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Citations for "On the power and interpretation of panel unit root tests"

by Karlsson, Sune & Löthgren, Mickael

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  1. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Income and CO2 emissions: Evidence from panel unit root and cointegration tests," Energy Policy, Elsevier, Elsevier, vol. 37(2), pages 413-423, February.
  2. repec:ebl:ecbull:v:3:y:2007:i:16:p:1-14 is not listed on IDEAS
  3. Vishal Jaunky, 2013. "Democracy and economic growth in Sub-Saharan Africa: a panel data approach," Empirical Economics, Springer, Springer, vol. 45(2), pages 987-1008, October.
  4. Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics, University of Gothenburg, Department of Economics 202, University of Gothenburg, Department of Economics.
  5. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2004. "Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis," Empirica, Springer, Springer, vol. 31(1), pages 55-67, March.
  6. Guglielmo Maria Caporale & Mario Cerrato, 2004. "Panel Data Tests Of Ppp: A Critical Overview," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University 04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
  7. Hanck, Christoph, 2006. "For Which Countries did PPP hold? A Multiple Testing Approach," Technical Reports 2006,47, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  8. Civan, Abdülkadir & Koksal, Bulent, 2007. "The Effect of Newer Drugs on Health Spending: Do They Really Increase the Costs?," MPRA Paper 6846, University Library of Munich, Germany.
  9. Romero-Ávila, Diego & Usabiaga, Carlos, 2009. "The hypothesis of a unit root in OECD inflation revisited," Journal of Economics and Business, Elsevier, Elsevier, vol. 61(2), pages 153-161.
  10. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 03-09, The University of Western Australia, Department of Economics.
  11. Lanzafame, Matteo, 2011. "The balance of payments constrained growth rate and the natural rate of growth: new empirical evidence," MPRA Paper 33130, University Library of Munich, Germany.
  12. Jaunky, Vishal Chandr, 2013. "A cointegration and causality analysis of copper consumption and economic growth in rich countries," Resources Policy, Elsevier, Elsevier, vol. 38(4), pages 628-639.
  13. John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000. "Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums," Boston College Working Papers in Economics, Boston College Department of Economics 461, Boston College Department of Economics, revised 13 Jun 2001.
  14. R. Paci & S. Saddi, 2002. "Capitale pubblico e produttività nelle regioni italiane," Working Paper CRENoS 200201, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  15. Kumar Narayan, Paresh & Smyth, Russell, 2007. "Are shocks to energy consumption permanent or temporary? Evidence from 182 countries," Energy Policy, Elsevier, Elsevier, vol. 35(1), pages 333-341, January.
  16. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2005. "Foreign Aid And Economic Growth: New Evidence From Panel Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 30(1), pages 71-80, June.
  17. Eva Samakovlis, 2003. "The Relationship between Waste Paper and Other Inputs in the Swedish Paper Industry," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 25(2), pages 191-212, June.
  18. Jönsson, Kristian, 2003. "Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test," Working Papers, Lund University, Department of Economics 2003:10, Lund University, Department of Economics.
  19. He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013. "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, Elsevier, vol. 28(C), pages 24-32.
  20. Shahbaz, Muhammad & Nasreen, Samia & Ling, Chong Hui & Sbia, Rashid, 2013. "Causality between Trade Openness and Energy Consumption: What Causes What in High, Middle and Low Income countries," MPRA Paper 50382, University Library of Munich, Germany, revised 04 Oct 2013.
  21. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, Springer, vol. 45(1), pages 193-216, August.
  22. Silvia Coderoni & Roberto Esposti, 2014. "Is There a Long-Term Relationship Between Agricultural GHG Emissions and Productivity Growth? A Dynamic Panel Data Approach," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 58(2), pages 273-302, June.
  23. Christoph Hanck, 2009. "For which countries did PPP hold? A multiple testing approach," Empirical Economics, Springer, Springer, vol. 37(1), pages 93-103, September.
  24. N. Vasudeva Murthy, 2009. "The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis," Journal of Economics and Finance, Springer, Springer, vol. 33(2), pages 176-188, April.
  25. Esposti, Roberto, 2008. "Why Should Regional Agricultural Productivity Growth Converge? Evidence from Italian Regions," 2008 International Congress, August 26-29, 2008, Ghent, Belgium, European Association of Agricultural Economists 43955, European Association of Agricultural Economists.
  26. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(8), pages 547-556.
  27. Jaunky, Vishal Chandr, 2012. "Is there a material Kuznets curve for aluminium? evidence from rich countries," Resources Policy, Elsevier, Elsevier, vol. 37(3), pages 296-307.
  28. Tuomas Malinen, 2012. "Estimating the long-run relationship between income inequality and economic development," Empirical Economics, Springer, Springer, vol. 42(1), pages 209-233, February.
  29. Lee, Hsiu-Yun & Wu, Jyh-Lin, 2001. "Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(3), pages 477-487, July.
  30. Nasseh, Alireza & Strauss, Jack, 2004. "Stock prices and the dividend discount model: did their relation break down in the 1990s?," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 44(2), pages 191-207, May.
  31. Lee, Cheng-Feng, 2010. "Testing for unemployment hysteresis in nonlinear heterogeneous panels: International evidence," Economic Modelling, Elsevier, Elsevier, vol. 27(5), pages 1097-1102, September.
  32. Lau, Evan & Baharumshah, Ahmad Zubaidi & Haw, Chan Tze, 2006. "Current account: mean-reverting or random walk behavior?," Japan and the World Economy, Elsevier, Elsevier, vol. 18(1), pages 90-107, January.
  33. Pierre L. Siklos, 2008. "Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility," Working Papers, Hong Kong Institute for Monetary Research 182008, Hong Kong Institute for Monetary Research.
  34. Elisa Gatto & Guido Signorino, 2011. "Long-run relationship between crop-biodiversity and cereal production under the CAP reform: evidence from Italian regions," ERSA conference papers ersa11p964, European Regional Science Association.
  35. Jaroslava Hlouskova & Martin Wagner, 2005. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers, European University Institute ECO2005/05, European University Institute.
  36. Smith, Constance, 2011. "External Balance Adjustment: An Intra-National and International Comparison," Working Papers 2011-13, University of Alberta, Department of Economics.
  37. Hooi Hooi Lean & Russell Smyth, 2012. "Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries," Development Research Unit Working Paper Series, Monash University, Department of Economics 15-12, Monash University, Department of Economics.
  38. Landon, Stuart & Smith, Constance E., 2009. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(5), pages 813-835, September.
  39. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers, Federal Reserve Bank of St. Louis 2006-050, Federal Reserve Bank of St. Louis.
  40. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), . "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers, Instituto de Estudios Fiscales 24-05 Classification-JEL , Instituto de Estudios Fiscales.
  41. Dina Azhgaliyeva, 2013. "What Makes Oil Revenue Funds Effective," International Conference on Energy, Regional Integration and Socio-economic Development 6023, EcoMod.
  42. Ashworth, Paul & Byrne, Joseph P., 2003. "Some international evidence on price determination: a non-stationary panel approach," Economic Modelling, Elsevier, Elsevier, vol. 20(4), pages 809-838, July.
  43. J. Colin H. Jones & John A. Schofield & David E.A. Giles, 1999. "Our Fans in the North: The Demand for British Rugby League," Econometrics Working Papers, Department of Economics, University of Victoria 9902, Department of Economics, University of Victoria.
  44. 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, Central Bank of Chile 215, Central Bank of Chile.
  45. Francis W. Ahking, 2002. "Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?," Working papers, University of Connecticut, Department of Economics 2002-18, University of Connecticut, Department of Economics.
  46. Romero-Avila, Diego, 2008. "Questioning the empirical basis of the environmental Kuznets curve for CO2: New evidence from a panel stationarity test robust to multiple breaks and cross-dependence," Ecological Economics, Elsevier, Elsevier, vol. 64(3), pages 559-574, January.
  47. Francis Ahking, 2010. "Non-parametric tests of real exchange rates in the post-Bretton Woods era," Empirical Economics, Springer, Springer, vol. 39(2), pages 439-456, October.
  48. Raffaello Bronzini & Paolo Piselli, 2006. "Determinants of long-run regional productivity: the role of R&D, human capital and public infrastructure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 597, Bank of Italy, Economic Research and International Relations Area.
  49. Bordignon, Massimo & Turati, Gilberto, 2009. "Bailing out expectations and public health expenditure," Journal of Health Economics, Elsevier, Elsevier, vol. 28(2), pages 305-321, March.
  50. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2009. "Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests," Regional Studies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(1), pages 63-76.
  51. Mishra, Vinod & Sharma, Susan & Smyth, Russell, 2009. "Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries," Energy Policy, Elsevier, Elsevier, vol. 37(6), pages 2318-2326, June.
  52. Clovis Rugemintwari, 2010. "Investigation on the Comparative Persistence and Convergence of Risk and Non-Risk Adjusted Bank Capital Ratios," Working Papers, HAL hal-00916749, HAL.
  53. Vishal Jaunky, 2013. "The Wealth-Health Nexus: New Global Evidence," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 41(2), pages 115-122, June.
  54. Irandoust, Manuchehr & Ericsson, Johan, 2005. "Foreign aid, domestic savings, and growth in LDCs: An application of likelihood-based panel cointegration," Economic Modelling, Elsevier, Elsevier, vol. 22(4), pages 616-627, July.
  55. César A. Calderón, 2004. "Real exchange rates in the long and short run: a panel co-integration approach," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 19(2), pages 41-83, December.
  56. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 17, Money Macro and Finance Research Group.
  57. Balvers, Ronald J. & Bergstrand, Jeffrey H., 2002. "Government expenditure and equilibrium real exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(5), pages 667-692, October.
  58. Malebogo Bakwena & Philip Bodman & Sandy Suardi, . "Making Abundant Natural Resources Work for Developing Economies: The Role of Financial Institutions," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia 2108, School of Economics, University of Queensland, Australia.
  59. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 16, Center for Policy Research, Maxwell School, Syracuse University.
  60. Mishra, Vinod & Smyth, Russell, 2010. "Female labor force participation and total fertility rates in the OECD: New evidence from panel cointegration and Granger causality testing," Journal of Economics and Business, Elsevier, Elsevier, vol. 62(1), pages 48-64, January.
  61. Abdullahi Ahmed & Enjiang Cheng & George Messinis, 2011. "The role of exports, FDI and imports in development: evidence from Sub-Saharan African countries," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(26), pages 3719-3731.
  62. Raffaello Bronzini & Paolo Piselli, 2005. "What determines productivity level in the long run? Evidence from Italians regions," ERSA conference papers ersa05p267, European Regional Science Association.
  63. Stuart Landon & Melville L. McMillan & Vijay Muralidharan & Mark Parsons, 2006. "Does Health-Care Spending Crowd Out Other Provincial Government Expenditures?," Canadian Public Policy, University of Toronto Press, University of Toronto Press, vol. 32(2), pages 121-142, June.
  64. Lanzafame, Matteo, 2012. "Current account sustainability in advanced economies," MPRA Paper 42384, University Library of Munich, Germany.
  65. Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk, 2008. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," MPRA Paper 9014, University Library of Munich, Germany.
  66. Marcelo Mello & Roberto Guimaraes-Filho, 2007. "A note on fractional stochastic convergence," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-14.
  67. Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009. "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers 200922, University of Pretoria, Department of Economics.
  68. Xuguang Sheng & Jingyun Yang, 2013. "Truncated Product Methods for Panel Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 75(4), pages 624-636, 08.
  69. Bronzini, Raffaello & Piselli, Paolo, 2009. "Determinants of long-run regional productivity with geographical spillovers: The role of R&D, human capital and public infrastructure," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 39(2), pages 187-199, March.
  70. Francis Ahking, 2003. "Efficient unit root tests of real exchange rates in the post-Bretton Woods era," Economics Bulletin, AccessEcon, vol. 6(7), pages 1-12.
  71. Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, Elsevier, vol. 27(2), pages 507-515, March.
  72. Evangelia Papapetrou & Dimitrios Bakas, 2012. "Unemployment in Greece: evidence from Greek regions," Working Papers, Bank of Greece 146, Bank of Greece.
  73. Noriaki Kinoshita & Cameron McLoughlin, 2012. "Monetization in Low- and Middle-Income Countries," IMF Working Papers, International Monetary Fund 12/160, International Monetary Fund.
  74. R. Paci & R. Pala & E. Marrocu, 2000. "Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach," Working Paper CRENoS 200016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  75. Annette Zeilstra & Adam Elbourne, 2014. "Follow the leader? Public and private wages in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis 274, CPB Netherlands Bureau for Economic Policy Analysis.
  76. Evan Lau & Ahmad Zubaidi Baharumshah & Shazali Abu Mansor & Chin-Hong Puah, 2009. "Testing Stationarity of Budgetary Position in Developing Countries," International Econometric Review (IER), Econometric Research Association, Econometric Research Association, vol. 1(2), pages 77-87, April.
  77. Joakim Westerlund, 2009. "A note on the use of the LLC panel unit root test," Empirical Economics, Springer, Springer, vol. 37(3), pages 517-531, December.
  78. Gutierrez, Luciano, 2003. "On the power of panel cointegration tests: a Monte Carlo comparison," Economics Letters, Elsevier, Elsevier, vol. 80(1), pages 105-111, July.
  79. Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
  80. Krystyna Strzała, 2012. "Panelowe testy kointegracji – teoria i zastosowania," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, Warsaw School of Economics, Collegium of Economic Analysis, issue 27, pages 41-54.
  81. He, Changli & Sandberg, Rickard, 2005. "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," Working Paper Series in Economics and Finance, Stockholm School of Economics 582, Stockholm School of Economics.
  82. Westerlund, Joakim, 2006. "Some Cautions on the Use of the LLC Panel Unit Root Test," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 055, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  83. Axel Grossmann & Marc Simpson & Teofilo Ozuna, 2014. "Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period," Journal of Economics and Finance, Springer, Springer, vol. 38(2), pages 235-268, April.
  84. Yoichi Matsubayashi & Takao Fujii, 2012. "Substitutability of Savings by Sectors: OECD Experiences," Discussion Papers 1215, Graduate School of Economics, Kobe University.
  85. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, Elsevier, vol. 30(3), pages 919-936, May.
  86. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005. "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," MPRA Paper 2021, University Library of Munich, Germany, revised Feb 2007.
  87. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006. "The response of industry employment to exchange rate shocks: evidence from panel cointegration," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(4), pages 415-421.