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Further Investigation of the Uncertain Unit Root in GNP

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  1. [経済]谷深ければ山高し…か？・補足
    by himaginary in himaginaryの日記 on 2009-03-08 13:00:00

Citations

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Cited by:

  1. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“On the bi-directional causal relationship between public debt and economic growth in EMU countries”," IREA Working Papers 201512, University of Barcelona, Research Institute of Applied Economics, revised May 2015.
  2. Sosvilla-Rivero, Simón & Rubio-Guerrero, Juan J., 2022. "The economic effects of fiscal policy: Further evidence for Spain," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 305-313.
  3. Marta Gómez-Puig & Simón Javier Sosvilla-Rivero, 2016. "Debt-growth linkages in EMU across countries and time horizons," Working Papers del Instituto Complutense de Estudios Internacionales 1602, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  4. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
  5. Murray, Christian J. & Nelson, Charles R., 2000. "The uncertain trend in U.S. GDP," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 79-95, August.
  6. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2018. "Nonfinancial debt and economic growth in euro-area countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 17-37.
  7. Carrion-i-Silvestre, Josep Lluis & Sanso-i-Rossello, Andreu & Ortuno, Manuel Artis, 2001. "Unit root and stationarity tests' wedding," Economics Letters, Elsevier, vol. 70(1), pages 1-8, January.
  8. Cheung, Yin-Wong & Chinn, Menzie D, 1997. "Further Investigation of the Uncertain Unit Root in GNP," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 68-73, January.
  9. 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.
  10. 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.
  11. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers 201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
  12. Sebastian Brauer & Frank Westermann, 2013. "On the time series measure of conservatism: a threshold autoregressive model," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 111-129, July.
  13. Nirvikar Singh & Terrie Carolan, 2004. "Time Series Analysis Of U.S.-East Asia Commodity Trade, 1962-1992," International Trade 0412003, University Library of Munich, Germany.
  14. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 470-486.
  15. Athanasios Orphanides & Simon van Norden, 2002. "The Unreliability of Output-Gap Estimates in Real Time," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 569-583, November.
  16. Engel, Charles, 2000. "Long-run PPP may not hold after all," Journal of International Economics, Elsevier, vol. 51(2), pages 243-273, August.
  17. Abdul Rahman & Samir Saadi, 2008. "Random walk and breaking trend in financial series: An econometric critique of unit root tests," Review of Financial Economics, John Wiley & Sons, vol. 17(3), pages 204-212, August.
  18. Perron, Pierre & Wada, Tatsuma, 2009. "Let's take a break: Trends and cycles in US real GDP," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 749-765, September.
  19. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "Sequential monitoring for changes from stationarity to mild non-stationarity," Journal of Econometrics, Elsevier, vol. 215(1), pages 209-238.
  20. Vougas, Dimitrios V., 2007. "Is the trend in post-WW II US real GDP uncertain or non-linear?," Economics Letters, Elsevier, vol. 94(3), pages 348-355, March.
  21. Kurozumi, Eiji, 2009. "Construction of Stationarity Tests with Less Size Distortions," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 87-105, June.
  22. Olivier Darné & Jean‐François Hoarau, 2007. "Further Evidence On Mean Reversion In The Australian Exchange Rate," Bulletin of Economic Research, Wiley Blackwell, vol. 59(4), pages 383-395, October.
  23. 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.
  24. Caner, M. & Kilian, L., 2001. "Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October.
  25. Franco Bevilacqua & Adriaan van Zon, 2004. "Random walks and non-linear paths in macroeconomic time series: some evidence and implications," Chapters, in: John Foster & Werner Hölzl (ed.), Applied Evolutionary Economics and Complex Systems, chapter 3, Edward Elgar Publishing.
  26. Sebastian Brauer & Frank Westermann, 2010. "A Note on the Time Series Measure of Conservatism," CESifo Working Paper Series 2968, CESifo.
  27. 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.
  28. Olivier Darné & Amélie Charles, 2012. "A note on the uncertain trend in US real GNP: Evidence from robust unit root tests," Economics Bulletin, AccessEcon, vol. 32(3), pages 2399-2406.
  29. Eiji Kurozumi & Shinya Tanaka, 2010. "Reducing the size distortion of the KPSS test," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 415-426, November.
  30. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
  31. Ageli, Mohammed Moosa, 2013. "Road Traffic Accidents in Saudi Arabia: An ARDL Approach and Multivariate Granger Causality," MPRA Paper 50616, University Library of Munich, Germany.
  32. Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit, 2006. "Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(2), pages 167-182, April.
  33. Darné, Olivier, 2009. "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 153-166, March.
  34. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics.
  35. Eduardo P. S. Fiuza & Fabiana F.M. Tito, 2007. "Time Series Econometrics in a Post-Acquisition Antitrust Analysis: The Brazilian Iron Ore Market," Discussion Papers 1306, Instituto de Pesquisa Econômica Aplicada - IPEA.
  36. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.
  37. Cheng-Feng Lee & Ching-Chuan Tsong, 2012. "A revisit on real interest rate parity hypothesis -- simulation evidence from efficient unit root tests," Applied Economics, Taylor & Francis Journals, vol. 44(24), pages 3089-3099, August.
  38. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
  39. Raul Crespo, 2005. "Total Factor Productivity: An Unobserved Components Approach," Bristol Economics Discussion Papers 05/579, School of Economics, University of Bristol, UK.
  40. Tsangyao Chang & Ding Li & Yang-Cheng Lu & Chia-Hao Lee, 2011. "Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3289-3298.
  41. Terrie Carolan & Jesse Mora & Nirvikar Singh, 2013. "Trade Dynamics in the East Asian Miracle: A Time Series Analysis of US–East Asia Commodity Trade, 1962–1992," Millennial Asia, , vol. 4(1), pages 87-108, April.
  42. Tang, Chor Foon & Shahbaz, Muhammad, 2011. "Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis," MPRA Paper 28393, University Library of Munich, Germany.
  43. Carolan, Terrie & Mora, Jesse & Singh, Nirvikar, 2012. "Trade Dynamics in the East Asian Miracle: A Time Series Analysis of U.S.-East Asia Commodity Trade, 1962-1992," MPRA Paper 37124, University Library of Munich, Germany.
  44. Darne, Olivier & Diebolt, Claude, 2004. "Unit roots and infrequent large shocks: new international evidence on output," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
  45. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "EMU sovereign debt market crisis: Fundamentals-based or pure contagion?," Working Papers 14-08, Asociación Española de Economía y Finanzas Internacionales.
  46. Ageli, Mohammed Moosa, 2013. "Road Traffic Accidents in Saudi Arabia: An ADRL Approach and Multivariate Granger Causality," MPRA Paper 47760, University Library of Munich, Germany.
  47. Clive Granger & Yongil Jeon, 2000. "Model evaluation based on residual analysis of two similar models," Applied Economics, Taylor & Francis Journals, vol. 32(7), pages 861-867.
  48. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Public debt and economic growth: Further evidence euro area," IREA Working Papers 201715, University of Barcelona, Research Institute of Applied Economics, revised Sep 2017.
  49. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries”," IREA Working Papers 201522, University of Barcelona, Research Institute of Applied Economics, revised Sep 2015.
  50. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.
  51. Fiuza, Eduardo P.S. & Tito, Fabiana F.M., 2010. "Post-merger time series analysis: Iron ore mining," Resources Policy, Elsevier, vol. 35(3), pages 141-155, September.
  52. Wei-han Liu & Zhefang Zhou, 2009. "Inflation-hedging Behavior of a Securitized Real Estate Market," International Real Estate Review, Global Social Science Institute, vol. 12(3), pages 221-251.
  53. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.
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