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The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super-

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Cited by:

  1. Karasoy, Alper, 2022. "Is innovative technology a solution to Japan's long-run energy insecurity? Dynamic evidence from the linear and nonlinear methods," Technology in Society, Elsevier, vol. 70(C).
  2. Winkelried, Diego, 2018. "Unit roots, flexible trends, and the Prebisch-Singer hypothesis," Journal of Development Economics, Elsevier, vol. 132(C), pages 1-17.
  3. Andrew Phiri, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers 1810, Department of Economics, Nelson Mandela University, revised Mar 2018.
  4. Yilanci, Veli & Aydin, Mücahit & Aydin, Mehmet, 2019. "Residual Augmented Fourier ADF Unit Root Test," MPRA Paper 96797, University Library of Munich, Germany.
  5. Phiri, Andrew, 2018. "Is Swaziland on a path of convergence towards her main trading partners?," MPRA Paper 88790, University Library of Munich, Germany.
  6. Enders Walter & Jones Paul, 2016. "Grain prices, oil prices, and multiple smooth breaks in a VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 399-419, September.
  7. Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021. "A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 935-959, August.
  8. Dieu Nsenga & Mirada Nach & Hlalefang Khobai & Clement Moyo & Andrew Phiri, 2018. "Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?," Working Papers 1817, Department of Economics, Nelson Mandela University, revised Apr 2018.
  9. Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
  10. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017. "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 510-514, May.
  11. Phiri, Andrew, 2018. "Fiscal sustainability in BRICS countries: Evidence from asymmetric unit root tests augmented with Fourier fucntion," MPRA Paper 85501, University Library of Munich, Germany.
  12. Phiri, Andrew, 2019. "Fiscal sustainability in BRICS countries: evidence from asymmetric unit root test augmented with Fourier function," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 15(2).
  13. Yeonwoo Rho & Yun Liu & Hie Joo Ahn, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Papers 2004.09770, arXiv.org, revised Feb 2021.
  14. Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020. "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series WP2020-012, Boston University - Department of Economics.
  15. Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021. "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 875-901, November.
  16. Apopo, Natalay & Phiri, Andrew, 2019. "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper 94712, University Library of Munich, Germany.
  17. Silva Lopes, Artur C., 2021. "Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test," MPRA Paper 107676, University Library of Munich, Germany, revised 19 Mar 2021.
  18. Faryal, & Faisal, Faisal & Amin, Muhammad Yusuf & Haq, Zahoor Ul & Rahman, Sami Ur & Ali, Adnan, 2023. "Natural resources revenues, shadow economy and financial institutions depth: The way forward," Resources Policy, Elsevier, vol. 85(PB).
  19. Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013. "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, vol. 33(C), pages 101-112.
  20. S. M. Woahid Murad, 2021. "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(2), pages 1-13, September.
  21. S. M. Woahid Murad, 2021. "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(2), pages 187-199, September.
  22. Ali, Adnan & Ramakrishnan, Suresh & Faisal,, 2022. "Financial development and natural resources. Is there a stock market resource curse?," Resources Policy, Elsevier, vol. 75(C).
  23. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 822-850, October.
  24. Balsalobre-Lorente, Daniel & Driha, Oana M. & Bekun, Festus & Sinha, Avik & Fatai Adedoyin, Festus, 2020. "Consequences of COVID-19 on the social isolation of the Chinese economy: accounting for the role of reduction in carbon emissions," MPRA Paper 102894, University Library of Munich, Germany, revised 2020.
  25. Lutho Mbekeni & Andrew Phiri, 2019. "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers 1906, Department of Economics, Nelson Mandela University, revised Sep 2019.
  26. Seda Yıldırım & Durmuş Çağrı Yıldırım & Seda H. Bostancı & Elif Nur Tarı, 2022. "Winner or loser? The asymmetric role of natural resource rents on financial development among resource‐rich countries," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1921-1933, December.
  27. 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, January.
  28. Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021. "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(13-15), pages 2542-2559, November.
  29. Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020. "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 47-58.
  30. Omay, Tolga, 2015. "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing," Economics Letters, Elsevier, vol. 134(C), pages 123-126.
  31. Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
  32. Silva Lopes, Artur, 2020. "Revisiting income convergence with DF-Fourier tests: old evidence with a new test," MPRA Paper 102208, University Library of Munich, Germany.
  33. Durusu-Ciftci, Dilek & Ispir, M. Serdar & Kok, Dundar, 2019. "Do stock markets follow a random walk? New evidence for an old question," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 165-175.
  34. Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016. "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, vol. 60(C), pages 168-175.
  35. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016. "Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 1409-1427.
  36. Nsenga, Dieu & Nach, Mirada & Khobai, Hlalefang & Moyo, Clement & Phiri, Andrew, 2018. "Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?," MPRA Paper 86274, University Library of Munich, Germany.
  37. Fatih Kaplan & Ayşe E. Ünal, 2020. "Industrial Production Index - Crude Oil Price Nexus: Russia, Kazakhstan And Azerbaijan," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 65(227), pages 119-142, October –.
  38. David De Villiers & Andrew Phiri, 2022. "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
  39. Yifei Cai & Tolga Omay, 2022. "Using Double Frequency in Fourier Dickey–Fuller Unit Root Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 445-470, February.
  40. Melike Dedeoglu, 2021. "Examination of Unemployment in the Framework of Hysteresis and Natural Rate in OECD Countries: Evidence from Alternative Panel Unit Root Tests," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(35), pages 129-145, December.
  41. S. M. Woahid Murad, 2021. "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(3), pages 201-213, December.
  42. Veli Yılancı & Emel İslamoğlu & Sinem Yıldırımalp & Gökçe Candan, 2020. "The Relationship between Unemployment Rates and Renewable Energy Consumption: Evidence from Fourier ADL Cointegration Test," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 8(1), pages 17-28, June.
  43. Takamitsu Kurita & Mototsugu Shintani, 2023. "Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations," CIRJE F-Series CIRJE-F-1216, CIRJE, Faculty of Economics, University of Tokyo.
  44. Li, Haiqi & Zheng, Chaowen, 2018. "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, vol. 25(C), pages 83-89.
  45. Ghoshray, Atanu & Pundit, Madhavi, 2016. "The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks," ADB Economics Working Paper Series 493, Asian Development Bank.
  46. Yilanci, Veli, 2019. "A Residual-Based Cointegration test with a Fourier Approximation," MPRA Paper 95395, University Library of Munich, Germany.
  47. Nazlioglu, Saban & Payne, James E. & Lee, Junsoo & Rayos-Velazquez, Marco & Karul, Cagin, 2021. "Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks," Economic Modelling, Elsevier, vol. 100(C).
  48. Su, Jen-Je & Nguyen, Jeremy K., 2013. "Alternative unit root testing strategies using the Fourier approximation," Economics Letters, Elsevier, vol. 121(1), pages 8-11.
  49. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsungpao Wu, 2014. "Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks," Applied Financial Economics, Taylor & Francis Journals, vol. 24(22), pages 1429-1438, November.
  50. Gormus, Alper & Nazlioglu, Saban & Soytas, Ugur, 2018. "High-yield bond and energy markets," Energy Economics, Elsevier, vol. 69(C), pages 101-110.
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