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Citations for "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?"

by Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P.

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005. "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Money Macro and Finance (MMF) Research Group Conference 2005 24, Money Macro and Finance Research Group. [Downloadable!]
  2. David E. A. Giles & Gugsa T. Werkneh & Betty J. Johnson, 1999. "Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data," Econometrics Working Papers 9911, Department of Economics, University of Victoria. [Downloadable!]
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  3. Sibbertsen, Philipp & Krämer, Walter, 2005. "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-318, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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  4. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile. [Downloadable!]
    Other versions:
  5. K. Chaudhuri & S. Smiles, 2004. "Stock market and aggregate economic activity: evidence from Australia," Applied Financial Economics, Taylor and Francis Journals, vol. 14(2), pages 121-129, January. [Downloadable!] (restricted)
  6. Martin, Will & Warr, Peter G., 1991. "Agriculture's decline in Indonesia : supply or demand determined," Policy Research Working Paper Series 798, The World Bank. [Downloadable!]
  7. Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany. [Downloadable!]
  8. Robert Taylor & Stephen Leybourne, 2004. "Some New Tests for a Change in Persistence," Economics Bulletin, Economics Bulletin, vol. 3(39), pages 1-10. [Downloadable!]
  9. Alfred Maussner & Julius Spatz, 2003. "Determinants of Business Cycles in Small Scale Macroeconomic Models: The German Case," Kiel Working Papers 1158, Kiel Institute for the World Economy. [Downloadable!]
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  10. Sandrine Lardic & Valerie Mignon, 2003. "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, Economics Bulletin, vol. 3(14), pages 1-10. [Downloadable!]
  11. Peter C.B. Phillips, 1991. "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers 986, Cowles Foundation, Yale University. [Downloadable!]
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  12. Anindya BANERJEE & Bill RUSSEL, 2002. "Inflation Measures of the Markup," Economics Working Papers ECO2002/15, European University Institute. [Downloadable!]
  13. Chien-Chiang Lee & Chun-Ping Chang, 2007. "Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks," Economics Bulletin, Economics Bulletin, vol. 3(23), pages 1-15. [Downloadable!]
  14. JOÃO RICARDO FARIA & FRANCISCO GALRÃO CARNEIRO, 2003. "Devaluation, Output And Wages," International Economic Journal, Korean International Economic Association, vol. 17(4), pages 15-27, December. [Downloadable!] (restricted)
  15. DeRossi, G. & Harvey, A., 2006. "Time-Varying Quantiles," Cambridge Working Papers in Economics 0649, Faculty of Economics, University of Cambridge. [Downloadable!]
  16. Slim Chaouachi & Gilles Dufrenot & Valerie Mignon, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-11. [Downloadable!]
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  17. Nirvikar Singh & Terrie Carolan, 2004. "Time Series Analysis Of U.S.-East Asia Commodity Trade, 1962-1992," International Trade 0412003, EconWPA. [Downloadable!]
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  18. Alan Kirman & Gilles Teyssière, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(4), pages 1083-1083. [Downloadable!] (restricted)
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  19. Olesen, Jan Overgaard & Risager, Ole, 2000. "On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term," Working Papers 04-2000, Copenhagen Business School, Department of Economics. [Downloadable!]
  20. Maharaj, E.A., 1999. "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers 11/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  21. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "Sectoral Fluctuations in U.K. Firms' Investment Expenditures," Boston College Working Papers in Economics 520, Boston College Department of Economics, revised 15 Jun 2003. [Downloadable!]
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  22. Dimitris Hatzinikolaou & Metodey Polasek, 2005. "The commodity-currency view of the Australian dollar: A multivariate cointegration approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 81-99, May. [Downloadable!]
  23. Marcella D'Uva & Rita De Siano, 2007. "Human capital and "club convergence" in Italian regions," Economics Bulletin, Economics Bulletin, vol. 18(1), pages 1-7. [Downloadable!]
  24. Busettti, F. & Harvey, A., 2007. "Tests of time-invariance," Cambridge Working Papers in Economics 0657, Faculty of Economics, University of Cambridge. [Downloadable!]
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  25. David E. A. Giles & Lindsay Tedds & Gugsa Werkneh, 1999. "The Canadian Underground and Measured Economies: Granger Causality Results," Econometrics Working Papers 9907, Department of Economics, University of Victoria. [Downloadable!]
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  26. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
  27. Rita De Siano & Marcella D’Uva, 2006. "Club convergence in European regions," Applied Economics Letters, Taylor and Francis Journals, vol. 13(9), pages 569-574, July. [Downloadable!] (restricted)
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  28. María Gadea & Marcela Sabaté, 2004. "The European Periphery in the Era of the Gold Standard: The Case of the Spanish Peseta and the Pound Sterling from 1883 to 1931," Open Economies Review, Springer, vol. 15(1), pages 63-85, January. [Downloadable!] (restricted)
  29. Lahl, David & Hüfner, Felix, 2003. "What Determines the ZEW Indicator?," ZEW Discussion Papers 03-48, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  30. Philip Kostov & John Lingard, 2004. "Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption," Econometrics 0409007, EconWPA. [Downloadable!]
  31. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne. [Downloadable!]
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  32. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315. [Downloadable!]
  33. Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics. [Downloadable!]
  34. B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers 13/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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  35. Carlos Fonseca Marinheiro, 2005. "Sustainability of Portuguese Fiscal Policy in Historical Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  36. Ila M. Semenick Alam & Robin C. Sickles, 1997. "Long Run Properties of Technical Efficiency in the U.S. Airline Industry," CIG Working Papers FS IV 97-25, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
  37. Ozgen Sayginsoy, 2004. "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Discussion Papers 04-07, University at Albany, SUNY, Department of Economics. [Downloadable!]
  38. Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2003. "The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance," Vienna Economics Papers 0313, University of Vienna, Department of Economics. [Downloadable!]
  39. Dimitris K. Christopoulos & Efthymios G. Tsionas, 2003. "A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests," International Economic Journal, Korean International Economic Association, vol. 17(3), pages 39-54, October. [Downloadable!] (restricted)
  40. Gilberto A. Libanio, 2004. "Unit roots in macroeconomic time series: theory, implications, and evidence," Textos para Discussão Cedeplar-UFMG td228, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
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  41. L. Giraitis & P. Kokoszka & R. Leipus & G. Teyssiere, . "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," Sonderforschungsbereich 373 1999-81, Humboldt Universitaet Berlin.
  42. Ricardo Reis, 2005. "The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuation," NBER Working Papers 11297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  43. Ozgen Sayginsoy, 2005. "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics 0503014, EconWPA, revised 11 Mar 2005. [Downloadable!]
  44. Jörg Döpke & Jan Gottschalk & Christophe Kamps, 2001. "Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?," Kiel Working Papers 1050, Kiel Institute for the World Economy. [Downloadable!]
  45. Christopher F. Baum & Meral Karasulu, 1996. "Modelling Federal Reserve Discount Policy," Boston College Working Papers in Economics 335., Boston College Department of Economics. [Downloadable!]
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  46. Robert Taylor & Stephen Leybourne & David Harvey, 2004. "Modified Tests for a Change in Persistence," Econometric Society 2004 Australasian Meetings 64, Econometric Society. [Downloadable!]
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  47. Ozgen Sayginsoy & Tim Vogelsang, 2004. "Powerful Tests of Structural Change That are Robust to Strong Serial Correlation," Discussion Papers 04-08, University at Albany, SUNY, Department of Economics. [Downloadable!]
  48. Corrado Andini, 2005. "Unemployment and Welfare Participation in a Structural VAR: Rethinking the 1990s in the United States (Revised)," HEW 0501005, EconWPA. [Downloadable!]
  49. repec:ese:iserwp: is not listed on IDEAS
  50. Rómulo A. Chumacero & J. Rodrigo Fuentes, 2002. "On the determinants of the Chilean Economic Growth," Working Papers Central Bank of Chile 134, Central Bank of Chile. [Downloadable!]
  51. Mariam Camarero & Cecilio Tamarit, . "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers on International Economics and Finance 01-08, FEDEA. [Downloadable!]
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  52. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," Center for European, Governance and Economic Development Research (cege) Discussion Papers 68, Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
  53. Andrew Harvey, 2002. "Trends, Cycles and Convergence," Working Papers Central Bank of Chile 155, Central Bank of Chile. [Downloadable!]
  54. Joaquim Pinto de Andrade & Maria Luiza Falcao Silva & Hans Michael Trautwein, 2003. "Prospects of Economic Integration and Incompatible Monetary Policies Among Mercosul Members," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c65, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  55. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation, Yale University. [Downloadable!]
  56. Yash P. Mehra, 1997. "The bond rate and actual future inflation," Working Paper 97-03, Federal Reserve Bank of Richmond. [Downloadable!]
  57. Robert Blecker, 2007. "External Shocks, Structural Change, and Economic Growth in Mexico, 1979-2006," Working Papers wp157, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
  58. Ben Shepherd, 2005. "Market Power in International Commodity Processing Chains: Preliminary Results from the Coffee Market," International Trade 0511013, EconWPA. [Downloadable!]
  59. Hossain, A., 2006. "Sources of Economic Growth in Indonesia, 1966-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2). [Downloadable!] (restricted)
  60. Magda Kandil & Ida Mirzaie, 2006. "Consumption and macroeconomic policies: Theory and evidence from developing countries," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 15(4), pages 469-491, December. [Downloadable!] (restricted)
  61. T.-W. Ho, 2003. "Regime-switching properties of the optimal seigniorage hypothesis: the case of Taiwan," Applied Economics, Taylor and Francis Journals, vol. 35(4), pages 485-494, January. [Downloadable!] (restricted)
  62. George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  63. Sang-Kuck Chung, 2006. "The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 355-370. [Downloadable!]
  64. Hüfner, Felix & Schröder, Michael, 2001. "Unternehmens- versus Analystenbefragungen : zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen," ZEW Discussion Papers 01-04, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  65. Emma M. Iglesias & Garry D. A. Phillips, 2005. "Analysing one-month Euro-market interest rates by fractionally integrated models," Applied Financial Economics, Taylor and Francis Journals, vol. 15(2), pages 95-106, January. [Downloadable!] (restricted)
  66. Monika Blaszkiewicz-Schwartzman, 2007. "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006 144, Money Macro and Finance Research Group. [Downloadable!]
  67. Henry, O. & Messinis, G. & Olekalns, N., 1999. "Rational Habit Modification: the Role of Credit," Department of Economics - Working Papers Series 729, The University of Melbourne. [Downloadable!]
  68. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  69. Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs : revisited results using alternative econometrics," Cahiers de la Maison des Sciences Economiques bla05020, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  70. Sinha, Dipendra, 2007. "Effects of Volatility of Exports in the Philippines and Thailand," MPRA Paper 2563, University Library of Munich, Germany. [Downloadable!]
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  71. Olivier Bonroy & Jean-Philippe Gervais & Bruno Larue, 2005. "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Trade," International Finance 0501003, EconWPA. [Downloadable!]
  72. Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics. [Downloadable!]
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  73. Francis Y. Kumah, 2006. "The Role of Seasonality and Monetary Policy in Inflation Forecasting," IMF Working Papers 06/175, International Monetary Fund. [Downloadable!]
  74. Niels Haldrup & Morten Nielsen, 2006. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(3), pages 1367-1367. [Downloadable!] (restricted)
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  75. Mehrotra, Aaron, 2005. "Exchange and interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China," BOFIT Discussion Papers 17/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  76. Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics, Finance and Accounting Department Working Paper Series n1480105, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
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  77. David E. A. Giles, 2001. "Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992," Econometrics Working Papers 0102, Department of Economics, University of Victoria. [Downloadable!]
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  78. Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  79. Atanas Christev, 2005. "The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s," CERT Discussion Papers 0507, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  80. Sinha, Dipendra & Sinha, Tapen, 2007. "Relationships among Household Saving, Public Saving, Corporate Saving and Economic Growth in India," MPRA Paper 2597, University Library of Munich, Germany. [Downloadable!]
  81. David E. A. Giles & Betty J. Johnson, 1999. "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers 9910, Department of Economics, University of Victoria. [Downloadable!]
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  82. Eiji Fujii & Menzie D. Chinn, 2000. "Fin de Siecle Real Interest Parity," NBER Working Papers 7880, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  83. Cameron Hepburn & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2006. "Social Discounting Under Uncertainty: A cross-country comparison," The Institute for International Integration Studies Discussion Paper Series iiisdp177, IIIS. [Downloadable!]
  84. Garry MacDonald & Sandra Hopkins, 2002. "Unit root properties of OECD health care expenditure and GDP data," Health Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 371-376. [Downloadable!]
  85. Prema-Chandra Athukorala & Kunal Sen, 1996. "Reforms And Investment In India," Departmental Working Papers 1996-06, Australian National University, Economics RSPAS. [Downloadable!]
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  86. Albrecht, Peter & Kantar, Cemil, 2003. "Random Walk oder Mean Reversion? Eine statistische Analyse des Kurs/Gewinn-Verhältnisses für den deutschen Aktienmarkt," Sonderforschungsbereich 504 Publications 03-31, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  87. Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 113-128, January. [Downloadable!] (restricted)
  88. Pär Österholm & Mikael Carlsson & Johan Lyhagen, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," IMF Working Papers 07/287, International Monetary Fund. [Downloadable!]
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  89. Graflund, Andreas, 2000. "Dynamic Capital Structure: the Case of Hufvudstaden," Working Papers 2000:20, Lund University, Department of Economics. [Downloadable!]
  90. 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. [Downloadable!]
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  91. Muhammad Q. Islam, 2004. "The long run relationship between openness and government size: evidence from bounds test," Applied Economics, Taylor and Francis Journals, vol. 36(9), pages 995-1000, May. [Downloadable!] (restricted)
  92. Luis Fernando Melo & Martha Misas, . "Análisis del Comportamiento de la Inflación Trimestral en Colombia Bajo Cambios de Régimen: Una Evidencia a Través del Modelo: "Switching" de Hamilton," Borradores de Economia 086, Banco de la Republica de Colombia. [Downloadable!]
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  93. Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008. "Panel Data Stochastic Convergence Analysis of the Mexican Regions," IREA Working Papers 200805, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008. [Downloadable!]
  94. Rómulo Chumacero, 2000. "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile 86, Central Bank of Chile. [Downloadable!]
  95. Katsumi Shimotsu, 2006. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Working Papers 1061, Queen's University, Department of Economics. [Downloadable!]
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  96. Yannick L'horty & Christophe Rault, 2004. "Inflation, minimum wage and other wages: an econometric study on French macroeconomic data," Applied Economics, Taylor and Francis Journals, vol. 36(4), pages 277-290, March. [Downloadable!] (restricted)
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  97. Sandy Suardi & O.T.Henry & N. Olekalns, . "Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics," MRG Discussion Paper Series 0206, School of Economics, University of Queensland, Australia. [Downloadable!]
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  98. Nicolaas Groenewold, 2004. "Fundamental share prices and aggregate real output," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 651-661, June. [Downloadable!] (restricted)
  99. Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005. "House Prices in Australia - 1970 to 2003 - Facts and Explanations," Research Papers 0504, Macquarie University, Department of Economics. [Downloadable!]
  100. G. Everaert, 2007. "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/452, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  101. Nicholas Apergis & Stephen M. Miller, 2005. "Consumption asymmetry and the stock market: New evidence through a threshold adjustment model," Working papers 2005-08, University of Connecticut, Department of Economics. [Downloadable!]
  102. Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," CEPR Discussion Papers 5259, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  103. Ata Assaf, 2004. "Rescaled variance analysis of real exchange rates," Applied Economics Letters, Taylor and Francis Journals, vol. 11(5), pages 303-306, April. [Downloadable!] (restricted)
  104. Doug Hostland, . "CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications," Working Papers 95-5, Bank of Canada. [Downloadable!]
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  105. Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics. [Downloadable!]
  106. Katsumi Shimotsu, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics. [Downloadable!]
  107. Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "The asymmetric effects of uncertainty on inflation and output growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 551-565. [Downloadable!]
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  108. Yash P. Mehra, 1995. "Some key empirical determinants of short-term nominal interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 33-51. [Downloadable!]
  109. Dominique Tremblay, 2002. "Salaire réel, chocs technologiques et fluctuations économiques," Working Papers 02-42, Bank of Canada. [Downloadable!]
  110. S. Lardic & V. Mignon, 2002. "Fractional cointegration and term structure of interest rates," THEMA Working Papers 2002-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  111. Rómulo Chumacero, 2001. "Testing for unit roots using economics," Working Papers Central Bank of Chile 102, Central Bank of Chile. [Downloadable!]
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  112. Bruno Larue & Luc Tanguay, 1999. "REGIONAL PRICE DYNAMICS AND COUNTERVAILING DUTIES: Did the Canada-U.S.Hog/Pork Dispute Have a Permanent Impact?," International Economic Journal, Korean International Economic Association, vol. 13(1), pages 81-101, April. [Downloadable!] (restricted)
  113. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2006. "Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test," Applied Economics, Taylor and Francis Journals, vol. 38(20), pages 2453-2459, November. [Downloadable!] (restricted)
  114. Fabio Busetti & Andrew C Harvey, 1998. "Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.)," STICERD - Econometrics Paper Series /1998/365, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  115. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 8, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
  116. G. Teyssiere, . "Long-Memory Analysis," Sonderforschungsbereich 373 2000-57, Humboldt Universitaet Berlin.
  117. Stéphane Dées & Matthias Burgert, 2008. "Forecasting world trade. Direct versus "bottom-up" approaches," Working Paper Series 882, European Central Bank. [Downloadable!]
  118. Tsangyao Chang & Chien-Chung Nieh & Ching-Chun Wei, 2006. "Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2277-2283, October. [Downloadable!] (restricted)
  119. Christos Kollias & Charis Naxakisb & Leonidas Zarangasb, 2004. "Defence Spending and Growth in Cyprus: A Causal Analysis," Defence and Peace Economics, Taylor and Francis Journals, vol. 15(3), pages 299-307, June. [Downloadable!] (restricted)
  120. Prema-Chandra Athukorala & Pang-Long Tsai, 2003. "Determinants of Household Saving in Taiwan: Growth, Demography and Public Policy," The Journal of Development Studies, Taylor and Francis Journals, vol. 39(5), pages 65-88, June. [Downloadable!] (restricted)
  121. Imed Drine & Christophe Rault, 2005. "Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries?," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 519-530, May. [Downloadable!] (restricted)
  122. Carlos José Fonseca Marinheiro, 2005. "Sustainability of Portuguese Fiscal Policy in Historical Perspective," Working Papers de Economia (Economics Working Papers) 32, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro. [Downloadable!]
  123. Twm Evans, 2006. "Efficiency tests of the UK financial futures markets and the impact of electronic trading systems," Applied Financial Economics, Taylor and Francis Journals, vol. 16(17), pages 1273-1283, November. [Downloadable!] (restricted)
  124. Hamid Faruqee, 2004. "Exchange Rate Pass-Through in the Euro Area: The Role of Asymmetric Pricing Behavior," IMF Working Papers 04/14, International Monetary Fund. [Downloadable!]
  125. Giancarlo Bruno & Marco Malgarini, 2002. "An Indicator of Economic Sentiment for the Italian Economy," ISAE Working Papers 28, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  126. Jens J. Krueger, 2003. "On the Dynamics of the U.S. Manufacturing Productivity Distribution," Jenaer Schriften zur Wirtschaftswissenschaft 05/2003, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  127. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries," Macroeconomics 0504001, EconWPA. [Downloadable!]
    Other versions:
  128. Niels Haldrup & Morten O. Nielsen, 2004. "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers 2004-2, School of Economics and Management, University of Aarhus. [Downloadable!]
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  129. Hamid Faruqee, 2006. "Exchange Rate Pass-Through in the Euro Area," IMF Staff Papers, Palgrave Macmillan Journals, vol. 53(1), pages 4. [Downloadable!] (restricted)
  130. Luis Fernando Melo Velandia & Martha MisasA., 2005. "Analisis Delcomportamiento De La Inflacíon Trimestral En Colombia Bajo Cambios De Regimen: Una Evidencia A Traves Del Modelo," BORRADORES DE ECONOMIA 001993, BANCO DE LA REPÚBLICA. [Downloadable!]
  131. Hasan Bakhshi & Ben Martin & Tony Yates, . "How uncertain are the welfare costs of inflation?," Bank of England working papers 152, Bank of England. [Downloadable!]
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  132. Tommaso PROIETTI & Alberto MUSSO & Thomas WESTERMANN, 2002. "Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach," Economics Working Papers ECO2002/09, European University Institute. [Downloadable!]
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  133. Jonathan Dark, 2004. "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers 6/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  134. Magda Kandil, 2006. "On the transmission of exchange rate fluctuations to the macroeconomy: Contrasting evidence for developing and developed countries," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 15(1), pages 101-127, March. [Downloadable!] (restricted)
  135. Tiia Püss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
  136. Daniel Pick & Carlos Arnade & Utpal Vasavada, 1995. "Technology gaps and trade in agriculture," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(3), pages 509-525, September. [Downloadable!] (restricted)
  137. Haldrup, Niels & Møllgaard, Peter & Nielsen, Claus Kastberg, 2005. "Sequential versus simultaneous market," Working Papers 02-2005, Copenhagen Business School, Department of Economics. [Downloadable!]
  138. Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, EconWPA. [Downloadable!]
  139. António Portugal Duarte & João Sousa Andrade, 2005. "How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects," Method and Hist of Econ Thought 0505002, EconWPA. [Downloadable!]
  140. Fillion, J.F., 1996. "L'endettement du Canada et ses effets sur les taux d'interet reels de long term," Working Papers 96-14, Bank of Canada. [Downloadable!]
  141. Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004. "Decreasing marginal impatience, income distribution and demand for money: Theory and evidence," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-04, Indian Statistical Institute, New Delhi, India. [Downloadable!]
  142. Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald, 2004. "The monetary approach to exchange rates in the CEECs," Macroeconomics 0401013, EconWPA. [Downloadable!]
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  143. Roman Horváth, 2006. "Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic," William Davidson Institute Working Papers Series wp848, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  144. David I. Stern, 1998. "A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy," Working Papers in Ecological Economics 9803, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]
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  145. Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003. "Breaking the panels. An application to the GDP per capita," Working Papers in Economics 97, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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  146. Yongcheol Shin & Andy Snell, 2004. "Mean Group Tests for Stationarity in Heterogenous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
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  147. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2005. "Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test," Economics Bulletin, Economics Bulletin, vol. 3(41), pages 1-9. [Downloadable!]
  148. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada. [Downloadable!]
  149. M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  150. Mario Quagliariello, 2007. "Banks’ riskiness over the business cycle: a panel analysis on Italian intermediaries," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 119-138, January. [Downloadable!] (restricted)
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  151. Graham Elliott & James H. Stock, 1992. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  152. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics. [Downloadable!]
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  153. Abbas Valadkhani & Allan P. Layton, 2003. "Quantifying the Effect of GST on Inflation in Australia’s Capital Cities: An Intervention Analysis," School of Economics and Finance Discussion Papers and Working Papers Series 153, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  154. Luis Fernando Melo Velandia & Franz Hamann Salcedo, 1998. "Inflacion Basica. Una Estimacion Basada En Modelos Var Estructurales," BORRADORES DE ECONOMIA 002848, BANCO DE LA REPÚBLICA. [Downloadable!]
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  155. Raul Crespo, 2005. "Total Factor Productivity: An Unobserved Components Approach," Bristol Economics Discussion Papers 05/579, Department of Economics, University of Bristol, UK. [Downloadable!]
  156. Abbas Valadkhani, 2003. "Does The Term Structure Predict Australia’S Future Output Growth?," School of Economics and Finance Discussion Papers and Working Papers Series 139, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  157. Jens J. Krüger, 2004. "Capacity Utilization and Technology Shocks in the U.S. Manufacturing Sector," Jenaer Schriften zur Wirtschaftswissenschaft 10/2004, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  158. Fidrmuc, Jarko, 2006. "Money Demand and Disinflation in Selected CEECs during the Accession to the EU," Discussion Papers in Economics 1232, University of Munich, Department of Economics. [Downloadable!]
  159. Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2006. "Inflation convergence and divergence within the European Monetary Union," Working Paper Series 574, European Central Bank. [Downloadable!]
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  160. Ahn & Byung Chul, 1994. "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics 9411001, EconWPA, revised 08 Nov 1994. [Downloadable!]
  161. G. K. Randolph TAN, 2004. "Long Memory in Import and Export Price Inflation and Persistence of Shocks to the Terms of Trade," Econometric Society 2004 Far Eastern Meetings 732, Econometric Society. [Downloadable!]
  162. Peter Wilson & Choy Keen Meng, 2006. "Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory," SCAPE Policy Research Working Paper Series 0601, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
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  163. Fabio Busetti, 2006. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 419-438. [Downloadable!]
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  164. Martha Misas Arango & Enrique López Enciso, 1998. "El Producto Potencial En Colombia: Una Estimación Bajo Var Estructural," BORRADORES DE ECONOMIA 002538, BANCO DE LA REPÚBLICA. [Downloadable!]
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  165. Caner, Mehmet & Kilian, Lutz, 2000. "Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate," CEPR Discussion Papers 2425, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  166. Lee Kian Lim & Michael McAleer, 2003. "Convergence and Catching Up in ASEAN: A Comparative Analysis," CIRJE F-Series CIRJE-F-218, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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  167. Lokman Gunduz & Abdulnasser Hatemi-J, 2005. "Is the tourism-led growth hypothesis valid for Turkey?," Applied Economics Letters, Taylor and Francis Journals, vol. 12(8), pages 499-504, June. [Downloadable!] (restricted)
  168. Corrado Andini, 2006. "Unemployment and Welfare Participation in a Structural VAR: Rethinking the 1990s in the United States," International Review of Applied Economics, Taylor and Francis Journals, vol. 20(2), pages 243-253, April. [Downloadable!] (restricted)
  169. Ivan Paya & David A. Peel, 2007. "On the relationship between nominal exchange rates and domestic and foreign prices," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 105-117, January. [Downloadable!] (restricted)
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  170. Yin-Wong Cheung & Menzie Chinn & Tron Tran, 1995. "How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries," Macroeconomics 9508004, EconWPA. [Downloadable!]
  171. Grier, K.B. & Henry, O.T. & Olekalns, N., 2001. "The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model," Department of Economics - Working Papers Series 818, The University of Melbourne. [Downloadable!]
  172. Ida Aghdas Mirzaie & Magda E. Kandil, 2003. "The Effects of Exchange Rate Fluctuations on Output and Prices: Evidence from Developing Countries," IMF Working Papers 03/200, International Monetary Fund. [Downloadable!]
  173. Jonathan H. Wright, 1999. "A simple approach to robust inference in a cointegrating system," International Finance Discussion Papers 654, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  174. Vicente Esteve, . "Política fiscal y productividad del trabajo en la economía española: Un análisis de series temporales," Studies on the Spanish Economy 156, FEDEA. [Downloadable!]
  175. Tsangyao Chang & Steven B. Caudill, 2005. "Financial development and economic growth: the case of Taiwan," Applied Economics, Taylor and Francis Journals, vol. 37(12), pages 1329-1335, July. [Downloadable!] (restricted)
  176. Johan Lyhagen, 2006. "The seasonal KPSS statistic," Economics Bulletin, Economics Bulletin, vol. 3(13), pages 1-9. [Downloadable!]
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  177. Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2008. "The expectations hypothesis of the term structure in the Euro area:," Economics Bulletin, Economics Bulletin, vol. 3(3), pages 1-15. [Downloadable!]
  178. Tsangyao Chang & Chien-Chung Nieh & Ching-Chun Wei, 2005. "Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests," Economics Bulletin, Economics Bulletin, vol. 3(24), pages 1-9. [Downloadable!]
  179. Riccardo Corradini, 2005. "An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle," Econometrics 0509009, EconWPA. [Downloadable!]
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  180. Nunzio Cappuccio & Diego Lubian, 2007. "Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(3), pages 403-423, September. [Downloadable!] (restricted)
  181. José L. Torres, 2004. "A Non-parametric analysis of ERM exchange rate fundamentals," Economic Working Papers at Centro de Estudios Andaluces E2004/25, Centro de Estudios Andaluces. [Downloadable!]
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  182. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
  183. Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy, 2004. "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade," International Trade 0407004, EconWPA. [Downloadable!]
  184. 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!]
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  185. Nikolaos Giannellis & Athanasios Papadopoulos, 2006. "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach," Working Papers 0717, University of Crete, Department of Economics. [Downloadable!]
  186. Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, EconWPA. [Downloadable!]
  187. Jan Overgaard Olesen, . "A Simple Explanation of Stock Price Behavior in the Long Run: Evidence for Denmark," EPRU Working Paper Series 00-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
  188. Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003. "Searching for Threshold Effects in the Evolution of Budget Deficits: An Application to the Spanish Case," Economic Working Papers at Centro de Estudios Andaluces E2003/29, Centro de Estudios Andaluces. [Downloadable!]
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  189. Peter Sephton, 2005. "Predicting the equity premium with dividend ratios: a matter of balance," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 145-147, February. [Downloadable!] (restricted)
  190. Evan Lau & Ahmad Zubaidi Baharumshah, 2005. "Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries," Macroeconomics 0504002, EconWPA. [Downloadable!]
  191. Maurice Obstfeld & Jay Shambaugh & Alan Taylor, 2006. "Monetary Sovereignty, Exchange Rates, and Capital Controls: The Trilemma in the Interwar Period," Center for International and Development Economics Research, Working Paper Series 1050, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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  192. Abdulnasser Hatemi-J & Ghazi Shukur, 2002. "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(6), pages 817-824, August. [Downloadable!] (restricted)
  193. Stephen Leybourne & Tae-Hwan Kim & A.M. Robert Taylor, 2007. "Detecting Multiple Changes in Persistence," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(3), pages 1370-1370. [Downloadable!] (restricted)
  194. Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000. [Downloadable!]
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  195. Yash P. Mehra, 1998. "The bond rate and actual future inflation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 27-47. [Downloadable!]
  196. Imed Drine & Christophe Rault, 2004. "The sources of Real Exchange Fluctuations in Developing Countries : an Econometric Investigation," William Davidson Institute Working Papers Series 2004-653, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  197. John Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1996. "Fractional Cointegration Analysis of Long Term International Interest Rates," Boston College Working Papers in Economics 315., Boston College Department of Economics. [Downloadable!]
  198. Efthymios G. Tsionas, 2001. "Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data," Regional Studies, Taylor and Francis Journals, vol. 35(8), pages 689-696, November. [Downloadable!] (restricted)
  199. Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
  200. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers 10, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
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  201. Olivier Darné, 2004. "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, Economics Bulletin, vol. 3(16), pages 1-8. [Downloadable!]
  202. Yash P. Mehra, 1993. "Unit labor costs and the price level," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 35-52. [Downloadable!]
  203. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262. [Downloadable!]
  204. Andre Varella Mollick & Joao Ricardo Faria & Pedro H. Albuquerque & Miguel A. Leon-Ledesma, 2005. "Can Globalisation Stop the Decline in Commodities' Terms of Trade? The Prebisch-Singer Hypothesis Revisited"," Studies in Economics 0510, Department of Economics, University of Kent. [Downloadable!]
  205. Drine, I. & Rault, Ch., 2004. "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(4). [Downloadable!] (restricted)
  206. Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, EconWPA. [Downloadable!]
  207. Olesen, Jan Overgaard & Risager, Ole, 2000. "On The Predictability Of The Danish Equity Premium," Working Papers 05-2001, Copenhagen Business School, Department of Economics. [Downloadable!]
  208. Martha Misas & Enrique López & Luis Fernando Melo, . "La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia," Borradores de Economia 133, Banco de la Republica de Colombia. [Downloadable!]
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  209. Yash P. Mehra, 1996. "Monetary policy and long-term interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 27-49. [Downloadable!]
  210. Jukka Nyblom & Andrew Harvey, 2001. "Testing against smooth stochastic trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 415-429. [Downloadable!]
  211. Roman Horváth, 2007. "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES 2007/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007. [Downloadable!]
  212. Christian Gillitzer & Jonathan Kearns, 2005. "Long-term Patterns in Australia's Terms of Trade," RBA Research Discussion Papers rdp2005-01, Reserve Bank of Australia. [Downloadable!]
  213. Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp135, IIIS. [Downloadable!]
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  214. Johann Burgstaller, 2003. "Interest Rate Transmission to Commercial Credit Rates in Austria," Economics working papers 2003-06, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
  215. Roman Horvath, 2007. "The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?," Working Papers 2007/4, Czech National Bank, Research Department. [Downloadable!]
  216. 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!]
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  217. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers 0501, University of Crete, Department of Economics. [Downloadable!]
  218. Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," Discussion Papers dp-00-45, Resources For the Future. [Downloadable!]
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  219. John Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1996. "Nearest-Neighbor Forecasts of U.S. Interest Rates," Boston College Working Papers in Economics 313., Boston College Department of Economics, revised 01 Apr 2003. [Downloadable!]
  220. José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, EconWPA. [Downloadable!]
  221. Lee Kian Lim, 2000. "Convergence and Catching Up in South-East Asia: A Comparative Analysis," Econometric Society World Congress 2000 Contributed Papers 1844, Econometric Society. [Downloadable!]
  222. Christian Proaño Acosta, 2007. "Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union," IMK Working Paper 05-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
  223. Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria. [Downloadable!]
  224. John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1997. "Stochastic Long Memory in Traded Goods Prices," Boston College Working Papers in Economics 349., Boston College Department of Economics. [Downloadable!]
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  225. H. Youn Kim & Junsoo Lee, 2001. "Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 41-57. [Downloadable!]
  226. Jäntti, Markus & Jenkins, Stephen P., 2001. "Examining the Impact of Macro-Economic Conditions on Income Inequality," IZA Discussion Papers 364, Institute for the Study of Labor (IZA). [Downloadable!]
  227. Simon Price, 2004. "UK investment and the return to equity: Q redux," Money Macro and Finance (MMF) Research Group Conference 2004 87, Money Macro and Finance Research Group. [Downloadable!]
  228. John Barkoulas & Christopher F. Baum, 1996. "Fractional Dynamics in Japanese Financial Time Series," Boston College Working Papers in Economics 334., Boston College Department of Economics. [Downloadable!]
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  229. Panayiotis F. Diamandis & Dimitris A. Georgoutsos & Georgios P. Kouretas, 1996. "Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian - U.S. Dollar, 1970--1994," International Economic Journal, Korean International Economic Association, vol. 10(4), pages 83-97, December. [Downloadable!] (restricted)
  230. Anthony Murphy & Marwan Izzeldin, 2006. "Bootstrapping long memory tests: some Monte Carlo results," Working Papers 003091, Lancaster University Management School, Economics Department. [Downloadable!]
  231. Ming Liu & Harold H. Zhang, . "Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models," Computing in Economics and Finance 1997 93, Society for Computational Economics. [Downloadable!]
  232. David E. A. Giles, & Patrick J. Caragata, 1999. "The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand," Econometrics Working Papers 9904, Department of Economics, University of Victoria. [Downloadable!]
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  233. Ralf Brüggemann & Helmut Lütkepohl, 2005. "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," SFB 649 Discussion Papers SFB649DP2005-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  234. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute. [Downloadable!]
  235. Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 0050, Department of Economics at the University of Washington. [Downloadable!]
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  236. Hüfner, Felix P. & Schröder, Michael, 2002. "Forecasting economic activity in Germany : how useful are sentiment indicators?," ZEW Discussion Papers 02-56, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  237. Martin B. Schmidt & David J. Berri, 2004. "Convergence and clustering in major league baseball: the haves and have nots?," Applied Economics, Taylor and Francis Journals, vol. 36(18), pages 2007-2014, October. [Downloadable!] (restricted)
  238. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006. "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers in Economics 159, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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  239. John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics. [Downloadable!]
  240. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, Economics Bulletin, vol. 7(4), pages 1-7. [Downloadable!]
  241. Andrew W. Lo & Jiang W. Wang, 2000. "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory," NBER Working Papers 7625, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  242. Menelaos Karananos & S.H Sekioua & N Zeng, 2005. "On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data," Money Macro and Finance (MMF) Research Group Conference 2005 21, Money Macro and Finance Research Group. [Downloadable!]
  243. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Department of Economics, University of Glasgow. [Downloadable!]
  244. David A. Penn & Joachim Zietz, 2004. "The Development of Water Rights in Colorado," Working Papers 200404, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
  245. Ignacio Díaz-Emparanza, 2000. "Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test," Econometrics 0004005, EconWPA. [Downloadable!]
  246. Nejib Hachicha, 2003. "Capital Inflows-National Savings Dynamics In Tunisia: Evidence From Cointegration, Weak Exogeneity And Simultaneous Error Correction Modelling," International Economic Journal, Korean International Economic Association, vol. 17(4), pages 43-60, December. [Downloadable!] (restricted)
  247. 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!]
  248. Vicente Esteve & Juan Sanchis, . "Estimating the substitutability between private and public consumption: the case of Spain, 1960- 2001," Studies on the Spanish Economy 161, FEDEA. [Downloadable!]
  249. Jen-Je Su, 2003. "On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 637-641, August. [Downloadable!] (restricted)
  250. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
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