskas, Theodosios & Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank. [Downloadable!]
183. Joseph, Joy, 2005. "Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach," MPRA Paper 7685, University Library of Munich, Germany. [Downloadable!]
184. R.-P. Berben & D.J.C. van Dijk, 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Report 145, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
     Other versions:
     • van Dijk, D. & Berben, R.P., 1998. "Does the Absence of Cointegration Explain the Typical Findings in Long Horizon Regression?," Papers 9814/a, Erasmus University of Rotterdam - Econometric Institute.
185. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007. [Downloadable!]
186. Chien-Fu Chen & Chung-Hua Shen & Chien-an Andy Wang, 2007. "Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration," Economics Bulletin, Economics Bulletin, vol. 6(16), pages 1-15. [Downloadable!]
187. Varangis, Panos & Thigpen, Elton & Takamasa Akiyama, 1993. "Risk management prospects for Egyptian cotton," Policy Research Working Paper Series 1077, The World Bank. [Downloadable!]
188. Anindya BANERJEE & Paul MIZEN, 2003. "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers ECO2003/11, European University Institute. [Downloadable!]
     Other versions:
     • Paul Mizen & Anindya Banerjee, 2006. "A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1249-1264. [Downloadable!]
189. Chi-Young Choi & Ling Hu & Masao Ogaki, 2005. "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers 517, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
190. Renato G. Flores & Pierre-Yves Preumont & Ariane Szafarz, 1995. "Multivariate Unit Root Tests," Working Papers CEB 95-001.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
     Other versions:
     • Flôres, Renato & PREUMONT, Pierre-Yves & SZAFARZ, Ariane, 1995. "Multivariate unit root tests," ULB Institutional Repository info:hdl:2013/761, ULB -- Universite Libre de Bruxelles.
191. Rossen Valkanov, 1999. "The Term Structure with Highly Persistent Interest Rates," University of California at Los Angeles, Anderson Graduate School of Management 1099, Anderson Graduate School of Management, UCLA. [Downloadable!]
192. Österholm, Pär, 2003. "The Taylor Rule: A Spurious Regression?," Working Paper Series 2003:20, Uppsala University, Department of Economics. [Downloadable!]
193. Daniel Ventosa-Santaularia, . "Spurious Instrumental Variables," School of Economics Working Papers EM200704, Universidad de Guanajuato. [Downloadable!]
194. Joon Y. Park & Peter C.B. Phillips, 1998. "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers 1190, Cowles Foundation, Yale University. [Downloadable!]
     Other versions:
     • Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University. [Downloadable!]
     • Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.

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