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Citations for "Further evidence on breaking trend functions in macroeconomic variables"

by Perron, Pierre

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  1. Mark J. Holmes & Xin Shen, 2012. "An Alternative Nonlinear Perspective on the Consumption, Income and Wealth Relationship," Economics Bulletin, AccessEcon, vol. 32(1), pages 766-777.
  2. Chowdhury, Khorshed, 2007. "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp07-11, School of Economics, University of Wollongong, NSW, Australia.
  3. Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance, EconWPA 0305011, EconWPA.
  4. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers, University of Nevada, Las Vegas , Department of Economics 1004, University of Nevada, Las Vegas , Department of Economics.
  5. Boetel, Brenda L. & Liu, Donald J., 2008. "Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors," Working Papers 44076, University of Minnesota, The Food Industry Center.
  6. Lajos Zolt�n Bakucs & Bernhard Br�mmer & Stephan von Cramon-Taubadel & Imre Fertő, 2012. "Wheat market integration between Hungary and Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 785-788, May.
  7. Shepherd, David & Shi, Francis K.C., 2006. "Fuzzy modelling and estimation of economic relationships," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 417-433, November.
  8. Baek, Jungho & Koo, Won W., 2005. "Price Dynamics in the North American Wheat Market," 2005 Annual meeting, July 24-27, Providence, RI 19353, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  9. Grant, Alan P., 2002. "Time-varying estimates of the natural rate of unemployment: a revisitation of Okun's law," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 42(1), pages 95-113.
  10. Wilson, E.J, 2005. "Foodgrain Price Policies in India: The Effects on Foodgrain Production and Rural Poverty 1951-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(3).
  11. Dierk Herzer, 2005. "Exportdiversifizierung und Wirtschaftswachstum in Chile, Eine ökonometrische Analyse," 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. 225(2), pages 163-180, March.
  12. Igor Alexandre Clemente de Morais & Marcelo Savino Portugal, 2003. "Business Cycle in the Industrial Production of Brazilian States," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr e75, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  13. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers, Business School - Economics, University of Glasgow 2007_13, Business School - Economics, University of Glasgow.
  14. Mohamed Arouri & Aviral Kumar Tiwari & Frédéric Teulon, 2014. "Oil prices and trade balance: a frequency domain analysis for India," Working Papers 2014-116, Department of Research, Ipag Business School.
  15. Kejriwal, Mohitosh & Lopez, Claude, 2010. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," MPRA Paper 25204, University Library of Munich, Germany.
  16. Pedersen, Torben Mark & Elmer, Anne Marie, 2003. "International evidence on the connection between business cycles and economic growth," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(2), pages 255-275, June.
  17. 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.
  18. Daniel Ventosa-santaulària & Manuel Gómez-zaldívar & Lizet A Pérez, 2013. "Long-run relationship with shifts between Mexican current account revenues and expenditures," Economics Bulletin, AccessEcon, vol. 33(2), pages 1317-1327.
  19. Harvie, Charles & Pahlavani, Mosayeb, 2006. "Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp06-09, School of Economics, University of Wollongong, NSW, Australia.
  20. Michael Funke & Jörg Rahn, 2005. "Just How Undervalued is the Chinese Renminbi?," The World Economy, Wiley Blackwell, vol. 28(4), pages 465-489, 04.
  21. BATTISTI,Michele, 2006. "Assessing persistence in the Italian rate of unemployment in presence of structural breaks and regional asymmetries, 1977 to 2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
  22. 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, vol. 12(1), pages 195-213, June.
  23. Jean-Pierre Allegret & Alain Sand-Zantman, 2007. "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print halshs-00142506, HAL.
  24. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp05-06, School of Economics, University of Wollongong, NSW, Australia.
  25. Presno Casquero, Mª J. & López Menéndez, A.J., 2001. "Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 18, pages 189-208, Agosto.
  26. Shankar Prasad Acharya, 2009. "Verification of Causality through VAR and Intervention Analysis: Econometric Modeling on Budget Deficit and Trade Deficit in Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 21, pages 1, April.
  27. Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.
  28. Heidari, Hassan & Katircioglu, Salih Turan & Davoudi, Narmin, 2012. "Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationship," Economics Discussion Papers 2012-24, Kiel Institute for the World Economy.
  29. Sun, Zesheng & Sun, Bianxia & Lin, Sharon X., 2013. "The impact of monetary liquidity on Chinese aluminum prices," Resources Policy, Elsevier, Elsevier, vol. 38(4), pages 512-522.
  30. Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
  31. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2004. "Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†," Economic Working Papers at Centro de Estudios Andaluces 2004/40, Centro de Estudios Andaluces.
  32. Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006. "Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp06-02, School of Economics, University of Wollongong, NSW, Australia.
  33. Verma, R. & Wilson, E.J., 2005. "Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp05-23, School of Economics, University of Wollongong, NSW, Australia.
  34. Fossati, Sebastian, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.
  35. John Dawson & Amit Sen, 2007. "New evidence on the convergence of international income from a group of 29 countries," Empirical Economics, Springer, vol. 33(2), pages 199-230, September.
  36. Hakan Kum, 2012. "Are Fluctuations in Energy Consumption Transitory or Permanent? Evidence From a Panel of East Asia & Pacific Countries," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 2(3), pages 92-96.
  37. Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2012. "Job Creation and the Self-employed Firm Size: evidence from Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia 1202, Department of Applied Economics II, Universidad de Valencia.
  38. Firouz Fallahi & Gabriel Rodríguez, 2011. "Convergence In The Canadian Provinces: Evidence Using Unemployment Rates," Documentos de Trabajo, Departamento de Economía - Pontificia Universidad Católica del Perú 2011-322, Departamento de Economía - Pontificia Universidad Católica del Perú.
  39. João Sousa Andrade, 2007. "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers 2007-04, GEMF - Faculdade de Economia, Universidade de Coimbra.
  40. Giray Gozgor, 2013. "Testing Unemployment Persistence in Central and Eastern European Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 694-700.
  41. Michael Funke, 2000. "Macroeconomic Shocks in Euroland vs the UK: Supply, Demand, or Nominal?," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 20001, Hamburg University, Department of Economics.
  42. Rafiq, Shuddhasawtta & Salim, Ruhul & Bloch, Harry, 2009. "Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy," Resources Policy, Elsevier, Elsevier, vol. 34(3), pages 121-132, September.
  43. Emilio Congregado & Antonio Golpe & André Stel, 2014. "The role of scale economies in determining firm size in modern economies," The Annals of Regional Science, Springer, vol. 52(2), pages 431-455, March.
  44. Fábio Augusto Reis Gomes & Cleomar Gomes da Silva, 2006. "Hysteresis Vs. Nairu And Convergence Vs. Divergence: The Behavior Of Regional Unemployment Rates In Brazil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 161, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  45. Jac Heckelman & Sandeep Mazumder, 2013. "Are we there yet? On the convergence of financial reforms," Economics of Governance, Springer, vol. 14(4), pages 385-409, November.
  46. Michael G. Arghyrou & Kul B Luintel, 2002. "Government Solvency: Revisiting some EMU Countries," Economics and Finance Discussion Papers 02-24, Economics and Finance Section, School of Social Sciences, Brunel University.
  47. Mauro Costantini & Stephan Popp, 2011. "A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break," Statistical Papers, Springer, vol. 52(3), pages 677-682, August.
  48. Kyung So Im & Junsoo Lee, 2000. "LM Unit Root Test with Panel Data: A Test Robust To Structural Changes," Econometric Society World Congress 2000 Contributed Papers 0648, Econometric Society.
  49. Dierk HERZER & Felicitas NOWAK-LEHMANN D. & Boriss SILIVERSTOVS, 2006. "Export-Led Growth In Chile: Assessing The Role Of Export Composition In Productivity Growth," The Developing Economies, Institute of Developing Economies, vol. 44(3), pages 306-328.
  50. Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series, The University of Melbourne 968, The University of Melbourne.
  51. Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," IZA Discussion Papers 6063, Institute for the Study of Labor (IZA).
  52. Dierk Herzer & Rainer Klump, 2006. "Poverty, Government Transfers, and the Business Cycle: Evidence for the United States," Ibero America Institute for Econ. Research (IAI) Discussion Papers 141, Ibero-America Institute for Economic Research.
  53. Nicolas Million, 2003. "The Fisher Effect revisited through an efficient non linear unit root testing procedure," Applied Economics Letters, Taylor & Francis Journals, vol. 10(15), pages 951-954.
  54. Taylor, Andrew & Shepherd, David & Duncan, Stephen, 2005. "The structure of the Australian growth process: A Bayesian model selection view of Markov switching," Economic Modelling, Elsevier, vol. 22(4), pages 628-645, July.
  55. Maarten Bosker & Steven Brakman & Harry Garretsen & Marc Schramm, 2006. "A Century of Shocks: The Evolution of the German City Size Distribution 1925 – 1999," CESifo Working Paper Series 1728, CESifo Group Munich.
  56. Guilherme, Moura & Sergio, Da Silva, 2006. "Testing the Equilibrium Exchange Rate Model - Updated," MPRA Paper 1871, University Library of Munich, Germany.
  57. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
  58. Hervé Le Bihan, 2004. "Tests de ruptures : une application au PIB tendanciel français," Économie et Prévision, Programme National Persée, vol. 163(2), pages 133-154.
  59. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(4), pages 692-711, October.
  60. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(3), pages 406-419, September.
  61. Min B. Shrestha & Theresia A. Wansi, 2014. "Drivers of Reserves Accumulation in the South East Asian Countries," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp02.
  62. Tsangyao Chang & Yuan-Hong Ho & Chung-Ju Huang, 2007. "Revisiting Hysteresis In Unemployment For Ten European Countries: An Empirical Note On A More Powerful Nonlinear (Logistic) Unit Root," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 32(1), pages 49-57, June.
  63. Reza Anglingkusumo, 2005. "Stability of the Demand for Real Narrow Money in lndonesia," Tinbergen Institute Discussion Papers 05-051/4, Tinbergen Institute.
  64. Bruce Felmingham & Su San Leong, 2003. "The stationarity of Australian real interest rates with and without structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 239-241.
  65. Robert Kaufmann & Heikki Kauppi & Michael Mann & James Stock, 2013. "Does temperature contain a stochastic trend: linking statistical results to physical mechanisms," Climatic Change, Springer, vol. 118(3), pages 729-743, June.
  66. Amir Kia, 2006. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors? Evidence from Iran," Carleton Economic Papers 06-03, Carleton University, Department of Economics, revised Nov 2006.
  67. Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(4), pages 1792-1815, December.
  68. Mark J. Holmes, 2005. "New evidence on long-run output convergence among Latin American countries," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 299-319, November.
  69. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, 01.
  70. Gary L. Shelley & Frederick H. Wallace, 2004. "Testing for Long Run Neutrality of Money in Mexico," Macroeconomics, EconWPA 0402003, EconWPA.
  71. Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari, 2013. "A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 3(2), pages 137-142.
  72. Kumar Narayan, Paresh, 2005. "The relationship between saving and investment for Japan," Japan and the World Economy, Elsevier, Elsevier, vol. 17(3), pages 293-309, August.
  73. Strazicich, Mark C. & Lee, Junsoo & Day, Edward, 2004. "Are incomes converging among OECD countries? Time series evidence with two structural breaks," Journal of Macroeconomics, Elsevier, Elsevier, vol. 26(1), pages 131-145, March.
  74. VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M., 2005. "Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 2(3), pages 31-44.
  75. Kaufmann, Robert K., 2011. "The role of market fundamentals and speculation in recent price changes for crude oil," Energy Policy, Elsevier, vol. 39(1), pages 105-115, January.
  76. Kuan-Min Wang & Hung-Cheng Lai, 2013. "Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 473-497, June.
  77. Stanley L. Winer & J Stephen Ferris, 2003. "Searching for Keynes: An Essay on the Political Economy of Fiscal Policy, with Application to Canada, 1870-2000 - revised version," CESifo Working Paper Series 1016, CESifo Group Munich.
  78. Guglielmo Maria, Caporale & Alexandros , Kontonikas, 2007. "The Euro and Inflation Uncertainty in the European Monetary Union," CELPE Discussion Papers 101, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
  79. Olivier Darne & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Post-Print hal-00771828, HAL.
  80. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
  81. Pahlavani, Mosayeb, 2005. "Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp05-25, School of Economics, University of Wollongong, NSW, Australia.
  82. Henry, Olan T. & Shields, Kalvinder, 2004. "Is there a unit root in inflation?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 26(3), pages 481-500, September.
  83. Brodsky, Boris, 2008. "Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 11(3), pages 52-63.
  84. Desirée Castrillo R. & Carlos Mora G. & Carlos Torres G., 2010. "Mecanismos de transmisión de la política monetaria en Costa Rica: periodo 1991-2007," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 549-599, octubre-d.
  85. Guilherme Moura & Sergio Da Silva, 2005. "Is There a Brazilian J-Curve?," International Finance, EconWPA 0505001, EconWPA.
  86. Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(3), pages 447-460, July.
  87. Morgan, C. Wyn & McCorriston, Steve, 2005. "Market Power and Relative Price Adjustment: Evidence from the UK," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24485, European Association of Agricultural Economists.
  88. Karanfil, Fatih, 2008. "Energy consumption and economic growth revisited: Does the size of unrecorded economy matter?," Energy Policy, Elsevier, vol. 36(8), pages 3019-3025, August.
  89. M. Portugal & I.A. de Morais, 2004. "STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach," Econometric Society 2004 Latin American Meetings, Econometric Society 346, Econometric Society.
  90. Kieran Mc Morrow & Werner Roeger, 2001. "Potential Output: Measurement Methods, "New" Economy Influences and Scenarios for 2001-2010 - A comparison of the EU-15 and the US," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 150, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  91. Kose, Nezir & Emirmahmutoglu, Furkan & Aksoy, Sezgin, 2012. "The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey," Journal of Asian Economics, Elsevier, vol. 23(4), pages 476-485.
  92. Valadkhani, Abbas, 2013. "Modelling the terminal gate prices of unleaded petrol in Australia," Economic Modelling, Elsevier, vol. 33(C), pages 233-243.
  93. John Dawson & John Seater, 2013. "Federal regulation and aggregate economic growth," Journal of Economic Growth, Springer, vol. 18(2), pages 137-177, June.
  94. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March.
  95. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, Elsevier, vol. 4(3), pages 186-195, September.
  96. Jan Gottschalk & Willem Van Zandweghe, 2001. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers 1068, Kiel Institute for the World Economy.
  97. Reetu Verma & Ali Salman Saleh, 2011. "Saving and investment in Saudi Arabia: an empirical analysis," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 28(2), pages 136-148, June.
  98. Dawson, P.J., 2006. "The export-income relationship and trade liberalisation in Bangladesh," Journal of Policy Modeling, Elsevier, Elsevier, vol. 28(8), pages 889-896, November.
  99. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.
  100. Nuno Sobreira & Luís Catela Nunes & Paulo M.M. Rodrigues, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.
  101. Cleomar Gomes da Silva & Flávio Vilela Vieira, 2014. "BRICS countries: real interest rates and long memory," Economics Bulletin, AccessEcon, vol. 34(1), pages 409-419.
  102. Francis W. Ahking, 2004. "The Power of the "Objective" Bayesian Unit-Root Test," Working papers 2004-14, University of Connecticut, Department of Economics.
  103. Lee, Jim, 1996. "Testing for a unit root in time series with trend breaks," Journal of Macroeconomics, Elsevier, Elsevier, vol. 18(3), pages 503-519.
  104. Hecq, Alain, 1995. "Unit root tests with level shift in the presence of GARCH," Economics Letters, Elsevier, vol. 49(2), pages 125-130, August.
  105. Lee Alston & Andres Gallo, 2002. "The Political Economy of Bank Reform in Argentina Under Convertibility," Journal of Economic Policy Reform, Taylor & Francis Journals, Taylor & Francis Journals, vol. 5(1), pages 1-16.
  106. Arestis, Philip & Biefang-Frisancho Mariscal, Iris, 1999. "Unit roots and structural breaks in OECD unemployment," Economics Letters, Elsevier, vol. 65(2), pages 149-156, November.
  107. Thai-Ha Le & Youngho Chang, 2012. "Oil Price Shocks and Gold Returns," Economie Internationale, CEPII research center, issue 131, pages 71-104.
  108. Heidari, Hassan & Katircioglu, Salih Turan & Saeidpour, Lesyan, 2013. "Natural gas consumption and economic growth: Are we ready to natural gas price liberalization in Iran?," Energy Policy, Elsevier, vol. 63(C), pages 638-645.
  109. Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo, 2002. "Level shifts in a panel data based unit root test. An application to the rate of unemployment," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data C5-2, International Conferences on Panel Data.
  110. Law, Siong Hook & Azman-Saini, W.N.W. & Smith, Peter, 2006. "Finance and growth in a small open emerging market," MPRA Paper 715, University Library of Munich, Germany.
  111. Kumar, Saten, 2011. "Financial reforms and money demand: Evidence from 20 developing countries," Economic Systems, Elsevier, vol. 35(3), pages 323-334, September.
  112. Luis Eduardo Arango T., 1998. "Some Univariate Time Series Properties Of Output," BORRADORES DE ECONOMIA 003516, BANCO DE LA REPÚBLICA.
  113. Ben-David, Dan & Papell, David, 1995. "Slowdowns and Meltdowns: Post-war Growth Evidence from 74 Countries," CEPR Discussion Papers 1111, C.E.P.R. Discussion Papers.
  114. Attila Rátfai, 2001. "Relative Price Skewness and Inflation: A Structural VAR Framework," IEHAS Discussion Papers 0103, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  115. Boetel, Brenda L. & Liu, Donald J., 2008. "Further Evidence of Price Transmission and Asymmetric Adjustment in the U.S. Beef and Pork Sectors," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6169, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  116. Guilherme Moura & Sergio Da Silva, 2005. "Testing the Equilibrium Exchange Rate Model," International Finance, EconWPA 0505018, EconWPA.
  117. Jean-Pierre Allegret & Alain Sand-Zantman, 2007. "Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches," Post-Print halshs-00238495, HAL.
  118. Perron, Pierre, 1992. "Racines unitaires en macroéconomie : le cas d’une variable," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 68(1), pages 325-356, mars et j.
  119. Shahbaz, Muhammad & Solarin, Sakiru Adebola & Mahmood, Haider, 2012. "Does Financial Development Reduce CO2 Emissions in Malaysian Economy? A Time Series Analysis," MPRA Paper 40603, University Library of Munich, Germany, revised 10 Aug 2012.
  120. Li, Qing & Papell, David, 1999. "Convergence of international output Time series evidence for 16 OECD countries," International Review of Economics & Finance, Elsevier, vol. 8(3), pages 267-280, September.
  121. Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993. "The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries," NBER Working Papers 4379, National Bureau of Economic Research, Inc.
  122. Paresh Kumar Narayan, 2005. "New evidence on purchasing power parity from 17 OECD countries," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(9), pages 1063-1071.
  123. Ertur, C. & Musolesi, A., 2013. "Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers, Grenoble Applied Economics Laboratory (GAEL) 2013-09, Grenoble Applied Economics Laboratory (GAEL).
  124. Gómez Aguirre Mario & Lenin Navarro Chávez José César, 2014. "Relación de causalidad entre el índice de precios del productor y el índice de precios del consumidor incorporando cambios estructurales. El caso de México," Contaduría y Administración:Revista Internacional, Accounting and Management: International Journal, vol. 59(2), pages 179-196, abril-jun.
  125. Pahlavani, Mosayeb, 2005. "The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp05-28, School of Economics, University of Wollongong, NSW, Australia.
  126. Sen, Amit, 2009. "Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 354-360, February.
  127. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, Elsevier, vol. 129(1-2), pages 1-34.
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