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UK Evidence on Breaking Trend Functions

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  • Duck, N W

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  • Duck, N W, 1992. "UK Evidence on Breaking Trend Functions," Oxford Economic Papers, Oxford University Press, vol. 44(3), pages 426-439, July.
    • Handle: RePEc:oup:oxecpp:v:44:y:1992:i:3:p:426-39
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    Cited by:

    1. 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, September.
    2. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 475-488.
    3. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
    4. Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.
    5. Aviral Tiwari & Amrit Chaudhari & K. Suresh, 2012. "Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(1), pages 3-11, September.
    6. ILHAN Gullu, 2015. "An Application On The Efficiency Of Customs Union: Turkey-Eu Customs Union," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(6), pages 158-177, December.
    7. Antonio E. Noriega & Araceli Ramírez-Zamora, 1999. "Unit roots and multiple structural breaks in real output," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 163-188.
    8. Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011. "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers 2011-11, Banco de México.
    9. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    10. Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
    11. Cribari-Neto, Francisco, 1993. "Unit roots, random walks and the sources of business cycles: a survey," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(3), July.
    12. 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.
    13. Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.
    14. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.

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