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Citations for "Multiple Trend Breaks And The Unit-Root Hypothesis"

by Robin L. Lumsdaine & David H. Papell

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  1. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
  2. El Ghini, Ahmed & Saidi, Youssef, 2014. "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper 53439, University Library of Munich, Germany.
  3. Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 95(2), pages 242-251, July.
  4. Juan Carlos Cuestas & Luis A. Gil-Alana, 2013. "A non-linear approach with long range dependence based on Chebyshev polynomials," Working Papers 13-01, Asociación Española de Economía y Finanzas Internacionales.
  5. 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, vol. 15(8), pages 547-556.
  6. Paresh Kumar Narayan, 2009. "Has the Structural Break Slowed Down Growth Rates of Stock Markets?," Economics Series 2009_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  7. Narayan, Paresh Kumar, 2008. "Evidence of panel stationarity from Chinese provincial and regional income," China Economic Review, Elsevier, vol. 19(2), pages 274-286, June.
  8. Jushan Bai & Josep Llu�s Carrion-I-Silvestre, 2009. "Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data," Review of Economic Studies, Oxford University Press, vol. 76(2), pages 471-501.
  9. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia.
  10. repec:gua:wpaper:em200501 is not listed on IDEAS
  11. Dierk Herzer, 2004. "Exportdiversifizierung und Wirtschaftswachstum in Chile: eine ökonometrische Analyse," Ibero America Institute for Econ. Research (IAI) Discussion Papers 098, Ibero-America Institute for Economic Research.
  12. Paresh Kumar Narayan & Stephan Popp, 2011. "Size and power properties of structural break unit root tests," Financial Econometics Series 2011_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  13. Chor Foon Tang, 2012. "The non-monotonic effect of real wages on labour productivity: New evidence from the manufacturing sector in Malaysia," International Journal of Social Economics, Emerald Group Publishing, vol. 39(6), pages 391-399, May.
  14. Hiranya K. Nath & Natalie Hegwood, 2012. "Structural Breaks and Relative Price Convergence among U.S. Cities," Working Papers 1204, Sam Houston State University, Department of Economics and International Business.
  15. Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers E2007/26, Cardiff University, Cardiff Business School, Economics Section.
  16. Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 23-40, February.
  17. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013. "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Tinbergen Institute Discussion Papers 13-024/III, Tinbergen Institute.
  18. Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013. "The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 499-513, June.
  19. Narayan, Paresh Kumar, 2006. "Examining structural breaks and growth rates in international health expenditures," Journal of Health Economics, Elsevier, vol. 25(5), pages 877-890, September.
  20. Hervé Le Bihan, 2004. "Tests de ruptures : une application au PIB tendanciel français," Économie et Prévision, Programme National Persée, vol. 163(2), pages 133-154.
  21. Haluk Erlat, 2004. "Unit roots or nonlinear stationarity in Turkish real exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 645-650.
  22. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2013. "International Labour Force Participation Rates By Gender: Unit Root Or Structural Breaks?," Bulletin of Economic Research, Wiley Blackwell, vol. 65, pages s142-s164, 05.
  23. Martin Schmidt, 2009. "The nonlinear behavior of competition: the impact of talent compression on competition," Journal of Population Economics, Springer, vol. 22(1), pages 57-74, January.
  24. Imed Drine & Christophe Rault, 2005. "Testing for inflation convergence between the Euro Zone and its CEE partners," William Davidson Institute Working Papers Series wp768, William Davidson Institute at the University of Michigan.
  25. Paresh Kumar Narayan & Russell Smyth, 2005. "Are Shocks To Energy Consumption Permanent Or Temporary? Evidence From 182 Countries," Development Research Unit Working Paper Series 06/05, Monash University, Department of Economics.
  26. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Stochastic Convergence in the Euro Area," Working papers 2010-32, University of Connecticut, Department of Economics.
  27. Christophe Rault & Antonio Alfonso, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," William Davidson Institute Working Papers Series wp893, William Davidson Institute at the University of Michigan.
  28. David Grreasley, 2010. "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics 10/56, University of Canterbury, Department of Economics and Finance.
  29. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Discussion Papers in Economics at the University of Washington 0040, Department of Economics at the University of Washington.
  30. Maican, Florin G. & Sweeney, Richard J., 2013. "Rejection Probabilities for a Battery of Unit-Root Tests," Working Papers in Economics 568, University of Gothenburg, Department of Economics.
  31. Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," IZA Discussion Papers 6776, Institute for the Study of Labor (IZA).
  32. Zied Ftiti & Aviral Tiwari & Ibrahim Fatnassi, 2014. "Oil price and macroeconomy in India - An evolutionary cospectral coherence approach," Working Papers 2014-068, Department of Research, Ipag Business School.
  33. Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2013. "Trivariate Causality between Economic Growth, Urbanisation and Electricity Consumption in Angola: Cointegration and Causality Analysis," MPRA Paper 45580, University Library of Munich, Germany, revised 19 Mar 2013.
  34. Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
  35. Altissimo, Filippo & Corradi, Valentina, 2003. "Strong rules for detecting the number of breaks in a time series," Journal of Econometrics, Elsevier, vol. 117(2), pages 207-244, December.
  36. Yamada, Hiroshi & Yoon, Gawon, 2014. "When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 193-207.
  37. Antonio E. Noriega & Luis M. Soria & Ramón Velázquez, 2008. "International Evidence on Stochastic and Deterministic Monetary Neutrality," Working Papers 2008-04, Banco de México.
  38. María Presno & Anna López, 2003. "Testing for stationarity in series with a shift in the mean. A fredholm approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 12(1), pages 195-213, June.
  39. Olivier Darné & Amélie Charles, 2009. "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers hal-00422502, HAL.
  40. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Energy prices, multiple structural breaks, and efficient market hypothesis," Applied Energy, Elsevier, vol. 86(4), pages 466-479, April.
  41. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers 2007_13, Business School - Economics, University of Glasgow.
  42. Naufal, George S & Genc, Ismail H., 2013. "Structural Change in MENA Remittance Flows," IZA Discussion Papers 7485, Institute for the Study of Labor (IZA).
  43. Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.
  44. Tang, Chor Foon, 2011. "Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples," MPRA Paper 29379, University Library of Munich, Germany.
  45. Chan, Tze-Haw, 2008. "International Parities among China and Her Major Trading Partners in Asia Pacific," MPRA Paper 15504, University Library of Munich, Germany, revised 06 Apr 2009.
  46. Harvie, Charles & Pahlavani, Mosayeb, 2006. "Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers wp06-09, School of Economics, University of Wollongong, NSW, Australia.
  47. Chan, Felix & Pauwels, Laurent, 2011. "Model specification in panel data unit root tests with an unknown break," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1299-1309.
  48. Max Gillman & Anton Nakov, 2009. "Monetary effects on nominal oil prices," Banco de Espa�a Working Papers 0928, Banco de Espa�a.
  49. Payne, James & Lee, Junsoo & Hofler, Richard, 2005. "Purchasing power parity: Evidence from a transition economy," Journal of Policy Modeling, Elsevier, vol. 27(6), pages 665-672, September.
  50. Nicolaas Groenewold & Sam Hak Kan Tang, 2001. "The Asian Financial Crisis and Natural Rate of Unemployment: Estimates from a Structural VAR for the Newly Industrializing Economies of Asia," Economics Discussion / Working Papers 01-12, The University of Western Australia, Department of Economics.
  51. Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006. "Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test," Economics Working Papers wp06-06, School of Economics, University of Wollongong, NSW, Australia.
  52. Lean, Hooi Hooi & Smyth, Russell, 2014. "Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? Evidence from LM unit root tests with structural breaks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 31(C), pages 319-328.
  53. Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
  54. 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.
  55. Polemis, Michael. L., 2007. "Modeling industrial energy demand in Greece using cointegration techniques," Energy Policy, Elsevier, vol. 35(8), pages 4039-4050, August.
  56. John Dawson & John Seater, 2013. "Federal regulation and aggregate economic growth," Journal of Economic Growth, Springer, vol. 18(2), pages 137-177, June.
  57. Taipalus , Katja, 2012. "Signaling asset price bubbles with time-series methods," Research Discussion Papers 7/2012, Bank of Finland.
  58. Herzer, Dierk & Nowak-Lehmann D., Felicitas, 2006. "Export Diversification, Externalities and Growth: Evidence for Chile," Proceedings of the German Development Economics Conference, Berlin 2006 12, Verein für Socialpolitik, Research Committee Development Economics.
  59. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
  60. Georgios Efthyvoulou, 2008. "Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus," Birkbeck Working Papers in Economics and Finance 0808, Birkbeck, Department of Economics, Mathematics & Statistics.
  61. Fukuda, Takashi & Dahalan, Jauhari, 2011. "“Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment” - L’interazione finanza-crescita-crisi in India: evidenze da una analisi di cointegrazione e causalit," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 64(3), pages 297-328.
  62. Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar, 2014. "Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?," Economics Bulletin, AccessEcon, vol. 34(1), pages 395-399.
  63. Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics.
  64. Rahman, Abdul & Saadi, Samir, 2008. "Random walk and breaking trend in financial series: An econometric critique of unit root tests," Review of Financial Economics, Elsevier, vol. 17(3), pages 204-212, August.
  65. Kellard, Neil & Wohar, Mark E., 2006. "On the prevalence of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 79(1), pages 146-167, February.
  66. Raghbendra Jha & Anurag Sharma, 2001. "Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit," ASARC Working Papers 2001-08, The Australian National University, Australia South Asia Research Centre.
  67. Tang, Chor Foon, 2010. "Savings-led growth theories: A time series analysis for Malaysia using the bootstrapping and time-varying causality techniques," MPRA Paper 27299, University Library of Munich, Germany.
  68. Xiao-Ming Li, 2004. "A Quasi-Bayesian Analysis of Structural Breaks: China's Output and Productivity Series," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(1), pages 57-65, April.
  69. Mehl, Arnaud, 2000. "Unit root tests with double trend breaks and the 1990s recession in Japan," Japan and the World Economy, Elsevier, vol. 12(4), pages 363-379, December.
  70. BATTISTI,Michele, 2006. "Assessing persistence in the Italian rate of unemployment in presence of structural breaks and regional asymmetries, 1977 to 2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
  71. Jorge Andraz & Nélia Norte, 2013. "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," CEFAGE-UE Working Papers 2013_17, University of Evora, CEFAGE-UE (Portugal).
  72. Vinod Mishra & Russell Smyth, 2014. "Convergence in energy consumption per capita among ASEAN countries," Development Research Unit Working Paper Series 22-14, Monash University, Department of Economics.
  73. Hultkrantz, Lars & Andersson, Linda & Mantalos, Panagiotis, 2014. "Stumpage prices in Sweden 1909–2012: Testing for non-stationarity," Journal of Forest Economics, Elsevier, vol. 20(1), pages 33-46.
  74. Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia.
  75. Perron, Pierre & Zhu, Xiaokang, 2005. "Structural breaks with deterministic and stochastic trends," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 65-119.
  76. Abdul Haque & Hung-Chun Liu & Fakhar-Un-Nisa, 2011. "Testing the Weak Form Efficiency of Pakistani Stock Market (2000–2010)," International Journal of Economics and Financial Issues, Econjournals, vol. 1(4), pages 153-162.
  77. González-Val, Rafael & Marcén, Miriam, 2012. "Breaks in the breaks: An analysis of divorce rates in Europe," International Review of Law and Economics, Elsevier, vol. 32(2), pages 242-255.
  78. Ben-David, D. & Lumsdaine, L.R. & Papell, D.H., 1996. "Unit Roots Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks," Papers 33-96, Tel Aviv.
  79. 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, vol. 104(C), pages 310-318.
  80. Arestis, Philip & Biefang-Frisancho Mariscal, Iris, 1999. "Unit roots and structural breaks in OECD unemployment," Economics Letters, Elsevier, vol. 65(2), pages 149-156, November.
  81. Nicolaas Groenewold, 2001. "Long-Run Shifts of the Beveridge Curve and the Frictional Unemployment Rate in Australia," Economics Discussion / Working Papers 01-09, The University of Western Australia, Department of Economics.
  82. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, 06.
  83. Matsuki, Takashi & Usami, Ryoichi, 2007. "China's Regional Convergence in Panels with Multiple Structural Breaks," MPRA Paper 10167, University Library of Munich, Germany, revised 17 May 2008.
  84. John W. Dawson & John J. Seater, 2009. "Federal Regulation and Aggregate Economic Growth," Working Papers 09-02, Department of Economics, Appalachian State University.
  85. Guzel, Adnan & Ozdemir, Zeynel Abidin, 2011. "The Feldstein-Horioka puzzle in the presence of structural shifts: The case of Japan versus the USA," Research in International Business and Finance, Elsevier, vol. 25(2), pages 195-202, June.
  86. repec:dgr:uvatin:2013024 is not listed on IDEAS
  87. Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2005. "Is there a Natural Rate of Crime?," Development Research Unit Working Paper Series 18/05, Monash University, Department of Economics.
  88. David Papell, 1998. "The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis," Working Papers 30, Oesterreichische Nationalbank (Austrian Central Bank).
  89. Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb, 2005. "Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test," Economics Working Papers wp05-17, School of Economics, University of Wollongong, NSW, Australia.
  90. Harashima, Taiji, 2008. "A Microfounded Mechanism of Observed Substantial Inflation Persistence," MPRA Paper 10668, University Library of Munich, Germany.
  91. Chowdhury, Khorshed & Saleh, Ali Salman, 2007. "Testing the Keynesian Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka after War: the case of a bridge too far?," Economics Working Papers wp07-09, School of Economics, University of Wollongong, NSW, Australia.
  92. repec:qut:auncer:2013_01 is not listed on IDEAS
  93. Igor Pelipas, 2011. "Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates," BEROC Working Paper Series 15, Belarusian Economic Research and Outreach Center (BEROC).
  94. Paresh Kumar Narayan & Russell Smyth, 2004. "Is South Korea's stock market efficient?," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 707-710.
  95. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, EconWPA.
  96. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2005. "Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach," Working Papers in Economics 131, Universitat de Barcelona. Espai de Recerca en Economia.
  97. Min Shrestha & Khorshed Chowdhury, 2007. "Testing financial liberalization hypothesis with ARDL modelling approach," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1529-1540.
  98. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Volatility in Global Fertilizer Prices," Working Papers in Economics 10/46, University of Canterbury, Department of Economics and Finance.
  99. Bhat Ramesh & Jain Nishant, . "Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks," IIMA Working Papers WP2004-05-10, Indian Institute of Management Ahmedabad, Research and Publication Department.
  100. Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006. "Structural Breaks in Trade and Income Per Capita in ASEAN-5 Countries: An Application of Innovational Outlier Models," Economics Working Papers wp06-12, School of Economics, University of Wollongong, NSW, Australia.
  101. Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009. "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 954-971, October.
  102. Chou, Win Lin, 2007. "Performance of LM-type unit root tests with trend break: A bootstrap approach," Economics Letters, Elsevier, vol. 94(1), pages 76-82, January.
  103. Pahlavani, Mosayeb & Valadkhani, Abbas & Worthington, Andrew, 2005. "Testing for Structural Breaks in Australia's Monetary Aggregates and Interest Rates: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers wp05-02, School of Economics, University of Wollongong, NSW, Australia.
  104. Gomes, Fábio A. R. & Franchini, Douglas de S., 2008. "The Stationarity of Consumption–Income Ratios: Evidence from South American Countries," Insper Working Papers wpe_123, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  105. Narayan, Seema, 2013. "A structural VAR model of the Fiji Islands," Economic Modelling, Elsevier, vol. 31(C), pages 238-244.
  106. Narayan, Paresh Kumar, 2014. "Response of inflation to shocks: New evidence from Sub-Saharan African countries," Economic Modelling, Elsevier, vol. 36(C), pages 378-382.
  107. Wilson, E.J, 2005. "Foodgrain Price Policies in India: The Effects on Foodgrain Production and Rural Poverty 1951-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(3).
  108. Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
  109. Lee, Chien-Chiang & Chien, Mei-Se, 2008. "Structural breaks, tourism development, and economic growth: Evidence from Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(4), pages 358-368.
  110. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.
  111. R. Velazquez & Noriega & A., 2004. "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004 282, Society for Computational Economics.
  112. Paresh Kumar Narayan & Russell Smyth, 2006. "The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China," Applied Financial Economics, Taylor & Francis Journals, vol. 16(9), pages 639-651.
  113. Hemantha K.J. Ekanayake, 2012. "The Link Between Fiscal Deficit and Inflation: Do public sector wages matter?," ASARC Working Papers 2012-14, The Australian National University, Australia South Asia Research Centre.
  114. repec:ebl:ecbull:v:3:y:2008:i:61:p:1-14 is not listed on IDEAS
  115. Maslyuk, Svetlana & Smyth, Russell, 2008. "Unit root properties of crude oil spot and futures prices," Energy Policy, Elsevier, vol. 36(7), pages 2591-2600, July.
  116. Li, Su-Fang & Zhu, Hui-Ming & Yu, Keming, 2012. "Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks," Energy Economics, Elsevier, vol. 34(6), pages 1951-1958.
  117. Levent KORAP & Metin YILDIRIM, 2012. "Testing the Lucas Critique for the Turkish Money Demand Function," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(318), pages 57-82.
  118. Chen, Pei-Fen & Lee, Chien-Chiang, 2007. "Is energy consumption per capita broken stationary? New evidence from regional-based panels," Energy Policy, Elsevier, vol. 35(6), pages 3526-3540, June.
  119. Filippo Altissimo & Valentina Corradi, 2000. "Strong Rules for Detecting the Number of Breaks in a Time Series," Econometric Society World Congress 2000 Contributed Papers 0574, Econometric Society.
  120. Martin Meurers, 2004. "Estimating Supply and Demand Functions in International Trade: A Multivariate Cointegration Analysis for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 224(5), pages 530-556, September.
  121. Glauco De Vita & Klaus Endresen & Lester C. Hunt, 2005. "An Empirical Analysis of Energy Demand in Namibia," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 110, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  122. 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, vol. 30(3), pages 919-936, May.
  123. Dierk Herzer & Felicitas Nowak-Lehmann D. & Boriss Siliverstovs, 2004. "Export-Led Growth in Chile: Assessing the Role of Export Composition in Productivity Growth," Ibero America Institute for Econ. Research (IAI) Discussion Papers 103, Ibero-America Institute for Economic Research.
  124. P. Indira Devi & K.R. Shanmugam & M.G. Jayasree, 2012. "Compensating Wages for Occupational Risks of Farm Workers in India," Working Papers 2012-071, Madras School of Economics,Chennai,India.
  125. D.K. Srivastava & K.R. Shanmugam, 2012. "Stationarity Test for Aggregate Outputs in the Presence of Structural Breaks," Working Papers 2012-072, Madras School of Economics,Chennai,India.
  126. Juan Carlos Cuestas & Luis A. Gil-Alana, 2009. "Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe," Working Papers 2009/6, Nottingham Trent University, Nottingham Business School, Economics Division.
  127. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Regression Under Broken-Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, 09.
  128. Paresh Kumar Narayan & Russell Smyth, 2006. "Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 1-7, January.
  129. Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics 202, University of Gothenburg, Department of Economics.
  130. Junsoo Lee & John A. List & Mark C. Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers 05-20, Department of Economics, Appalachian State University.
  131. Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
  132. Charles, Amélie & Darné, Olivier, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 167-180.
  133. Min Bahadur Shrestha, Ph.D., 2006. "Testing for Unit Roots in Nepalese Macroeconomic Data," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 18, pages 1-19, April.
  134. Tang, Chor Foon, 2008. "Is inflation always a monetary phenomenon in Malaysia?," MPRA Paper 19778, University Library of Munich, Germany.
  135. Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004. "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers 514, Queen Mary, University of London, School of Economics and Finance.
  136. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "The relationship between debt level and fiscal sustainability in OECD countries," Working Papers 2013/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  137. Marcela Sabaté, 2009. "Vertical Specialization and Nonstationarities in International Trade Series," The Institute for International Integration Studies Discussion Paper Series iiisdp309, IIIS.
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