Citations for "Rank tests for nonlinear cointegration"
by Breitung, Jörg
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- Taylor, A. M. Robert, 2005.
"Variance ratio tests of the seasonal unit root hypothesis,"
Journal of Econometrics,
Elsevier, vol. 124(1), pages 33-54, January.
- Shiok Ye Lim & Ricky Chee-Jiun Chia & Chong Mun Ho, 2010.
"Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test,"
AccessEcon, vol. 30(2), pages 1182-1190.
- Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen, 2011.
"Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration,"
Journal for Economic Forecasting,
Institute for Economic Forecasting, vol. 0(2), pages 19-30, June.
- Su, Chi-Wei, 2011.
"Non-linear causality between the stock and real estate markets of Western European countries: Evidence from rank tests,"
Elsevier, vol. 28(3), pages 845-851, May.
- Alfred A. Haug & Pierre L. Siklos, 2002.
"The Term Spread International Evidence of Non-Linear Adjustment,"
2002_08, York University, Department of Economics, revised Jul 2004.
- de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013.
"Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 17(2), pages 141-165, April.
- Ye, Yonggang & Chang, Tsangyao & Hung, Ken & Lu, Yang-Cheng, 2011.
"Revisiting rational bubbles in the G-7 stock markets using the Fourier unit root test and the nonparametric rank test for cointegration,"
Mathematics and Computers in Simulation (MATCOM),
Elsevier, vol. 82(2), pages 346-357.
- Mendonca, Gui Pedro, 2008.
"Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics,"
14648, University Library of Munich, Germany.
- Breitung, Jorg, 2002.
"Nonparametric tests for unit roots and cointegration,"
Journal of Econometrics,
Elsevier, vol. 108(2), pages 343-363, June.
- Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling, 2010.
"Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 17(11), pages 1073-1077.
- Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping, 2005.
"Purchasing power parity in Asian economies: further evidence from rank tests for cointegration,"
15530, University Library of Munich, Germany.
- Bayer, Christian & Hanck, Christoph, 2009.
"Combining Non-Cointegration Tests,"
012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Venus khim-sen Liew, 2009.
"Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen,"
AccessEcon, vol. 29(2), pages 1320-1329.
- Alfred A. Haug & Syed A. Basher, 2004.
"Unit Roots, Nonlinear Cointegration and Purchasing Power Parity,"
0401006, EconWPA, revised 16 Nov 2005.
- Marc Hallin & Ramon van den Akker & Bas Werker, 2012.
"Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models,"
Working Papers ECARES
ECARES 2012-042, ULB -- Universite Libre de Bruxelles.
- Pitarakis, Jean-Yves, 2012.
"Functional cointegration: definition and nonparametric estimation,"
38846, University Library of Munich, Germany.
- Kenourgios, Dimitris & Samitas, Aristeidis, 2009.
"Financial Market Dynamics in an Enlarged European Union,"
Journal of Economic Integration,
Center for Economic Integration, Sejong University, vol. 24, pages 197-221.
- Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon, 2012.
"On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea,"
Elsevier, vol. 29(2), pages 326-332.
- Vasco Gabriel & Luis Martins, 2011.
"Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship,"
Springer, vol. 41(3), pages 639-662, December.
- Onour, Ibrahim, 2009.
"Financial Integration of North Africa Stock Markets,"
14938, University Library of Munich, Germany.
- Chen, Show-Lin & Tsai, Li-Ju & Wu, Jyh-Lin, 2004.
"A revisit to liquidity effects--evidence from a non-linear approach,"
Journal of Macroeconomics,
Elsevier, vol. 26(3), pages 501-517, September.
- Ibrahim Onour, .
"Is the high crude oil prices cause the soaring global food prices?,"
API-Working Paper Series
1001, Arab Planning Institute - Kuwait, Information Center.
- Chi-Wei Su, 2012.
"The relationship between exchange rate and macroeconomic variables in China,"
Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics,
University of Rijeka, Faculty of Economics, vol. 30(1), pages 33-56.
- Mohamed El Hedi Arouri & Jamel Jouini & Nhu Tuyen Le & Duc Khuong Nguyen, 2012.
"On the Relationship between World Oil Prices and GCC Stock Markets,"
Journal of Quantitative Economics,
The Indian Econometric Society, vol. 10(1), pages 98-120, January.
- Davies, Andrew, 2006.
"Testing for international equity market integration using regime switching cointegration techniques,"
Review of Financial Economics,
Elsevier, vol. 15(4), pages 305-321.
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 28(1), pages 96-114.
- Dogru, Bülent & Recepoglu, Mursit, 2013.
"Türki̇ye’De Hi̇sse Senedi̇ Fi̇yatlari Ve Dövi̇z Kuru Arasinda Doğrusal Ve Doğrusal Olmayan Eş Bütünleşme İli̇şki̇si̇
[Linear and Nonlinear Cointegration Relationship between St,"
50505, University Library of Munich, Germany.
- Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG, 2013.
"Does Wealth or Credit Effect Exist in China?,"
Journal for Economic Forecasting,
Institute for Economic Forecasting, vol. 0(3), pages 104-114, October.
- Lim, Shiok Ye & Ho, Chong Mun, 2013.
"Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach,"
Elsevier, vol. 32(C), pages 136-145.