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Citations for "Testing for a unit root in a time series with a level shift at unknown time"

by Saikkonen, Pentti & Lütkepohl, Helmut

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  1. Khaled CHNAINA & Farid MAKHLOUF, 2012. "Impact des transferts de fonds sur le taux de change réel effectif en Tunisie," Working Papers 2011-2012_4, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jan 2012.
  2. Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
  3. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, School of Economics and Management, University of Aarhus.
  4. Enzo Weber, 2012. "Regional and outward economic integration in South-East Asia," Applied Economics, Taylor & Francis Journals, vol. 44(10), pages 1271-1283, April.
  5. Serge REY & Jacques JAUSSAUD, 2009. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers 4, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2009.
  6. Claude Lopez, 2005. "Improved Unit Root Tests with Changes in the Intercept," University of Cincinnati, Economics Working Papers Series 2005-04, University of Cincinnati, Department of Economics, revised 2006.
  7. BAAK, SaangJoon, 2008. "The bilateral real exchange rates and trade between China and the U.S," China Economic Review, Elsevier, vol. 19(2), pages 117-127, June.
  8. LANTERI, Luis N., 2010. "Determinantes De Los Flujos Netos De Capital. Alguna Evidencia Para La Economia Argentina," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 10(1), pages 57-84.
  9. Claude Lopez & Javier Reyes, 2005. "Real Interest Rate Stationarity and Per Capita Consumption Growth Rate," University of Cincinnati, Economics Working Papers Series 2005-02, University of Cincinnati, Department of Economics, revised Feb 2007.
  10. Stefanescu, Răzvan & Dumitriu, Ramona & Nistor, Costel, 2010. "Impactul investitiilor straine directe asupra exporturilor din Romania
    [Impact of the foreign direct investment on Romanian exports]
    ," MPRA Paper 36563, University Library of Munich, Germany, revised 09 Feb 2012.
  11. Niklas Potrafke, 2011. "Is German Domestic Social Policy Politically Controversial?," Working Paper Series of the Department of Economics, University of Konstanz 2011-06, Department of Economics, University of Konstanz.
  12. Ian Babetskii & Fabrizio Coricelli & Roman Horváth, 2007. "Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic," Working Papers IES 2007/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2007.
  13. Koi Nyen Wong & Tuck Cheong Tang, 2009. "Exchange rate variability and the export demand for Malaysia's semiconductors: an empirical study," Applied Economics, Taylor & Francis Journals, vol. 43(6), pages 695-706.
  14. Joseph P. Byrne & Jun Nagayasu, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," Working Papers 2008_29, Business School - Economics, University of Glasgow.
  15. Shahbaz, Muhammad, 2013. "Does financial instability increase environmental degradation? Fresh evidence from Pakistan," Economic Modelling, Elsevier, vol. 33(C), pages 537-544.
  16. Muhammad, Shahbaz & Tiwari, Aviral & Muhammad, Nasir, 2011. "The effects of financial development, economic growth, coal consumption and trade openness on environment performance in South Africa," MPRA Paper 32723, University Library of Munich, Germany, revised 10 Aug 2011.
  17. Weber, Enzo, 2009. "Common and uncommon sources of growth in Asia Pacific," Journal of the Japanese and International Economies, Elsevier, vol. 23(1), pages 20-36, March.
  18. María Lorena Marí del Cristo & Marta Gómez-Puig, 2012. "“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”," IREA Working Papers 201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
  19. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs E:47/2012, Bank of Finland.
  20. King Fuei Lee, 2010. "An Empirical Study of Dividend Payout and Future Earnings in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 267-286.
  21. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010. "Exports as an engine for the economic growth: the case of Romania," MPRA Paper 36581, University Library of Munich, Germany, revised 10 Feb 2012.
  22. Nicolas Million, 2006. "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Cahiers de la Maison des Sciences Economiques v06067, Université Panthéon-Sorbonne (Paris 1).
  23. 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.
  24. Livanis, Grigorios T. & Moss, Charles B., 2005. "Price Transmission and Food Scares in the U.S. Beef Sector," 2005 Annual meeting, July 24-27, Providence, RI 19485, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  25. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.
  26. Serge REY & Jacques JAUSSAUD, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China: A Sectoral Approach," Working Papers 8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2009.
  27. Kauko, Karlo, 2010. "The feasibility of through-the-cycle ratings," Research Discussion Papers 14/2010, Bank of Finland.
  28. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2009. "Cointegration and causality between Romanian exports and imports," MPRA Paper 42091, University Library of Munich, Germany, revised 06 Aug 2009.
  29. Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2011. "Asymmetric information and price competition in small business lending," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2189-2196, September.
  30. Uebele, Martin & Pfister, Ulrich & Riedel, Jana, 2012. "Real wages and the origins of modern economic growth in Germany, 16th to 19th centuries," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62076, Verein für Socialpolitik / German Economic Association.
  31. Vougas, Dimitrios V., 2006. "On unit root testing with smooth transitions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 797-800, November.
  32. Enzo Weber, 2007. "Economic Integration and the Foreign Exchange," SFB 649 Discussion Papers SFB649DP2007-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  33. Shahbaz, Muhammad & Kumar Tiwari, Aviral & Nasir, Muhammad, 2013. "The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa," Energy Policy, Elsevier, vol. 61(C), pages 1452-1459.
  34. Joseph Byrne & Norbert Fiess, 2010. "Euro area inflation: aggregation bias and convergence," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 146(2), pages 339-357, June.
  35. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
  36. Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
  37. Assaf, Ata, 2008. "Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time," International Review of Economics & Finance, Elsevier, vol. 17(2), pages 269-278.
  38. Melisso Boschi & Alessandro Girardi, 2008. "The contribution of domestic, regional, and international factors to Latin America’s business cycle," ISAE Working Papers 105, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  39. Muhammad, Shahbaz & Lean, Hooi Hooi, 2011. "The Dynamics of Electricity Consumption and Economic Growth:A Revisit Study of Their Causality in Pakistan," MPRA Paper 33196, University Library of Munich, Germany, revised 06 Sep 2011.
  40. Babecký, Jan & Coricelli, Fabrizio & Horváth, Roman, 2009. "Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy," CEPR Discussion Papers 7268, C.E.P.R. Discussion Papers.
  41. Wolff, Guntram B. & Tenhofen, Jörn & Heppke-Falk, Kirsten H., 2006. "The macroeconomic effects of exogenous fiscal policy shocks in Germany: a disaggregated SVAR analysis," Discussion Paper Series 1: Economic Studies 2006,41, Deutsche Bundesbank, Research Centre.
  42. Broda, Simon & Paolella, Marc S. & Carstensen, Kai, 2007. "Bias-adjusted estimation in the ARX(1) model," Munich Reprints in Economics 19992, University of Munich, Department of Economics.
  43. Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo Group Munich.
  44. Roland CRAIGWELL & Darrin DOWNES & Kevin GREENIDGE & Keva STEADMAN, 2008. "Sectoral Output, Growth And Economic Linkages In The Barbados Economy Over The Past Five Decades," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 123-136.
  45. Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods and Applications, Springer, vol. 23(2), pages 265-282, June.
  46. Lorde, Troy & Jackman, Mahalia & Thomas, Chrystol, 2009. "The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and Tobago," Energy Policy, Elsevier, vol. 37(7), pages 2708-2716, July.
  47. Bouoiyour, Jamal & Miftah, Amal & Selmi, Refk, 2014. "Brain Drain or Brain Gain? The case of Moroccan Students in France," MPRA Paper 56630, University Library of Munich, Germany.
  48. Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," BORRADORES DE ECONOMIA 011252, BANCO DE LA REPÚBLICA.
  49. Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008. "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics 0802, Department of Economics, University of Kent.
  50. Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008. "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper 3406, University Library of Munich, Germany.
  51. João Adelino de Faria & Luiz Fernando de Paula & Manoel Carlos de Castro Pires & Tiago Rinaldi Meyer, 2009. "Liberalização Financeira, Performance e Econômica e Estabilidade Macroeconômica no Brasil: Uma Avaliação do Período Recente," Discussion Papers 1436, Instituto de Pesquisa Econômica Aplicada - IPEA.
  52. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
  53. Baak, SaangJoon, 2012. "Measuring misalignments in the Korean exchange rate," Japan and the World Economy, Elsevier, vol. 24(4), pages 227-234.
  54. Maria do Rosario Correia & Reinhard Neck & Theodore Panagiotidis & Christian Richter, 2008. "An empirical investigation of the sustainability of the public deficit in Portugal," International Economics and Economic Policy, Springer, vol. 5(1), pages 209-223, July.
  55. Shahbaz, Muhammad, 2010. "Does financial instability increase environmental pollution in Pakistan?," MPRA Paper 31360, University Library of Munich, Germany, revised 28 Mar 2011.
  56. He, Changli & Sandberg, Rickard, 2005. "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," Working Paper Series in Economics and Finance 580, Stockholm School of Economics.
  57. Marcel Gorenflo, 2013. "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, vol. 45(3), pages 1025-1047, December.
  58. Melisso Boschi, 2007. "Foreign capital in Latin America: A long-run structural Global VAR perspective," Economics Discussion Papers 647, University of Essex, Department of Economics.
  59. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, 01.
  60. 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.
  61. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2010. "Evolution of the Romanian exports and imports in the context of the European integration," MPRA Paper 36578, University Library of Munich, Germany, revised 10 Feb 2012.
  62. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
  63. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.
  64. Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona, 2009. "The impact of the US stock market on the Romanian stock market in the context of the financial crisis," MPRA Paper 36862, University Library of Munich, Germany, revised 22 Feb 2012.
  65. Bruce E. Hansen, 2001. "The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 117-128, Fall.
  66. 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] 100, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  67. Dumitriu Ramona & Stefanescu Razvan, 2009. "Analysis Of The Romanian Current Account Sustainability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 163-168, May.
  68. Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
  69. Tiwari, Aviral & Shahbaz, Muhammad, 2011. "India's trade with USA and her trade balance: An empirical analysis," MPRA Paper 29023, University Library of Munich, Germany.
  70. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September.
  71. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.
  72. Claude Lopez, 2008. "GLS-detrending and Regime-wise Stationarity Testing in Small Samples," University of Cincinnati, Economics Working Papers Series 2008-01, University of Cincinnati, Department of Economics, revised 2008.
  73. 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).
  74. 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, vol. 43(1), pages 63-76.
  75. Bilge Erten, 2010. "Industrial Upgrading and Export Diversification: A Comparative Analysis of Economic Policies in Turkey and Malaysia," Working Papers id:2778, eSocialSciences.
  76. Dumitriu, Ramona & Stefanescu, Răzvan, 2013. "Romanian current account sustainability after the adhesion to European Union," MPRA Paper 51244, University Library of Munich, Germany, revised 05 Apr 2013.
  77. Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
  78. Hernandez-Villafuerte, Karla Vanessa, 2008. "The Role Of Asymmetric Price Transmission And Structural Breaks In The Relationship Between Costa Rican Markets Of Livestock Cattle, Beef And Milk," 2009 Conference, August 16-22, 2009, Beijing, China 51697, International Association of Agricultural Economists.