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Citations for "Residual-Based Tests for Cointegration in Models with Regime Shifts"

by Gregory, A.W. & Hansen, B.E.

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  1. Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, Elsevier, vol. 31(4), pages 559-568, July.
  2. Amalia Morales Zumaquero, 2002. "Purchasing Power Parity By sectors From Selected European Countries: Cointegration and Structural Breaks," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(4), pages 107-119.
  3. Arize, Augustine C. & Osang, Thomas & Slottje, Daniel J., 2008. "Exchange-rate volatility in Latin America and its impact on foreign trade," International Review of Economics & Finance, Elsevier, Elsevier, vol. 17(1), pages 33-44.
  4. Martin, G.M., 1998. "U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 1/98, Monash University, Department of Econometrics and Business Statistics.
  5. Peri, Massimo & Baldi, Lucia, 2013. "The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU," Resource and Energy Economics, Elsevier, Elsevier, vol. 35(1), pages 18-37.
  6. Manuel Ramos Francia & Daniel Chiquiar, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers, Banco de México 2004-05, Banco de México.
  7. Pilegaard, Rasmus & Durré, Alain & Evjen, Snorre, 2003. "Estimating risk premia in money market rates," Working Paper Series, European Central Bank 0221, European Central Bank.
  8. Muthi Samudram & Mahendhiran Nair & Santha Vaithilingam, 2009. "Keynes and Wagner on government expenditures and economic development: the case of a developing economy," Empirical Economics, Springer, Springer, vol. 36(3), pages 697-712, June.
  9. Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(8), pages 1303-1324, December.
  10. Rao, B. Bhaskara & Rao, Gyaneshwar, 2007. "Structural breaks and energy efficiency in Fiji," MPRA Paper 3258, University Library of Munich, Germany.
  11. Klasen, Stephan & Herzer, Dierk & Nowak-Lehmann D., Felicitas, 2007. "In search of FDI-led growth in developing countries," Proceedings of the German Development Economics Conference, Göttingen 2007 14, Verein für Socialpolitik, Research Committee Development Economics.
  12. Amigo Dobaño, Lucy, 2000. "Cointegration Analysis: Exchange Rate Markets Of The European Monetary System," ERSA conference papers ersa00p270, European Regional Science Association.
  13. Yasemin Barlas Ozer & Kam-Ki Tang, . "An Empirical Analysis of Financial and Housing Wealth Effects on Consumption in Turkey," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia 2809, School of Economics, University of Queensland, Australia.
  14. Catherine Bruneau & Ch. Duval-Kieffer & J. P. Nicolai, 2000. "Managing funds in the US market: how to distinguish between transitory distortions and structural changes in the stock prices?," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(2), pages 146-162.
  15. Saten Kumar & Don J. Webber & Geoff Perry, 2009. "Real wages, inflation and labour productivity in Australia," Working Papers 0921, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  16. Ihle, Rico & Brümmer, Bernhard & Thompson, Stanley R., 2009. "Spatial market integration in the EU beef and veal sector: policy decoupling and export bans," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE) 0913, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  17. Wong, Edwin & Lucia, Kathlyn & Price, Stephanie & Startz, Richard, 2011. "The changing relation between the Canadian and U.S. yield curves," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(6), pages 965-981, October.
  18. Kim, Jae-Young, 2000. "Detection of change in persistence of a linear time series," Journal of Econometrics, Elsevier, Elsevier, vol. 95(1), pages 97-116, March.
  19. Mohammadi, Hassan, 2011. "Market integration and price transmission in the U.S. natural gas market: From the wellhead to end use markets," Energy Economics, Elsevier, Elsevier, vol. 33(2), pages 227-235, March.
  20. Li, Hong & Xiaowen Lin, Sharon, 2011. "Do emerging markets matter in the world oil pricing system? Evidence of imported crude by China and India," Energy Policy, Elsevier, Elsevier, vol. 39(8), pages 4624-4630, August.
  21. Ramalho, Esmeralda A. & Caleiro, António & Dionfsio, Andreia, 2011. "Explaining consumer confidence in Portugal," Journal of Economic Psychology, Elsevier, Elsevier, vol. 32(1), pages 25-32, February.
  22. Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014. "Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries," CEPS Papers, Centre for European Policy Studies 9228, Centre for European Policy Studies.
  23. Loesse Esso, 2012. "Re-examining the saving-investment nexus: threshold cointegration and causality evidence from the ECOWAS," Economic Change and Restructuring, Springer, Springer, vol. 45(3), pages 193-220, August.
  24. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers, Department of Economics, University of Birmingham 11-25, Department of Economics, University of Birmingham.
  25. Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013. "The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries," Economic Modelling, Elsevier, Elsevier, vol. 31(C), pages 502-510.
  26. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2011. "The Growth Effects of Education in Australia," Working Papers, Auckland University of Technology, Department of Economics 2011-05, Auckland University of Technology, Department of Economics.
  27. Joakim Westerlund, 2006. "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 68(1), pages 101-132, 02.
  28. Fatma Zeren & Levent Korap, 2010. "A Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(2), pages 173-188, June.
  29. Liu, Li & Wan, Jieqiu, 2012. "The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 391(23), pages 6051-6059.
  30. Bakucs, Lajos Zoltan & Ferto, Imre & Szabo, Gabor G., 2007. "Price transmission in the Hungarian vegetable sector," Studies in Agricultural Economics, Research Institute for Agricultural Economics, Research Institute for Agricultural Economics, issue 106, July.
  31. Rao, B. Bhaskara & Kumar, Saten, 2007. "Cointegration, structural breaks and the demand for money in Bangladesh," MPRA Paper 1546, University Library of Munich, Germany.
  32. Abdulnasser Hatemi-J, 2008. "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, Springer, vol. 35(3), pages 497-505, November.
  33. Carsten Trenkler*, 2005. "The Effects of Ignoring Level Shifts on Systems Cointegration Tests," AStA Advances in Statistical Analysis, Springer, Springer, vol. 89(3), pages 281-301, August.
  34. Diego Winkelried Quezada, 2003. "Indicadores adelantados de la inflación en el Perú," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 345-382, octubre-d.
  35. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper 58133, University Library of Munich, Germany.
  36. Simón Sosvilla-Rivero & Irene Olloqui, . "Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries," Studies on the Spanish Economy, FEDEA 53, FEDEA.
  37. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid & Chaibi, Anissa, 2014. "What does MENA region initially need: Grow output or mitigate CO2 emissions?," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 270-281.
  38. Jushan Bai & Pierre Perron, 2003. "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
  39. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
  40. Marcel Gorenflo, 2013. "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, Springer, vol. 45(3), pages 1025-1047, December.
  41. Julia Campos & Neil R. Ericsson & David F. Hendry, 1993. "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 440, Board of Governors of the Federal Reserve System (U.S.).
  42. Peter Reinhard Hansen, 2000. "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1240, Econometric Society.
  43. Mulligan, Robert F. & Koppl, Roger, 2011. "Monetary policy regimes in macroeconomic data: An application of fractal analysis," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 51(2), pages 201-211, May.
  44. Richard Paap & Herman K. van Dijk, 1999. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income," Tinbergen Institute Discussion Papers, Tinbergen Institute 99-024/4, Tinbergen Institute.
  45. Loganathan, Nanthakumar & Mori Kogid & Suriyani Muhamad & Nor Haslina Mohamad Akhir, 2011. "Fiscal Adjustment And Dynamic Economics Performance: The Case Of Malaysia," Journal of Global Business and Economics, Global Research Agency, Global Research Agency, vol. 3(1), pages 1-10, July.
  46. Jakob B. Madsen & Vinod Mishra & Russell Smyth, 2012. "Is The Output–Capital Ratio Constant In The Very Long Run?," Manchester School, University of Manchester, University of Manchester, vol. 80(2), pages 210-236, 03.
  47. Erdal Ozmen & Kağan Parmaksiz, 2003. "Exchange rate regimes and the Feldstein-Horioka puzzle: the French evidence," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(2), pages 217-222.
  48. Dierk Herzer & Felicitas Nowak-Lehmann D., 2005. "Are exports and imports of Chile cointegrated?," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research 111, Ibero-America Institute for Economic Research.
  49. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, Springer, vol. 47(1), pages 41-62, February.
  50. Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, Elsevier, vol. 3(1), pages 103-122, May.
  51. Gilmore, Claire G. & Lucey, Brian M. & McManus, Ginette M., 2008. "The dynamics of Central European equity market comovements," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 48(3), pages 605-622, August.
  52. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2006. "Testing the Null of Cointegration with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 68(5), pages 623-646, October.
  53. Choudhry, Taufiq & Lu, Lin & Peng, Ke, 2007. "Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis," International Review of Financial Analysis, Elsevier, Elsevier, vol. 16(3), pages 242-261.
  54. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "“The relationship between debt level and fiscal sustainability in OECD countries”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group 201307, University of Barcelona, Regional Quantitative Analysis Group, revised Sep 2013.
  55. Lusine Lusinyan & John Thornton, 2010. "The Intertemporal Relation Between Government Revenue and Expenditure in the United Kingdom, 1750-2004," Working Papers 10007, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  56. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University icma-dp2003-02, Henley Business School, Reading University.
  57. Ramzi Issa & Robert Lafrance & John Murray, 2006. "The Turning Black Tide: Energy Prices and the Canadian Dollar," Working Papers, Bank of Canada 06-29, Bank of Canada.
  58. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
  59. Luiz Fernando Rodrigues de Paula & Tiago Rinaldi Meyer & JoãoAdelino de Faria Júnior & Manoel Carlos de Castro Pires, 2011. "FinancialLiberalization, Economic Performance and Macroeconomic Stability inBrazil: an assessment of the recent period," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 100, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  60. Chandran Govindaraju, V.G.R. & Tang, Chor Foon, 2013. "The dynamic links between CO2 emissions, economic growth and coal consumption in China and India," Applied Energy, Elsevier, Elsevier, vol. 104(C), pages 310-318.
  61. Rao, B. Bhaskara & Paradiso, Antonio, 2011. "Time series estimates of the US new Keynesian Phillips curve with structural breaks," MPRA Paper 28413, University Library of Munich, Germany.
  62. Clark, Steven P. & Coggin, T. Daniel, 2011. "Was there a U.S. house price bubble? An econometric analysis using national and regional panel data," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 51(2), pages 189-200, May.
  63. Scorcu, Antonello E. & Cellini, Roberto, 1998. "Economic activity and crime in the long run: an empirical investigation on aggregate data from Italy, 1951-1994," International Review of Law and Economics, Elsevier, Elsevier, vol. 18(3), pages 279-292, September.
  64. M. Barari & Brian Lucey & S. Voronkova, 2008. "Reassessing co-movements among G7 equity markets: evidence from iShares," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(11), pages 863-877.
  65. Chan Leong, Su & Felmingham, Bruce, 2003. "The interdependence of share markets in the developed economies of East Asia," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 11(2), pages 219-237, April.
  66. Muhammad, Shahbaz, 2011. "Electricity Consumption, Financial Development and Economic Growth Nexus: A Revisit Study of Their Causality in Pakistan," MPRA Paper 35588, University Library of Munich, Germany, revised 27 Dec 2011.
  67. Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
  68. Alexander Ludwig, 2013. "Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection," Economics Bulletin, AccessEcon, vol. 33(4), pages 2828-2839.
  69. Md. Shahiduzzaman & Khorshed Alam, 2014. "A reassessment of energy and GDP relationship: the case of Australia," Environment, Development and Sustainability, Springer, Springer, vol. 16(2), pages 323-344, April.
  70. Durmus Ozdemir & Mustafa Kemal Gündoğdu, 2012. "Structural Macro econometric Model of Turkey; Impact of Structural Characteristics on Macroeconomic Indicators," EcoMod2012 3886, EcoMod.
  71. Rui Hao & Zheng Wei, 2010. "Fundamental causes of inland–coastal income inequality in post-reform China," The Annals of Regional Science, Springer, Springer, vol. 45(1), pages 181-206, August.
  72. Hernandez-Villafuerte, Karla Vanessa, 2011. "Relationship Between Spatial Price Transmission And Geographical Distance In Brazil," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists 114545, European Association of Agricultural Economists.
  73. Carlos José Fonseca Marinheiro, 2005. "Sustainability of Portuguese Fiscal Policy in Historical Perspective," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro 32, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
  74. Rosa, Franco & Vasciaveo, Michela, 2012. "Volatility in US and Italian agricultural markets, interactions and policy evaluation," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists 122530, European Association of Agricultural Economists.
  75. Cassette, Aurélie & Farvaque, Etienne, 2009. "Australian and American tariffs policies: do they rock or tango?," MPRA Paper 13627, University Library of Munich, Germany, revised 25 Feb 2009.
  76. Narayan, Paresh Kumar & Narayan, Seema, 2010. "Testing for capital mobility: New evidence from a panel of G7 countries," Research in International Business and Finance, Elsevier, Elsevier, vol. 24(1), pages 15-23, January.
  77. Abdul Farooq & Muhammad Shahbaz & Mohamed Arouri & Frédéric Teulon, 2014. "Does corruption impede economic growth in Pakistan ?," Working Papers, Department of Research, Ipag Business School 2014-364, Department of Research, Ipag Business School.
  78. Camarero, Mariam & Tamarit, Cecilio, 2002. "Instability tests in cointegration relationships. An application to the term structure of interest rates," Economic Modelling, Elsevier, Elsevier, vol. 19(5), pages 783-799, November.
  79. de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007. "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers, Kiel Institute for the World Economy 2007-32, Kiel Institute for the World Economy.
  80. Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006. "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(6), pages 974-991, October.
  81. Juncal Cuñado & Fernando Pérez de Gracia, . "Do Oil Price Shocks Matter? Evidence For Some Europesan Countries," Working Papers on International Economics and Finance 01-02, FEDEA.
  82. Doyle, Matthew & Falk, Barry L., 2004. "Testing Commitment Models of Monetary Policy: Evidence from OECD Economies," Staff General Research Papers, Iowa State University, Department of Economics 11995, Iowa State University, Department of Economics.
  83. Victor Olivo & Stephen M. Miller, 2000. "The Long-Run Relationship between Money, Nominal GDP, and the Price Level in Venezuela: 1950 to 1996," Working papers, University of Connecticut, Department of Economics 2000-05, University of Connecticut, Department of Economics.
  84. Aiello, Francesco & Bonanno, Graziella & Via, Alessia, 2014. "Do export price elasticities support tensions in currency markets? Evidence from China and six OECD countries," MPRA Paper 56727, University Library of Munich, Germany.
  85. Tang, Chor-Foon & Lau, Evan, 2011. "The Behaviour of Disaggregated Public Expenditures and Income in Malaysia," Review of Applied Economics, Review of Applied Economics, Review of Applied Economics, vol. 7(1-2).
  86. Steven Cook, 2005. "Threshold autoregressive testing procedures and structural change in cointegrating relationships," Economics Bulletin, AccessEcon, vol. 3(53), pages 1-11.
  87. Uddin, Gazi Salah & Sjö, Bo & Shahbaz, Muhammad, 2013. "The causal nexus between financial development and economic growth in Kenya," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 701-707.
  88. Rao, B. Bhaskara & Kumar, Saten, 2009. "Is the US Demand for Money Unstable?," MPRA Paper 15715, University Library of Munich, Germany.
  89. Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012. "The euro impact on trade. Long run evidence with structural breaks," ThE Papers, Department of Economic Theory and Economic History of the University of Granada. 10/27, Department of Economic Theory and Economic History of the University of Granada..
  90. Ahmad Zubaidi Baharumshah & Evan Lau, 2009. "Structural breaks and the twin deficits hypothesis: Evidence from East Asian countries," Economics Bulletin, AccessEcon, vol. 29(4), pages 2517-2524.
  91. Ramya Hewarathna, 2000. "An Empirical Examination of the Fisher Hypothesis in," Working Papers, School of Economics, La Trobe University 2000.03, School of Economics, La Trobe University.
  92. Simões, Oscar R. & Marçal, Emerson Fernandes, 2012. "Agregação temporal e não-linearidade afetam os testes da Paridade do Poder de compra: Evidência a partir de dados brasileiros," Textos para discussão 310, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  93. Kevin Lang & Jay Zagorsky, 1998. "Why are Canadian and US Unemployment Rates So Highly Correlated?," Canadian Public Policy, University of Toronto Press, University of Toronto Press, vol. 24(s1), pages 56-71, February.
  94. Philip Marey & Arnaud Dupuy, 2004. "Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown," Econometric Society 2004 North American Summer Meetings, Econometric Society 118, Econometric Society.
  95. Kuang-Liang Chang, 2012. "Analysis of structural changes in the relationship between regional housing markets in Taiwan," Economics Bulletin, AccessEcon, vol. 32(3), pages 2220-2230.
  96. Alberto Bagnai & Arsène Rieber & Thi Anh-Dao Tran, 2013. "Economic growth and balance of payments constraint in Vietnam," Working Papers, DIAL (Développement, Institutions et Mondialisation) DT/2013/06, DIAL (Développement, Institutions et Mondialisation).
  97. Souhila EDDRIEF-CHERFI & Baghdad KOURBALI, 2012. "Energy Consumption and Economic Growth in Algeria: Cointegration and Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 2(4), pages 238-249.
  98. Lee, Chien-Chiang & Chen, Pei-Fen & Chang, Chun-Ping, 2007. "Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 76(4), pages 293-302.
  99. Amalia Zumaquero & Rodrigo Urrea, 2002. "Purchasing Power Parity: Error Correction Models and Structural Breaks," Open Economies Review, Springer, Springer, vol. 13(1), pages 5-26, January.
  100. Kearney, Colm & Lucey, Brian M., 2004. "International equity market integration: Theory, evidence and implications," International Review of Financial Analysis, Elsevier, Elsevier, vol. 13(5), pages 571-583.
  101. Lucy F. Ackert & Marie D. Racine, 1998. "Stochastic trends and cointegration in the market for equities," Working Paper, Federal Reserve Bank of Atlanta 98-13, Federal Reserve Bank of Atlanta.
  102. Maswana, Jean-Claude, 2010. "Will China’s Recovery Affect Africa’s Prospects for Economic Growth?," Working Papers, JICA Research Institute 19, JICA Research Institute.
  103. Byron Gangnes & Craig Parsons, 2004. "Have U.S.-Japan Trade Agreements Made a Difference?," Working Papers, Singapore Management University, School of Economics 08-2004, Singapore Management University, School of Economics.
  104. Lee, Chien-Chiang & Chien, Mei-Se, 2008. "Structural breaks, tourism development, and economic growth: Evidence from Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 77(4), pages 358-368.
  105. Don J. Webber & Saten Kumar, 2011. "Australasian money demand stability:Application of structural break tests," Working Papers 1101, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  106. Anthony Makin & Paresh Narayan, 2013. "Re-examining the “twin deficits” hypothesis: evidence from Australia," Empirical Economics, Springer, Springer, vol. 45(2), pages 817-829, October.
  107. Zurbruegg, R. & Allsopp, L., 2004. "Purchasing power parity and the impact of the East Asian currency crisis," Journal of Asian Economics, Elsevier, Elsevier, vol. 15(4), pages 739-758, August.
  108. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid, 2013. "What is MENA Region Initially Needed: Grow Output or Mitigate CO2 Emissions?," MPRA Paper 48859, University Library of Munich, Germany, revised 05 Aug 2013.
  109. Hugo Oliveros & Luisa Fernanda Silva, . "La Demanda por Importaciones en Colombia," Borradores de Economia 187, Banco de la Republica de Colombia.
  110. Bakucs, Lajos Zoltan & Brummer, Bernhard & von Cramon-Taubadel, Stephan & Ferto, Imre, 2008. "Wheat market integration between Hungary and Germany," 2008 International Congress, August 26-29, 2008, Ghent, Belgium, European Association of Agricultural Economists 44171, European Association of Agricultural Economists.
  111. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer, Springer, vol. 17(4), pages 397-412, November.
  112. Alberto Bagnai, 2006. "Structural breaks and the twin deficits hypothesis," International Economics and Economic Policy, Springer, Springer, vol. 3(2), pages 137-155, November.
  113. José Soares da Fonseca, 2012. "The International Integration of the Eastern Europe and two Middle East Stock Markets," GEMF Working Papers 2013-01, GEMF - Faculdade de Economia, Universidade de Coimbra.
  114. Tillmann, Peter, 2007. "Inflation regimes in the US term structure of interest rates," Economic Modelling, Elsevier, Elsevier, vol. 24(2), pages 203-223, March.
  115. Levent KORAP & Metin YILDIRIM, 2012. "Testing the Lucas Critique for the Turkish Money Demand Function," Iktisat Isletme ve Finans, Bilgesel Yayincilik, Bilgesel Yayincilik, vol. 27(318), pages 57-82.
  116. Kuo, Biing-Shen, 1998. "Test for partial parameter instability in regressions with I(1) processes," Journal of Econometrics, Elsevier, Elsevier, vol. 86(2), pages 337-368, June.
  117. Fernandez-Serrano, Jose L. & Sosvilla-Rivero, Simon, 2001. "Modelling evolving long-run relationships: the linkages between stock markets in Asia," Japan and the World Economy, Elsevier, Elsevier, vol. 13(2), pages 145-160, April.
  118. Khundrakpam, Jeevan K. & Goyal, Rajan, 2009. "Is the Government Deficit in India Still Relevant for Stabilisation?," MPRA Paper 50905, University Library of Munich, Germany.
  119. Kuikeu, Oscar, 2011. "Comment la dernière crise financière a relancé le débat relatif à l'arrimage du fcfa à l'euro
    [How the recent financial crisis have revived the debate on the parity between fcfa and euro]
    ," MPRA Paper 32077, University Library of Munich, Germany.
  120. Ben Cheikh, Nidhaleddine, 2012. "Non-linearities in exchange rate pass-through: Evidence from smooth transition models," MPRA Paper 39258, University Library of Munich, Germany.
  121. ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013. "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 239-257.
  122. Vasco De & A. Gabriel & Artur C. B. Da Silva Lopes & Luis Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(8), pages 893-900.
  123. Vicente Esteve & Juan Sanchis, . "Estimating the substitutability between private and public consumption: the case of Spain, 1960- 2001," Studies on the Spanish Economy, FEDEA 161, FEDEA.
  124. Mensah, Justice Tei, 2014. "Carbon emissions, energy consumption and output: A threshold analysis on the causal dynamics in emerging African economies," Energy Policy, Elsevier, Elsevier, vol. 70(C), pages 172-182.
  125. Paresh Kumar Narayan, 2007. "Are Nominal Exchange Rates and Price Levels Co-Integrated? New Evidence from Threshold Autoregressive and Momentum-Threshold Autoregressive Models," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 83(260), pages 74-85, 03.
  126. Paresh Kumar Narayan & Seema Narayan & Xinwei Zheng, 2010. "Gold and Oil Futures Markets: Are Markets Efficient?," Economics Series 2010_13, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
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