IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Understanding Spurious Regressions in Econometrics"

by Peter C.B. Phillips

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window


  1. Hacker, Scott & Hatemi-J, Abdulnasser, 2010. "The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing," Working Paper Series in Economics and Institutions of Innovation 214, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  2. Ran, Guanghe & In, Francis & Dillon, John L., 1995. "Effects of agricultural production fluctuations on the Chinese macro economy," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 12(1), April.
  3. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Income and CO2 emissions: Evidence from panel unit root and cointegration tests," Energy Policy, Elsevier, vol. 37(2), pages 413-423, February.
  4. Cécile Denis & Daniel Grenouilleau & Kieran Mc Morrow & Werner Röger, 2006. "Calculating potential growth rates and output gaps - A revised production function approach," European Economy - Economic Papers 2008 - 2015 247, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  5. Ramanathan, R., 2001. "The long-run behaviour of transport performance in India: a cointegration approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 35(4), pages 309-320, May.
  6. Gounder, Rukmani & Sen, Kunal, 2002. "How Integrated Were Foreign Exchange Markets in the Asia-Pacific Region in the Past?: Evidence from the Parallel Market," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 724-744.
  7. Kim, Byung Yeon, 1997. "Soviet Household Saving Function," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 181-203.
  8. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
  9. Muhammad Zia Ullah Khan & Muhammad Illyas & Muqqadas Rahman & Chaudhary Abdul Rahman, 2015. "Money Monetization and Economic Growth in Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(4), pages 184-192, April.
  10. Phillips, Peter C.B., 2005. "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.
  11. Yap, Wei Yim & Lam, Jasmine S.L., 2006. "Competition dynamics between container ports in East Asia," Transportation Research Part A: Policy and Practice, Elsevier, vol. 40(1), pages 35-51, January.
  12. Lukasz Lach, 2011. "Impact of hard coal usage for metal production on economic growth of Poland," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 9, pages 103-120.
  13. Sun, Yixiao, 2006. "Spurious regressions between stationary generalized long memory processes," Economics Letters, Elsevier, vol. 90(3), pages 446-454, March.
  14. Clive Granger & Namwon Hyung & Yongil Jeon, 2001. "Spurious regressions with stationary series," Applied Economics, Taylor & Francis Journals, vol. 33(7), pages 899-904.
  15. Entorf, Horst, 1997. "Random walks with drifts: Nonsense regression and spurious fixed-effect estimation," Journal of Econometrics, Elsevier, vol. 80(2), pages 287-296, October.
  16. Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January.
  17. A. Arize & J. Malindretos, 1998. "The long-run and short-run effects of exchange-rate volatility on exports: The case of Australia and New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 43-56, June.
  18. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
  19. Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999. "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 454-479, September.
  20. Westerlund, Joakim, 2005. "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers 2005:10, Lund University, Department of Economics.
  21. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters,in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210 Bank for International Settlements.
  22. Kim, Chang Sik & Lee, Sungro, 2011. "Spurious regressions driven by excessive volatility," Economics Letters, Elsevier, vol. 113(3), pages 292-297.
  23. Henryk Gurgul & Lukasz Lach, 2012. "Two deficits and economic growth: case of CEE countries in transition," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 12, pages 79-108.
  24. Fan, Yanqin & Gençay, Ramazan, 2010. "Unit Root Tests With Wavelets," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1305-1331, October.
  25. 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.
  26. Österholm, Pär, 2003. "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series 2003:21, Uppsala University, Department of Economics.
  27. Valérie Mignon & Christophe Hurlin, 2007. "Une synthèse des tests de cointégration sur données de panel," Économie et Prévision, Programme National Persée, vol. 180(4), pages 241-265.
  28. Hansen, Paul & King, Alan, 1996. "The determinants of health care expenditure: A cointegration approach," Journal of Health Economics, Elsevier, vol. 15(1), pages 127-137, February.
  29. Yousif. Al-Yousif, 1999. "On the Role Exports in the Economic Growth of Malaysia: A Multivariate Analysis," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 67-75.
  30. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics.
  31. Laopodis, Nikiforos T. & Sawhney, Bansi L., 2002. "Dynamic interactions between Main Street and Wall Street," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 803-815.
  32. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012. "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 99-132.
  33. Nedialko Nestorov, 2015. "Cointegration Approach – Application Opportunities," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 110-140.
  34. Bentzen, Jan & Engsted, Tom, 2001. "A revival of the autoregressive distributed lag model in estimating energy demand relationships," Energy, Elsevier, vol. 26(1), pages 45-55.
  35. Chani, Muhammad Irfan & Shahid, Muhammad & Hassan, Mahboob Ul, 2011. "Some socio-economic determinants of fertility in Pakistan: an empirical analysis," MPRA Paper 38742, University Library of Munich, Germany, revised 2011.
  36. Anastasios, Pappas, 2010. "Capital mobility and macroeconomic volatility: evidence from Greece," MPRA Paper 29106, University Library of Munich, Germany.
  37. Antonio Arroyo & Aránzazu Juan, 2013. "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, vol. 45(2), pages 715-733, October.
  38. Kanwar, Sunil, 2000. "Does the Dog Wag the Tail or the Tail the Dog? Cointegration of Indian Agriculture with Nonagriculture," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 533-556, September.
  39. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
  40. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Chapters,in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.
  41. Chatterji, Monojit & Choudhury, Homagni, 2010. "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers 2010-92, Scottish Institute for Research in Economics (SIRE).
  42. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(02), pages 331-353, June.
  43. Phillips, Peter C. B., 2002. "New unit root asymptotics in the presence of deterministic trends," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December.
  44. repec:zbw:rwirep:0557 is not listed on IDEAS
  45. Jacint Balaguer & Manuel Cantavella-Jorda, 2002. "Tourism as a long-run economic growth factor: the Spanish case," Applied Economics, Taylor & Francis Journals, vol. 34(7), pages 877-884.
  46. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
  47. Elena Pesavento, 2007. "Residuals-based tests for the null of no-cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 111-137, 01.
  48. repec:ebl:ecbull:v:3:y:2008:i:61:p:1-14 is not listed on IDEAS
  49. Phillips, P.C.B., 1988. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.
  50. Víctor Olivo, 2003. "Taylor Rules and Inflation Targeting do not Work with Systematic Foreign Exchange Market Intervention," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 51-67, January-J.
  51. Camba-Méndez, Gonzalo & Kapetanios, George, 2001. "Spectral based methods to identify common trends and common cycles," Working Paper Series 0062, European Central Bank.
  52. Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi, 2012. "Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 2(1), pages 1-9.
  53. Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei.
  54. Zhou, Wei-Xing & Sornette, Didier, 2009. "A case study of speculative financial bubbles in the South African stock market 2003–2006," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 869-880.
  55. Chao, John C. & Phillips, Peter C. B., 1999. "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August.
  56. Suzanne McCoskey & Chihwa Kao, 1998. "A residual-based test of the null of cointegration in panel data," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 57-84.
  57. Gomez Zaldivar, M. & Ventosa-Santaularia, D., 2009. "Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  58. Robert Dixon & David Shepherd & James Thomson, 2001. "Regional Unemployment Disparities in Australia," Regional Studies, Taylor & Francis Journals, vol. 35(2), pages 93-102.
  59. Stefania Lionetti & Juan Gabriel Brida & Wiston Adrián Risso, 2009. "Long run economic growth and tourism: inferring from Uruguay," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0901, USI Università della Svizzera italiana.
  60. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
  61. Martin Wagner, 2010. "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
  62. Committee, Nobel Prize, 2003. "Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity," Nobel Prize in Economics documents 2003-1, Nobel Prize Committee.
  63. Levent KORAP, 2008. "Exchange Rate Determination Of Tl/Us$:A Co-Integration Approach," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 7(1), pages 24-50, May.
  64. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
  65. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
  66. Audrey Laporte, 2004. "Do economic cycles have a permanent effect on population health? Revisiting the Brenner hypothesis," Health Economics, John Wiley & Sons, Ltd., vol. 13(8), pages 767-779.
  67. Philipp Jäger & Torsten Schmidt, 2015. "The Political Economy of Public Investment when Population is Aging – A Panel Cointegration Analysis," Ruhr Economic Papers 0557, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  68. Yami, Mesay & Meyer, Ferdi & Hassan, Rashid, 2016. "Modelling price formation and dynamics in the Ethiopian maize market," 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 249346, African Association of Agricultural Economists (AAAE).
  69. Arize, A. C., 1996. "Cointegration test of a long-run relation between the trade balance and the terms of trade in sixteen countries," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 203-215.
  70. Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz, 1995. "Multivariate unit root tests," Working Papers CEB 95-001.RS, ULB -- Universite Libre de Bruxelles.
  71. Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-161, January.
  72. Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-469, December.
  73. Daniel Ventosa-Santaularia, 2007. "Spurious Instrumental Variables," Department of Economics and Finance Working Papers EM200704, Universidad de Guanajuato, Department of Economics and Finance, revised Mar 2009.
  74. Nuno Sobreira & Luis C. Nunes & Paulo M. M. Rodrigues, 2014. "Characterizing Economic Growth Paths Based On New Structural Change Tests," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 845-861, 04.
  75. Dietrich, Andreas & Krüger, Jens J., 2010. "Long-run sectoral development: Time-series evidence for the German economy," Structural Change and Economic Dynamics, Elsevier, vol. 21(2), pages 111-122, May.
  76. Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016. "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 405-425, October.
  77. Peter C. B. Phillips, 2001. "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413.
  78. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2011. "A Simple Test for Spurious Regressions," Working Papers 2011-05, Banco de México.
  79. Gurgul, Henryk & Lach, lukasz, 2011. "The role of coal consumption in the economic growth of the Polish economy in transition," Energy Policy, Elsevier, vol. 39(4), pages 2088-2099, April.
  80. Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1414, 08.
  81. Wagner, Martin, 2008. "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, vol. 30(3), pages 388-408, August.
  82. Berben, R-P. & van Dijk, D.J.C., 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers EI 9814, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  83. Jin, Hao & Zhang, Jinsuo & Zhang, Si & Yu, Cong, 2013. "The spurious regression of AR(p) infinite-variance sequence in the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 25-40.
  84. Bühler, Wolfgang & Korn, Olaf, 1998. "Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures: möglich oder unmöglich?," ZEW Discussion Papers 98-20, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  85. Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400.
  86. Cosme Vodounou, 1998. "Inférence fondée sur les statistiques des rendements de long terme," CIRANO Working Papers 98s-20, CIRANO.
  87. Bosupeng, Mpho, 2015. "The Fisher Effect Using Differences in The Deterministic Term," MPRA Paper 77921, University Library of Munich, Germany, revised 2015.
  88. Hiro Y. Toda & Peter C.B. Phillips, 1991. "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers 978, Cowles Foundation for Research in Economics, Yale University.
  89. Gómez, Manuel & Ventosa-Santaulària, Daniel, 2007. "Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends," MPRA Paper 58778, University Library of Munich, Germany.
  90. Bonizzi, Bruno, 2017. "Institutional investors’ allocation to emerging markets: A panel approach to asset demand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 47-64.
  91. Dharmasena, Senarath & Bessler, David, 2004. "Weak-Form Efficiency Vs Semi-Strong Form Efficiency in Price Discovery: an Application to International Black Tea Markets," Sri Lankan Journal of Agricultural Economics, Sri Lanka Agricultural Economics Association (SAEA), vol. 6.
  92. Trapani, Lorenzo & Urga, Giovanni, 2010. "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 155(1), pages 1-18, March.
  93. Hualde, Javier, 2006. "Unbalanced Cointegration," Econometric Theory, Cambridge University Press, vol. 22(05), pages 765-814, October.
  94. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
  95. Davis, George & Kanago, Bryce, 1998. "High and Uncertain Inflation: Results from a New Data Set," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(2), pages 218-230, May.
  96. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
  97. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers 11-16, Department of Economics, University of Birmingham.
  98. Ali Darrat & Fatima Al-Shamsi, 2005. "On the path of integration in the Gulf region," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 1055-1062.
  99. Chris Stewart, 2011. "A note on spurious significance in regressions involving I(0) and I(1) variables," Empirical Economics, Springer, vol. 41(3), pages 565-571, December.
  100. Sebastian Stolorz, 2005. "Perceived Welfare Effects Of Current Account Deficit – Evidence From American Economy 1967 - 2005," Labor and Demography 0512009, EconWPA.
  101. Thomas Plümper & Vera E. Troeger, 2004. "External Effects of Currency Unions," CIG Working Papers SP II 2004-06, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  102. Eleanor Doyle, 1998. "Export-output causality: The Irish case 1953–93," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(2), pages 147-161, June.
  103. Breitung, Jorg, 2001. "Rank Tests for Nonlinear Cointegration," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 331-340, July.
  104. Muhammad Shahbaz & Ijaz Rehman & Nurul Mahdzan, 2014. "Linkages between income inequality, international remittances and economic growth in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1511-1535, May.
  105. Carlos José Garcia & Jorge Enrique Restrepo, 2001. "Price and wage inflation in Chile," BIS Papers chapters,in: Bank for International Settlements (ed.), Modelling aspects of the inflation process and the monetary transmission mechanism in emerging market countries, volume 8, pages 109-130 Bank for International Settlements.
  106. Tang, Chor Foon, 2010. "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper 24356, University Library of Munich, Germany.
  107. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 22(3), pages 241-257, September.
  108. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
  109. Bidarkota, Prasad & Crucini, Mario J, 2000. "Commodity Prices and the Terms of Trade," Review of International Economics, Wiley Blackwell, vol. 8(4), pages 647-666, November.
  110. Yuan, Chunming, 2011. "The exchange rate and macroeconomic determinants: Time-varying transitional dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 197-220, August.
  111. David Hendry, 1995. "On the interactions of unit roots and exogeneity," Economics Papers 7., Economics Group, Nuffield College, University of Oxford.
  112. Chih-hsiang Hsu & Ming-sung Kao & Wei-pen Tsai, 2014. "Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours," Economics Bulletin, AccessEcon, vol. 34(3), pages 1733-1741.
  113. Cosimo Magazzino, 2015. "Energy consumption and GDP in Italy: cointegration and causality analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 17(1), pages 137-153, February.
  114. repec:ebl:ecbull:v:15:y:2008:i:7:p:1-10 is not listed on IDEAS
  115. Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Alejandra I. Martínez-Olmos, 2016. "A comment on ‘resolving spurious regressions and serially correlated errors’," Empirical Economics, Springer, vol. 51(3), pages 1289-1298, November.
  116. Monaco, Kristen A. & Brooks, Taggert J., 2001. "Deregulation and wages in trucking: A time series phenomenon -- A time series approach," Research in Transportation Economics, Elsevier, vol. 6(1), pages 55-69, January.
  117. Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708.
  118. Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
  119. Kitamura, Yuichi & Phillips, Peter C. B., 1997. "Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September.
  120. Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 263-286.
  121. Carolin E. Pflueger & Luis M. Viceira, 2011. "Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity," Harvard Business School Working Papers 11-094, Harvard Business School, revised Sep 2013.
  122. Salah S. ABOSEDRA & Hassan ALY & Ali F. DARRAT, "undated". "Assessing the Role of Financial Deepening in Business Cycles: The Experience of the United Arab Emirates," Middle East and North Africa 330400001, EcoMod.
  123. Sebastian Stolorz, 2005. "Perceived Welfare Effects of Current Account Deficit - Evidence from American Economy 1967-2005," International Trade 0512013, EconWPA.
  124. Arai, Yoichi, 2016. "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.
  125. Pappas, Anastasios, 2010. "Capital mobility and growth: Evidence from Greece," MPRA Paper 29105, University Library of Munich, Germany.
  126. Granger, Clive W.J., 2012. "Useful conclusions from surprising results," Journal of Econometrics, Elsevier, vol. 169(2), pages 142-146.
  127. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-348, August.
  128. Pervaiz, Zahid & Chani, Muhammad Irfan & Jan, Sajjad Ahmad & Chaudhary, Amatul R., 2011. "Gender inequality and economic growth: a time series analysis for Pakistan," MPRA Paper 37176, University Library of Munich, Germany, revised 2011.
  129. Fumitaka Furuoka & Qaiser Munir, 2011. "Can population growth contribute to economic development? New evidence from Singapore," Economics Bulletin, AccessEcon, vol. 31(4), pages 3226-3239.
  130. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS.
  131. Reed, Albert J. & Levedahl, J. William & Hallahan, Charles B., 2004. "The Generalized Composite Commodity Theorem And Food Demand Estimation," 2004 Annual meeting, August 1-4, Denver, CO 20107, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  132. Tu, Yundong, 2017. "On spurious regressions with partial unit root processes," Economics Letters, Elsevier, vol. 150(C), pages 142-145.
  133. Gurgul, Henryk & Lach, Łukasz, 2010. "The causal link between Polish stock market and key macroeconomic aggregates," MPRA Paper 52250, University Library of Munich, Germany.
  134. F. Barran & V. Coudert & B. Mojon, 1997. "Interest rates, banking spreads and credit supply: the real effects," The European Journal of Finance, Taylor & Francis Journals, vol. 3(2), pages 107-136.
  135. Fumitaka Furuoka & Qaiser Munir & Hanafiah Harvey, 2013. "Does the Phillips curve exist in the Philippines?," Economics Bulletin, AccessEcon, vol. 33(3), pages 2001-2016.
  136. Carlos José García T. & Jorge Enrique Restrepo, 2003. "Price Inflation and Exchange Rate Pass-Trough in Chile," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 69-88, January-J.
  137. Herwartz, Helmut & Siedenburg, Florian, 2009. "A new approach to unit root testing," Economics Working Papers 2009,06, Christian-Albrechts-University of Kiel, Department of Economics.
  138. Chor Foon Tang, 2011. "An exploration of dynamic relationship between tourist arrivals, inflation, unemployment and crime rates in Malaysia," International Journal of Social Economics, Emerald Group Publishing, vol. 38(1), pages 50-69, January.
  139. Maslyuk, Svetlana & Smyth, Russell, 2009. "Cointegration between oil spot and future prices of the same and different grades in the presence of structural change," Energy Policy, Elsevier, vol. 37(5), pages 1687-1693, May.
  140. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
  141. Gerdtham, Ulf-G. & Löthgren, Mickael, 1998. "International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results," SSE/EFI Working Paper Series in Economics and Finance 258, Stockholm School of Economics.
  142. Fouquet, Roger, 1995. "The impact of VAT introduction on UK residential energy demand : An investigation using the cointegration approach," Energy Economics, Elsevier, vol. 17(3), pages 237-247, July.
  143. Morten Orregaard Nielsen, 2005. "Semiparametric Estimation in Time-Series Regression with Long-Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 279-304, 03.
  144. Hacker, Scott, 2010. "The Effectiveness of Information Criteria in Determining Unit Root and Trend Status," Working Paper Series in Economics and Institutions of Innovation 213, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  145. Manuel Cantavella-Jordá & Carlos Guerra, 2013. "A demand for cuban tobacco exports," Journal of Developing Areas, Tennessee State University, College of Business, vol. 47(2), pages 93-107, July-Dece.
  146. Ghosal, Vivek, 2002. "Potential foreign competition in US manufacturing," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1461-1489, December.
  147. Barros, Alexandre Rands & Amazonas, Analice, 1996. "Manufactured exports from Brazil: determinants and consequences," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 50(1), January.
  148. Pierre Perron & Gabriel Rodríguez, "undated". "Residuals-based Tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series wp2015-017, Boston University - Department of Economics, revised 19 Oct 2015.
  149. Mishkin, Frederic S & Simon, John, 1995. "An Empirical Examination of the Fisher Effect in Australia," The Economic Record, The Economic Society of Australia, vol. 71(214), pages 217-229, September.
  150. Kristen Monaco & Taggert J. Brooks & John Bitzan, 2006. "A time series analysis of wages in deregulated industries: A study of motor carriage and rail," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 105-118, May.
  151. P. C. B. Phillips & S. N. Durlauf, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 473-495.
  152. Lukasz Lach & Henryk Gurgul, 2010. "International trade and economic growth in the Polish economy," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 5-29.
  153. Noor Ghazali & Shamshubariah Ramlee, 2003. "A long memory test of the long-run Fisher effect in the G7 countries," Applied Financial Economics, Taylor & Francis Journals, vol. 13(10), pages 763-769.
  154. Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato, 2006. "Spurious regression and econometric trends," Computing in Economics and Finance 2006 151, Society for Computational Economics.
  155. Diego Winkelried & José Enrique Gutierrez, 2015. "Regional inflation dynamics and inflation targeting. The case of Peru," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 199-224, November.
  156. Valkanov, Rossen, 1999. "Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations," University of California at Los Angeles, Anderson Graduate School of Management qt67b2h2gb, Anderson Graduate School of Management, UCLA.
  157. Henryk Gurgul & £ukasz Lach, 2012. "Financial Development and Economic Growth in Poland in Transition: Causality Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(4), pages 347-367, August.
  158. Li Lin & Didier Sornette, 2009. "Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times," Papers 0911.1921, arXiv.org.
  159. Dixon, Robert & Shepherd, David, 2001. "Trends and Cycles in Australian State and Territory Unemployment Rates," The Economic Record, The Economic Society of Australia, vol. 77(238), pages 252-269, September.
  160. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank.
  161. Phillips, Peter C.B., 2014. "Optimal estimation of cointegrated systems with irrelevant instruments," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.
  162. Alvaro Pereira & João Jalles & Martin Andresen, 2012. "Structural change and foreign direct investment: globalization and regional economic integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(1), pages 35-82, April.
  163. Bérubé, Gilles & Côté, Denise, 2000. "Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada," Staff Working Papers 00-3, Bank of Canada.
  164. Chien-Fu Chen & Chien-an Andy Wang & Chung-Hua Shen, 2007. "Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration," Economics Bulletin, AccessEcon, vol. 6(16), pages 1-15.
  165. Brida, Juan Gabriel & Risso, Wiston Adriàn & Carrera, Edgar J. Sanchez, 2007. "A Long-run Equilibrium Demand Function: Tourism in Mexico," MPRA Paper 25375, University Library of Munich, Germany, revised 25 Jan 2008.
  166. Hassler, Uwe, 1999. "Nonsense regressions due to time-varying means," DES - Working Papers. Statistics and Econometrics. WS 6361, Universidad Carlos III de Madrid. Departamento de Estadística.
  167. Berger, David & Chaboud, Alain & Hjalmarsson, Erik, 2009. "What drives volatility persistence in the foreign exchange market?," Journal of Financial Economics, Elsevier, vol. 94(2), pages 192-213, November.
  168. Dr Ferda Halicioglou, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 111-120.
  169. Moon, H.R. & Perron, P., 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  170. Xiao, Zhijie & Phillips, Peter C. B., 2002. "A CUSUM test for cointegration using regression residuals," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May.
  171. Marmol, Francesc, 1996. "Correlation theory of spuriously related higher order integrated processes," Economics Letters, Elsevier, vol. 50(2), pages 169-173, February.
  172. Najeb Masoud, 2012. "The impact of financial development on economic growth: Empirical analysis of emerging market countries," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(3), pages 148-173, July.
  173. Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
  174. Travaglini, Guido, 2008. "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper 7108, University Library of Munich, Germany.
  175. Ba Chu & Roman Kozhan, 2009. "Spurious Regressions of Stable AR(p) Processes with Structural Breaks," Working Papers wp09-04, Warwick Business School, Finance Group.
  176. Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong, 2014. "The relationship between spot and futures oil prices: Do structural breaks matter?," Energy Economics, Elsevier, vol. 43(C), pages 206-217.
  177. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria.
  178. Tang, Chor Foon, 2011. "Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 199-214, December.
  179. Peter C.B. Phillips, 1994. "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers 1081, Cowles Foundation for Research in Economics, Yale University.
  180. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers 2006-12, Banco de México.
  181. Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011. "Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008," Economics and Quantitative Methods qf1113, Department of Economics, University of Insubria.
  182. Phillips, Peter C. B., 2001. "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 21-27, January.
  183. Zouheir Mighri & Faysal Mansouri, 2016. "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
  184. Levent, Korap, 2007. "Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy," MPRA Paper 19618, University Library of Munich, Germany.
  185. Darrat, Ali F. & Al-Sowaidi, Saif S., 2009. "Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies," Review of Financial Economics, Elsevier, vol. 18(3), pages 124-131, August.
  186. Brunila, Anne, 1996. "Fiscal policy and private consumption : Saving decisions : Evidence from Finland," Research Discussion Papers 28/1996, Bank of Finland.
  187. Simpson, Marc W. & Dania, Akash, 2006. "Selectively hedging the Euro," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 27-42, February.
  188. Martin Fukac, 2005. "Inflation Expectations in the Czech Interbank Market," CERGE-EI Working Papers wp253, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  189. Søren Johansen, 2007. "Correlation, Regression, and Cointegration of Nonstationary Economic Time Series," Discussion Papers 07-25, University of Copenhagen. Department of Economics.
  190. Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
  191. Prudence Serju, 2003. "Monetary Conditions and Core Inflation: an Application of Neural Networks," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 31-50, January-J.
  192. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005. "Spurious regression under deterministic and stochastic trends," Department of Economics and Finance Working Papers EM200503, Universidad de Guanajuato, Department of Economics and Finance.
  193. Tano Santos & Pietro Veronesi, 2000. "Labor Income and Predictable Stock Returns," CRSP working papers 520, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  194. King, Thomas B. & Morley, James, 2007. "In search of the natural rate of unemployment," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 550-564, March.
  195. Yash P. Mehra, 1991. "An error-correction model of U.S. M2 demand," Economic Review, Federal Reserve Bank of Richmond, issue May, pages 3-12.
  196. Don H Kim & Mico Loretan & Eli M Remolona, 2010. "Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market," BIS Papers chapters,in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 318-339 Bank for International Settlements.
  197. Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics.
  198. Gurgul, Henryk & Lach, Łukasz, 2012. "The electricity consumption versus economic growth of the Polish economy," Energy Economics, Elsevier, vol. 34(2), pages 500-510.
  199. Kim, Tae-Hwan & Lee, Young-Sook & Newbold, Paul, 2004. "Spurious regressions with stationary processes around linear trends," Economics Letters, Elsevier, vol. 83(2), pages 257-262, May.
  200. Chor Foon Tang & Hooi Hooi Lean, 2011. "Revisit Feldstein-Horioka puzzle: evidence from Malaysia," Economics Bulletin, AccessEcon, vol. 31(3), pages 2237-2249.
  201. Kent Wang, 2009. "Volatility linkages of the equity, bond and money markets: an implied volatility approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(1), pages 207-219.
  202. de Jong, Robert M., 2003. "Logarithmic spurious regressions," Economics Letters, Elsevier, vol. 81(1), pages 13-21, October.
  203. repec:ebl:ecbull:v:6:y:2007:i:16:p:1-15 is not listed on IDEAS
  204. César Calderón & Roberto Duncan, 2003. "Purchasing power parity in an emerging market economy: a long- span study for Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June.
  205. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2014. "Testing for Panel Cointegration using Common Correlated Effects Estimators," Discussion Papers 15-02, Department of Economics, University of Birmingham.
  206. Gerhard Clemenz & Klaus Gugler, 2000. "Macroeconomic Development and Civil Litigation," European Journal of Law and Economics, Springer, vol. 9(3), pages 215-230, May.
  207. Jäger, Philipp & Schmidt, Torsten, 2016. "The political economy of public investment when population is aging: A panel cointegration analysis," European Journal of Political Economy, Elsevier, vol. 43(C), pages 145-158.
  208. Paul Johnson, 1997. "Estimation of the specification error in the expectations theory of the term structure," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1239-1247.
  209. Ali Darrat & Khaled Elkhal & Gaurango Banerjee & Maosen Zhong, 2004. "Why do US banks borrow from the Fed? A fresh look at the 'reluctance' phenomenon," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 477-484.
  210. Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011. "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-26, January.
  211. Phillips, Peter C B, 1994. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January.
  212. Juselius, Katarina, 2015. "Haavelmo’S Probability Approach And The Cointegrated Var," Econometric Theory, Cambridge University Press, vol. 31(02), pages 213-232, April.
  213. Tang, Chor Foon & Lai, Yew Wah & Ozturk, Ilhan, 2015. "How stable is the export-led growth hypothesis? Evidence from Asia's Four Little Dragons," Economic Modelling, Elsevier, vol. 44(C), pages 229-235.
  214. Sinha, Dipendra, 1999. "Do Exports Promote Savings in African Countries?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 52(3), pages 383-395.
  215. Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014. "A new correlation coefficient for bivariate time-series data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 274-284.
  216. 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.
  217. García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel, 2011. "Spurious regression and lurking variables," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 2004-2010.
  218. Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
  219. W A Razzak, 2007. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 77-102.
  220. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January.
  221. Henryk Gurgul & Łukasz Lach, 2011. "The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(3), pages 133-168, September.
  222. Arize, A. C., 1996. "Real exchange-rate volatility and trade flows: The experience of eight European economies," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 187-205.
  223. Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
  224. Joakim Westerlund, 2005. "New Simple Tests for Panel Cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 297-316.
  225. Tsay, Wen-Jen & Chung, Ching-Fan, 2000. "The spurious regression of fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 155-182, May.
  226. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  227. Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària, 2009. "Regresión espuria en especificaciones dinámicas," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-20, May.
  228. Chor Foon Tang & Hooi Hooi Lean, 2009. "The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis," Development Research Unit Working Paper Series 04-09, Monash University, Department of Economics.
  229. W. Adrián Risso & Edgar J. Sánchez Carrera, 2010. "Análisis de cointegración y valores umbrales entre la inflación y el crecimiento económico en México: 1970-2007," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 77-98, November.
  230. Chandran, V.G.R. & Munusamy, 2009. "Trade openness and manufacturing growth in Malaysia," Journal of Policy Modeling, Elsevier, vol. 31(5), pages 637-647, September.
  231. Anna Piretti & Charles St-Arnaud, 2006. "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers 06-22, Bank of Canada.
  232. James Oehmke & David Schimmelpfennig, 2004. "Quantifying Structural Change in U.S. Agriculture: The Case of Research and Productivity," Journal of Productivity Analysis, Springer, vol. 21(3), pages 297-315, May.
  233. Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015. "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 312-323.
  234. Ibok, Otu William & Bassey, Nsikan Edet, 3. "Wagner’S Law Revä°Sä°Ted: The Case Of Nigerian Agricultural Sector (1961 €“ 2012)," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(3).
  235. Henryk Gurgul & Łukasz Lach & Roland Mestel, 2012. "The relationship between budgetary expenditure and economic growth in Poland," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 161-182, March.
  236. Stewart, Chris, 2006. "Spurious correlation of I(0) regressors in models with an I(1) dependent variable," Economics Letters, Elsevier, vol. 91(2), pages 184-189, May.
  237. Peter C.B. Phillips, 1996. "Spurious Regression Unmasked," Cowles Foundation Discussion Papers 1135, Cowles Foundation for Research in Economics, Yale University.
  238. Francisco G. Carneiro & Joao R. Faria & Boubacar S. Barry, 2005. "Government Revenues And Expenditures In Guinea-Bissau: Causality And Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 30(1), pages 107-117, June.
  239. M.A.B. Siddique & E.A. Selvanathan, 1999. "Export Performance and Economic Growth: Co-integration and causality analysis for Malaysia, 1966-96," Economics Discussion / Working Papers 99-13, The University of Western Australia, Department of Economics.
  240. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics.
  241. Martin Fukaè, 2005. "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 344-362, July.
  242. Jiang, Lei, 2014. "Stock liquidity and the Taylor rule," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 202-214.
  243. Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
  244. Balcombe, Kelvin George & Davis, J.R., 1996. "An application of cointegration theory in the estimation of the Almost Ideal Demand system for food consumption in Bulgaria," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 15(1), September.
  245. David Hendry & Grayham E. Mizon, 2016. "Improving the Teaching of Econometrics," Economics Series Working Papers 785, University of Oxford, Department of Economics.
  246. Choi, Chi-Young & Hu, Ling & Ogaki, Masao, 2008. "Robust estimation for structural spurious regressions and a Hausman-type cointegration test," Journal of Econometrics, Elsevier, vol. 142(1), pages 327-351, January.
  247. Barnhill Jr., Theodore M. & Joutz, Frederick L. & Maxwell, William F., 2000. "Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis," Journal of Empirical Finance, Elsevier, vol. 7(1), pages 57-86, May.
  248. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria.
  249. Masao Ogaki & Ling Hu & Chi-Young Choi, 2004. "A Spurious Regression Approach to Estimating Structural Parameters," Working Papers 04-01, Ohio State University, Department of Economics.
  250. AuYong, Hue Hwa & Gan, Christopher & Treepongkaruna, Sirimon, 2004. "Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 479-515.
  251. Rui Menezes & Andreia Dioniso, 2011. "Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks," Papers 1101.4093, arXiv.org.
  252. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-30, January-J.
  253. Zou, Gaolu & Chau, K.W., 2006. "Short- and long-run effects between oil consumption and economic growth in China," Energy Policy, Elsevier, vol. 34(18), pages 3644-3655, December.
  254. Chung, Heetaik & Park, Joon Y., 2007. "Nonstationary nonlinear heteroskedasticity in regression," Journal of Econometrics, Elsevier, vol. 137(1), pages 230-259, March.
  255. Hong, Jae-pyo, 2017. "Causal relationship between ICT R&D investment and economic growth in Korea," Technological Forecasting and Social Change, Elsevier, vol. 116(C), pages 70-75.
  256. Marmol, Francesc, 1998. "Spurious regression theory with nonstationary fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 84(2), pages 233-250, June.
  257. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
  258. Darrat, Ali F. & Pennathur, Anita, 2002. "Are the Arab Maghreb countries really integratable?: Some evidence from the theory of cointegrated systems," Review of Financial Economics, Elsevier, vol. 11(2), pages 79-90.
  259. Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
  260. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
  261. Romero-Avila, Diego, 2008. "Questioning the empirical basis of the environmental Kuznets curve for CO2: New evidence from a panel stationarity test robust to multiple breaks and cross-dependence," Ecological Economics, Elsevier, vol. 64(3), pages 559-574, January.
  262. Winkelried, Diego & Gutiérrez, José, 2012. "Dinámica inflacionaria regional y el esquema de metas de inflación en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 79-98.
  263. Abbas, Faisal & Hiemenz, Ulrich, 2011. "Determinants of Public Health expenditures in Pakistan," Discussion Papers 118422, University of Bonn, Center for Development Research (ZEF).
  264. Francis Bismans & Olivier Damette, 2012. "La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie," Working Papers of BETA 2012-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  265. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
  266. Alan J. Auerbach & Kevin Hassett, 1991. "Corporate Savings and Shareholder Consumption," NBER Chapters,in: National Saving and Economic Performance, pages 75-102 National Bureau of Economic Research, Inc.
  267. Trapani, Lorenzo, 2012. "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3286-3306.
  268. Stephen Leybourne & Paul Newbold, 2003. "Spurious rejections by cointegration tests induced by structural breaks," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1117-1121.
  269. Amano, R. A. & van Norden, S., 1998. "Oil prices and the rise and fall of the US real exchange rate," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 299-316, April.
  270. Gabriel Rodriguez & Pierre Perron, 2013. "Single-equation tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series 2013-016, Boston University - Department of Economics.
  271. Bozic, Marin & Fortenbery, T., 2015. "Price Discovery, Volatility Spillovers and Adequacy of Speculation when Spot Prices are Stationary: The Case of U.S. Dairy Markets," 2015 Conference, August 9-14, 2015, Milan, Italy 211369, International Association of Agricultural Economists.
  272. Chi-Young Choi & Ling Hu & Masao Ogaki, 2005. "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers 517, University of Rochester - Center for Economic Research (RCER).
  273. Österholm, Pär, 2003. "The Taylor Rule: A Spurious Regression?," Working Paper Series 2003:20, Uppsala University, Department of Economics.
  274. Gurgul, Henryk & Lach, Łukasz, 2012. "The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies," MPRA Paper 52238, University Library of Munich, Germany.
  275. Masoud Moghaddam, 1997. "Financial innovations and the interest elasticity of money demand: Evidence from an error correction model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(2), pages 155-163, June.
  276. Martínez-Rivera, Berenice & Ventosa-Santaulària, Daniel, 2012. "A comment on ‘Is the spurious regression problem spurious?’," Economics Letters, Elsevier, vol. 115(2), pages 229-231.
  277. Fernández Macho, Francisco Javier, 2013. "A Note on Wavelet Correlation and Cointegration," BILTOKI Biltoki;2013-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  278. Dalkir, Mehmet, 2010. "Spurious correlation under fractional integration in output series," Economics Letters, Elsevier, vol. 107(2), pages 165-168, May.
  279. Bilgili, Faik, 1998. "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper 75967, University Library of Munich, Germany.
  280. Pierre Perron & Gabriel Rodriguez, 2012. "Residual test for cointegration with GLS detrended data," Documentos de Trabajo / Working Papers 2012-327, Departamento de Economía - Pontificia Universidad Católica del Perú.
  281. Abbas, Faisal & Choudhury, Nirmalya, 2013. "Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 538-553.
  282. Esther Stroe-Kunold & Joachim Werner, 2009. "A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(6), pages 913-940, November.
  283. Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings 266, Econometric Society.
  284. Lukasz Lach, 2010. "Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 8(2), pages 167-186.
  285. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013. "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, Open Access Journal, vol. 1(3), pages 1-13, November.
  286. Tang, Chor Foon, 2008. "A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth," MPRA Paper 38536, University Library of Munich, Germany.
  287. Ali F. Darrat & Khaled Elkhal & Sam R. Hakim, 2000. "On the Integration of Emerging Stock Markets in the Middle East," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 25(2), pages 119-129, December.
  288. P. M. Robinson & M. Gerolimetto, 2006. "Instrumental variables estimation of stationary and non-stationary cointegrating regressions," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 291-306, 07.
  289. Jacques Bouhga-Hagbe, 2004. "A Theory of Workers' Remittances with An Application to Morocco," IMF Working Papers 04/194, International Monetary Fund.
  290. Xu, Ke-Li, 2016. "Multivariate trend function testing with mixed stationary and integrated disturbances," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 38-57.
  291. Mármol, Francesc, 1999. "How spurious features arise in case of fractional cointegration," DES - Working Papers. Statistics and Econometrics. WS 6349, Universidad Carlos III de Madrid. Departamento de Estadística.
  292. Yash P. Mehra, 1989. "Wage growth and the inflation process: an empirical note," Working Paper 89-01, Federal Reserve Bank of Richmond.
  293. Juan-Carlos Candeal & Antonio Montañés & Irene Olloqui, 2003. "Spurious Zipf's Law," ERSA conference papers ersa03p67, European Regional Science Association.
  294. Don H. Kim & Mico Loretan & Eli M. Remolona, 2009. "Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market," EABER Working Papers 22861, East Asian Bureau of Economic Research.
  295. Smallwood Aaron D, 2005. "Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-30, June.
  296. Macri, Joseph & Sinha, Dipendra, 1999. "An Empirical Study of Labour’s Share in Income for Australia," MPRA Paper 4018, University Library of Munich, Germany.
  297. Chihwa Kao, 1997. "Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable," Econometrics 9703002, EconWPA.
  298. H. Yigit Aydede, 2007. "Saving and Social Security Wealth: A Case of Turkey," NFI Working Papers 2007-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
  299. Robert de Jong, 2004. "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings 324, Econometric Society.
  300. Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.
  301. Giulia Ghiani & Max Gillman & Michal Kejak, 2016. "Persistent Liquidity," Working Papers 1010, University of Missouri-St. Louis, Department of Economics.
  302. 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.
  303. Jacques Bouhga-Hagbe, 2006. "Altruism and Workers’ Remittances; Evidence from Selected Countries in the Middle East and Central Asia," IMF Working Papers 06/130, International Monetary Fund.
  304. Gunawardana, P.J. & Kidane, Habtom & Kulendran, N., 1995. "Export Supply Response Of The Australian Citrus Industry," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(03), December.
  305. Yukinobu Kitamura & Hiroshi Fujiki, 2004. "The Big Mac Standard: A statistical Illustration," Economics Bulletin, AccessEcon, vol. 6(13), pages 1-18.
  306. Cote, D. & Hostland, D., 1996. "An Econometric Examination of the Trend Unemployment Rate in Canada," Staff Working Papers 96-7, Bank of Canada.
  307. Maghyereh, A., 2004. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 27-40.
  308. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
  309. Philip Kostov & John Lingard, 2004. "Recurrence analysis techniques for non-stationary and non-linear data," Microeconomics 0409003, EconWPA.
  310. Muller-Furstenberger, Georg & Wagner, Martin, 2007. "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, vol. 62(3-4), pages 648-660, May.
  311. Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Staff Working Papers 04-23, Bank of Canada.
  312. Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005. "Exploring the Carbon Kuznets Hypothesis," Others 0506009, EconWPA.
  313. Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
  314. Tang, Chor Foon & Lai, Yew Wah, 2011. "The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons," MPRA Paper 27962, University Library of Munich, Germany.
  315. Hwang, Jaeyoun & Schmidt, Peter, 1996. "Alternative methods of detrending and the power of unit root tests," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 227-248.
  316. Darrat, Ali F. & Al-Mutawa, Ahmed, 1996. "Modelling money demand in the United Arab Emirates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(1), pages 65-87.
  317. Wang, Kun & Gong, Qiang & Fu, Xiaowen & Fan, Xingli, 2014. "Frequency and aircraft size dynamics in a concentrated growth market: The case of the Chinese domestic market," Journal of Air Transport Management, Elsevier, vol. 36(C), pages 50-58.
  318. Jones Danquah & Daniel Sarpong & Ari Pappinen, 2013. "Causal relationships between African mahoganies exports and deforestation in Ghana: policy implications," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 15(1), pages 51-66, February.
  319. Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi, 2014. "The scale of predictability," Working Papers 509, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  320. Amir Kia & Ali F. Darrat, 2003. "Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability," Carleton Economic Papers 03-13, Carleton University, Department of Economics, revised Apr 2007.
  321. Bahodir Turaev, 2010. "The Impact Of Organizational And Economic Factors On Tourism Development," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, vol. 6(3), pages 77-79, October.
  322. Valkanov, Rossen, 1999. "The Term Structure with Highly Persistent Interest Rates," University of California at Los Angeles, Anderson Graduate School of Management qt8x91m4hg, Anderson Graduate School of Management, UCLA.
  323. Antonio MontanÈs & Marcos Sanso-Navarro, "undated". "Another look at long-horizon uncovered interest parity," Studies on the Spanish Economy 221, FEDEA.
  324. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
  325. Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C., 2017. "The perils of counterfactual analysis with integrated processes," Textos para discussão 455, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  326. Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros, 2016. "The perils of Counterfactual Analysis with Integrated Processes," Textos para discussão 654, Department of Economics PUC-Rio (Brazil).
  327. Carlos José García & Jorge Enrique Restrepo, 2001. "Price Inflation and Exchange Rate Pass-Through in Chile," Working Papers Central Bank of Chile 128, Central Bank of Chile.
  328. Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics.
  329. Wesseh, Presley K. & Zoumara, Babette, 2012. "Causal independence between energy consumption and economic growth in Liberia: Evidence from a non-parametric bootstrapped causality test," Energy Policy, Elsevier, vol. 50(C), pages 518-527.
  330. Arize, A. C., 1995. "Trade flows and real exchange-rate volatility: an application of cointegration and error-correction modeling," The North American Journal of Economics and Finance, Elsevier, vol. 6(1), pages 37-51.
  331. Søren Johansen, 2010. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers 10-27, University of Copenhagen. Department of Economics.
  332. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
  333. Kuo, Biing-Shen, 1998. "Test for partial parameter instability in regressions with I(1) processes," Journal of Econometrics, Elsevier, vol. 86(2), pages 337-368, June.
  334. Lin, Boqiang & Wesseh Jr., Presley K., 2014. "Energy consumption and economic growth in South Africa reexamined: A nonparametric testing apporach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 40(C), pages 840-850.
  335. Jaume Rosselló Nadal, 2009. "The impact of the NAO index on European Airline Transit," CRE Working Papers (Documents de treball del CRE) 2009/5, Centre de Recerca Econòmica (UIB ·"Sa Nostra").
  336. Mckenzie, Michael D., 1998. "The impact of exchange rate volatility on Australian trade flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 21-38, January.
  337. Muhammad Ali & Uwe Cantner & Ipsita Roy, 2016. "Knowledge spillovers through FDI and trade: the moderating role of quality-adjusted human capital," Journal of Evolutionary Economics, Springer, vol. 26(4), pages 837-868, October.
  338. Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2015. "The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis," Energy Economics, Elsevier, vol. 51(C), pages 54-66.
  339. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
  340. Valkanov, Rossen, 2003. "Long-horizon regressions: theoretical results and applications," Journal of Financial Economics, Elsevier, vol. 68(2), pages 201-232, May.
  341. Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017. "Weak s- Convergence: Theory and Applications," Cowles Foundation Discussion Papers 2072, Cowles Foundation for Research in Economics, Yale University.
  342. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
  343. Hassler, Uwe, 2007. "Multicointegration under measurement errors," Economics Letters, Elsevier, vol. 96(1), pages 38-44, July.
  344. Cook, Steven, 2006. "Testing for cointegration in the presence of mis-specified structural change," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1380-1384, July.
  345. Gonzalo, Jesús & Berenguer Rico, Vanessa, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
  346. Filip Abraham & Hilde Leliaert, 1991. "Foreign dependence of individual stock prices: The role of aggregate product market developments," Open Economies Review, Springer, vol. 2(1), pages 1-26, February.
  347. Shirvani, Hassan & Wilbratte, Barry, 1999. "The Asymmetric Response of Domestic Prices to Changes in Import Prices: A Cointegration Test of the Rachet Effect," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 381-396, April.
  348. McCarl, Bruce A. & Villavicencio, Xavier & Wu, Ximing, 2009. "The Effect of Climate Change over Agricultural Factor Productivity: Some Econometric Considerations," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49452, Agricultural and Applied Economics Association.
  349. Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
  350. Edgar J Sanchez Carrera & W. Adrian Risso & Juan Gabriel Brida, 2008. "Tourism's Impact on Long-Run Mexican Economic Growth," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-8.
  351. Ali F. Darrat & Khaled Elkhal & Brent McCallum, 2006. "Finance and Macroeconomic Performance. Some Evidence for Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 42(3), pages 5-28, May.
  352. Damette, Olivier, 2016. "Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment," Macroeconomic Dynamics, Cambridge University Press, vol. 20(06), pages 1600-1622, September.
  353. Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October.
  354. Krzysztof Rybinski, 1997. "Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test," Economic Change and Restructuring, Springer, vol. 30(2), pages 127-179, May.
  355. M.A.B. Siddique & E.A. Selvanathan, 1998. "Export Performance and Economic Development in Thailand," Economics Discussion / Working Papers 98-24, The University of Western Australia, Department of Economics.
  356. Ran, Guanghe & In, Francis & Dillon, John L., 1995. "Effects of agricultural production fluctuations on the Chinese macroeconomy," Agricultural Economics, Blackwell, vol. 12(1), pages 69-78, April.
  357. repec:ebl:ecbull:v:3:y:2008:i:21:p:1-8 is not listed on IDEAS
  358. Peter C.B. Phillips & Bruce E. Hansen, 1988. "Estimation and Inference in Models of Cointegration: A Simulation Study," Cowles Foundation Discussion Papers 881, Cowles Foundation for Research in Economics, Yale University.
  359. Quintos, Carmela E., 1998. "Analysis of cointegration vectors using the GMM approach," Journal of Econometrics, Elsevier, vol. 85(1), pages 155-188, July.
  360. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996. "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January.
  361. Eldon Ball & David Schimmelpfennig & Sun Ling Wang, 2013. "Is U.S. Agricultural Productivity Growth Slowing?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 35(3), pages 435-450.
  362. Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N., 2014. "Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes," Working Papers 14-18, University of Mannheim, Department of Economics.
  363. Raúl Labán, 1991. "La Hipótesis de Cointegración y la Demanda por Dinero en Chile: 1974-1988," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(83), pages 169-188.
  364. Dekle, Robert & Hsiao, Cheng & Wang, Siyan, 2001. " Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 359-380, July.
  365. Su, Jen-Je, 2003. "A Note On Spurious Regression In Panels With Cross-Section Dependence," Discussion Papers 23712, Massey University, Department of Applied and International Economics.
  366. Pereira, Alfredo M. & de Frutos, Rafael Flores, 1999. "Public Capital Accumulation and Private Sector Performance," Journal of Urban Economics, Elsevier, vol. 46(2), pages 300-322, September.
  367. Goldberg, Michael D. & Frydman, Roman, 1996. "Empirical exchange rate models and shifts in the co-integrating vector," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 55-78, March.
  368. Hassler, Uwe, 1996. "Spurious regressions when stationary regressors are included," Economics Letters, Elsevier, vol. 50(1), pages 25-31, January.
  369. Leon, Costas, 2006. "The Taylor rule: can it be supported by the data?," MPRA Paper 1650, University Library of Munich, Germany.
  370. Wagatha, Matthias, 2007. "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]
    ," MPRA Paper 8602, University Library of Munich, Germany.
  371. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
  372. Monfort, Alain, 1992. "Quelques développements récents des méthodes macroéconométriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 305-324, mars et j.
  373. Antràs Pol, 2004. "Is the U.S. Aggregate Production Function Cobb-Douglas? New Estimates of the Elasticity of Substitution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-36, April.
  374. Sobel, Russell S. & Holcombe, Randall G., 1996. "Measuring the Growth and Variability of Tax Bases Over the Business Cycle," National Tax Journal, National Tax Association, vol. 49(4), pages 535-552, December.
  375. Atish R. Ghosh & Juan Zalduendo & Manuela Goretti & Bikas Joshi & Alun H. Thomas, 2007. "Modeling Aggregate Use of Fund Resources—Analytical Approaches and Medium-Term Projections," IMF Working Papers 07/70, International Monetary Fund.
  376. Hendry, David F. & Johansen, Søren, 2015. "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, vol. 31(01), pages 93-114, February.
  377. Ali F. Darrat & Mahmoud Haj, 2001. "Further Evidence on the Link Between Finance and Cyclical Fluctuations," Working Papers 0139, Economic Research Forum, revised 12 2001.
  378. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  379. Gonzalo, Jesús & Berenguer Rico, Vanessa, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics we1115, Universidad Carlos III de Madrid. Departamento de Economía.
  380. repec:sbe:breart:v:29:y:2009:i:1:a:2693 is not listed on IDEAS
  381. Chor Foon Tang & Soo Y. Chua, 2012. "The savings-growth nexus for the Malaysian economy: a view through rolling sub-samples," Applied Economics, Taylor & Francis Journals, vol. 44(32), pages 4173-4185, November.
  382. Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014. "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, vol. 178(P2), pages 331-341.
  383. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 221-241.
  384. Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
  385. Robert A. Hart & J Malley (University of Glasgow), 1996. "Labor Productivity and the Cycle," Working Papers 9613, Business School - Economics, University of Glasgow.
  386. Riddel, Mary C., 2000. "Finite Sample Properties Of Nonstationary Binary Response Models: A Monte Carlo And Response Surface Analysis," 2000 Annual meeting, July 30-August 2, Tampa, FL 21821, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  387. Kholdy, Shady & Sohrabian, Ahmad, 1995. "Testing for the relationship between nominal exchange rates and economic fundamentals," Global Finance Journal, Elsevier, vol. 6(2), pages 121-134.
  388. Wu, Jhy-Lin & Chen, Show-Lin, 2001. " Mean Reversion of Interest Rates in the Eurocurrency Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(4), pages 459-473, September.
  389. Davidson, James, 2002. "A model of fractional cointegration, and tests for cointegration using the bootstrap," Journal of Econometrics, Elsevier, vol. 110(2), pages 187-212, October.
  390. Gurgul, Henryk & Lach, Łukasz, 2011. "Causality analysis between public expenditure and economic growth of Polish economy in last decade," MPRA Paper 52281, University Library of Munich, Germany.
  391. Usman Qamar Sheikh & Muhammad Zafar Iqbal & Hafiz Khalil Ahmad, 2016. "The Impact of Foreign Aid, Energy Production and Human Capital on Income Inequality: A Case Study of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 5(1), pages 1-9, March.
  392. Varangis, Panos & Thigpen, Elton & Takamasa Akiyama, 1993. "Risk management prospects for Egyptian cotton," Policy Research Working Paper Series 1077, The World Bank.
  393. Suzanne McCoskey & Chihwa Kao, 1997. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Econometrics 9712002, EconWPA.
  394. Muhammad Azam & Muhammad Irfan Chani & Muhammad Wasif Siddiqi, 2014. "An Augmented Solow Growth Model: The Role of Agriculture Productivity and Institutional Quality in Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 3(2), pages 47-59, June.
  395. del Barrio Castro, Tomas, 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.
  396. Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May.
  397. Geraldine Ryan, 2006. "Irish stock returns and inflation: a long span perspective," Applied Financial Economics, Taylor & Francis Journals, vol. 16(9), pages 699-706.
  398. Tang, Chor-Foon & Lau, Evan, 2011. "The Behaviour of Disaggregated Public Expenditures and Income in Malaysia," Review of Applied Economics, Review of Applied Economics, vol. 7(1-2).
  399. Goodwin, Paul & Lawton, Richard, 2003. "Debiasing forecasts: how useful is the unbiasedness test?," International Journal of Forecasting, Elsevier, vol. 19(3), pages 467-475.
  400. Dipendra Sinha & Tapen Sinha, 2000. "An aggregate import demand function for greece," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(2), pages 196-209, June.
  401. Yousif Khalifa Al-Yousif, 2002. "Defense Spending and Economic Growth: Some Empirical Evidence from the Arab Gulf Region," Defence and Peace Economics, Taylor & Francis Journals, vol. 13(3), pages 187-197.
  402. Silvia London & Wiston Adrian Risso & Juan Gabriel Brida, 2008. "Human capital and innovation: a model of endogenous growth with a “skill-loss effect”," Economics Bulletin, AccessEcon, vol. 15(7), pages 1-10.
  403. Henfryk Gurgul & lukasz Lach, 2009. "Linear versus nonlinear causalityfor dax companies," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 27-46.
  404. Bettina Becker & Stephen G Hall, 2012. "Spurious Common Factors," Discussion Paper Series 2012_12, Department of Economics, Loughborough University, revised Oct 2012.
  405. Darrat, Ali F. & Al-Mutawa, Ahmed & Benkato, Omar M., 1996. "On currency substitution and money demand instability," International Review of Economics & Finance, Elsevier, vol. 5(3), pages 321-334.
  406. W. Adrián Risso, 2012. "Inequality and economic growth in China," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, vol. 5(2), pages 80-90, June.
  407. Varangis, Panos, 1990. "How integrated are tropical timber markets?," Policy Research Working Paper Series 465, The World Bank.
  408. Jacqueline Dwyer & Christopher Kent & Andrew Pease, 1993. "Exchange Rate Pass-through: The Different Responses of Importers and Exporters," RBA Research Discussion Papers rdp9304, Reserve Bank of Australia.
  409. Cifarelli, giulio, 2002. "The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?," MPRA Paper 28538, University Library of Munich, Germany.
  410. David Shepherd & Robert Dixon, 2002. "The Relationship Between Regional and National Unemployment," Regional Studies, Taylor & Francis Journals, vol. 36(5), pages 469-480.
  411. Christos Agiakloglou, 2011. "An Alternative Approach For Testing For Linear Association For Two Independent Stationary Ar(1) Processes," Post-Print hal-00730233, HAL.
  412. Phillips, Peter C.B., 2009. "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.
  413. Ventosa-Santaulària, Daniel, 2008. "Spurious Regression," MPRA Paper 59008, University Library of Munich, Germany.
  414. De La Cruz Martinez, Justino, 1999. "Mexico's balance of payments and exchange rates: a cointegration analysis," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 401-421.
  415. Charles, Jacky S. & Fullerton, Thomas M., Jr., 2012. "An Error Correction Analysis of Visitor Arrivals to the Bahamas," MPRA Paper 43064, University Library of Munich, Germany.
  416. Miguel N. Foguel & Lauro Ramos & Francisco Carneiro, 2015. "the Impacts of the Minimum Wage on the Labor Market, Poverty and Fiscal Budget in Brazil," Discussion Papers 0108, Instituto de Pesquisa Econômica Aplicada - IPEA.
  417. Claudiu Tiberiu Albulescu, 2009. "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers 2009.4, International Network for Economic Research - INFER.
  418. Helmut Herwartz & Florian Siedenburg, 2010. "A New Approach to Unit Root Testing," Computational Economics, Springer;Society for Computational Economics, vol. 36(4), pages 365-384, December.
  419. Lach, Łukasz, 2010. "Fixed capital and long run economic growth: evidence from Poland," MPRA Paper 52280, University Library of Munich, Germany.
  420. Zhang, Lingxiang, 2013. "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, vol. 118(1), pages 189-191.
  421. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
  422. Uwe Hassler, 2003. "Nonsense regressions due to neglected time-varying means," Statistical Papers, Springer, vol. 44(2), pages 169-182, April.
  423. Abhijit Sharma & Theodore Panagiotidis, 2003. "An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001)," Working Papers 2003004, The University of Sheffield, Department of Economics, revised Nov 2003.
  424. Robert K. Kaufmann & David I. Stern, 2004. "A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity," Rensselaer Working Papers in Economics 0411, Rensselaer Polytechnic Institute, Department of Economics.
  425. Dekker, Arie & Sen, Kunal & Young, Martin R., 2001. "Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches," Global Finance Journal, Elsevier, vol. 12(1), pages 1-33.
  426. Ghosal, Vivek & Gallo, Joseph, 2001. "The cyclical behavior of the Department of Justice's antitrust enforcement activity," International Journal of Industrial Organization, Elsevier, vol. 19(1-2), pages 27-54, January.
  427. Chang, Yoosoon & Martinez-Chombo, Eduardo, 2003. "Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case," Working Papers 2003-08, Rice University, Department of Economics.
  428. Porto, Guido G., 2006. "Using survey data to assess the distributional effects of trade policy," Journal of International Economics, Elsevier, vol. 70(1), pages 140-160, September.
  429. Chang, Eric & Eun, Cheol S. & Kolodny, Richard, 1995. "International diversification through closed-end country funds," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1237-1263, October.
  430. H. Naci Mocan & Hope Corman, 2000. "A Time-Series Analysis of Crime, Deterrence, and Drug Abuse in New York City," American Economic Review, American Economic Association, vol. 90(3), pages 584-604, June.
  431. Mansor Ibrhim, 2001. "Financial Factors and the Empirical Behavior of Money Demand: A Case Study of Malaysia," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 55-72.
  432. Eleanor Doyle, 2001. "Exchange rate volatility and Irish-UK trade, 1979-1992," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 249-265.
  433. Lee, Young-Sook & Kim, Tae-Hwan & Newbold, Paul, 2005. "Spurious nonlinear regressions in econometrics," Economics Letters, Elsevier, vol. 87(3), pages 301-306, June.
  434. Zhong-guo Zhou, 1997. "Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 155-168.
  435. Norah Al-Ballaa, 2005. "Test for cointegration based on two-stage least squares," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 707-713.
  436. Mansor Ibrahim & Abdullahi Ahmed, 2013. "Stock Market and Aggregate Investment Behavior in Malaysia: An Empirical Analysis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(2), pages 265-284, October.
  437. In Choi, 2013. "Panel Cointegration," Working Papers 1208, Research Institute for Market Economy, Sogang University.
  438. Mitusch, Kay & Nautz, Dieter, 1995. "Expectations and Interest Rates on Mortgage Loans," Empirical Economics, Springer, vol. 20(4), pages 667-680.
  439. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
  440. Shigeyoshi Miyagawa & Yoji Morita, 2004. "The Recent Monetary Policy and Money Demand in Japan," Discussion Papers 04-15, University of Copenhagen. Department of Economics.
  441. Tang, Chor Foon & Tan, Eu Chye, 2013. "Exploring the nexus of electricity consumption, economic growth, energy prices and technology innovation in Malaysia," Applied Energy, Elsevier, vol. 104(C), pages 297-305.
  442. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
  443. Mansor H. Ibrahim, 2000. "Public And Private Capital Formation And Economic Growth In Malaysia, 1961-1995," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 8(1), pages 21-40, June.
  444. Chletsos, Michael & Roupakias, Stelios, 2012. "Immigration, Unemployment and Growth: Empirical Evidence from Greece," MPRA Paper 39861, University Library of Munich, Germany.
  445. Henryk Gurgul & Lukasz Lach, 2011. "The interdependence between energy consumption and economic growth in the Polish economy in the last decade," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 9, pages 25-48.
  446. Sinha, Dipendra, 1998. "Economic growth and government expenditure in China," MPRA Paper 18347, University Library of Munich, Germany.
  447. Yamada, Hiroshi & Toda, Hiro Y., 1998. "Inference in possibly integrated vector autoregressive models: some finite sample evidence," Journal of Econometrics, Elsevier, vol. 86(1), pages 55-95, June.
  448. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
  449. Martina Copelman, 1996. "Financial innovation and the speed of adjustment of money demand: evidence from Bolivia, Israel, and Venezuela," International Finance Discussion Papers 567, Board of Governors of the Federal Reserve System (U.S.).
  450. A. F. Darrat & D. A. Yousef, 2004. "Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 537-554.
  451. Gueorgui I. Kolev, 2011. "The "spurious regression problem" in the classical regression model framework," Economics Bulletin, AccessEcon, vol. 31(1), pages 925-937.
  452. John Ermisch, 2009. "The rising share of nonmarital births: is it only compositional effects?," Demography, Springer;Population Association of America (PAA), vol. 46(1), pages 193-202, February.
  453. Shahidur Rahman, 2005. "An Alternative Estimation to Spurious Regression Model," Economic Growth Centre Working Paper Series 0507, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.
  454. Ventosa-Santaulària, Daniel & Noriega, Antonio E., 2015. "Long-run monetary neutrality under stochastic and deterministic trends," Economic Modelling, Elsevier, vol. 47(C), pages 372-382.
  455. Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-14.
  456. Sobreira, Nuno & Nunesz, Luis C. & Rodriguesz, Paulo M. M., 2012. "Neoclassical, semi-endogenous or endogenous growth theory? Evidence based on new structural change tests," Insper Working Papers wpe_291, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  457. Tano Santos & Pietro Veronesi, 2001. "Labor Income and Predictable Stock Returns," NBER Working Papers 8309, National Bureau of Economic Research, Inc.
  458. Qiu, Mei & Pinfold, John F. & Rose, Lawrence C., 2011. "Predicting foreign exchange movements using historic deviations from PPP," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 485-497, October.
  459. Baffes, John & Gohou, Gaston, 2005. "The co-movement between cotton and polyester prices," Policy Research Working Paper Series 3534, The World Bank.
  460. Caner, Mehmet, 1998. "Tests for cointegration with infinite variance errors," Journal of Econometrics, Elsevier, vol. 86(1), pages 155-175, June.
  461. Nasser Al Dossary & Carol A. Dahl, 2009. "Is Global Gasoline Demand Still as Responsive to Price?," Working Papers 2009-01, Colorado School of Mines, Division of Economics and Business.
  462. Escribano, Álvaro & Aparicio, Felipe M., 2003. "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS ws036615, Universidad Carlos III de Madrid. Departamento de Estadística.
  463. Christos Agiakloglou, 2013. "Resolving spurious regressions and serially correlated errors," Empirical Economics, Springer, vol. 45(3), pages 1361-1366, December.
  464. Luis Oscar Herrera & Rodrigo Vergara, 1992. "Estabilidad de la Demanda de Dinero, Cointegración y Política Monetaria," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(86), pages 35-54.
  465. 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.
  466. Sobel, Russell S. & Holcombe, Randall G., 1996. "Measuring the Growth and Variability of Tax Bases over the Business Cycle," National Tax Journal, National Tax Association, vol. 49(4), pages 535-52, December.
  467. A. F. Darrat & M. K. Hsu & M. Zhong, 2000. "Testing export exogeneity in Taiwan: further evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 7(9), pages 563-567.
  468. Peter C.B. Phillips, 2001. "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers 1330, Cowles Foundation for Research in Economics, Yale University.
  469. Ali Darrat & Salah Abosedra & Hassan Aly, 2005. "Assessing the role of financial deepening in business cycles: the experience of the United Arab Emirates," Applied Financial Economics, Taylor & Francis Journals, vol. 15(7), pages 447-453.
  470. Peter Liu, 1992. "Purchasing power parity in Latin America: A co-integration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(4), pages 662-680, December.
  471. Gurgul, Henryk & Lach, Łukasz, 2011. "The nexus between economic freedom and growth: Evidence from CEE countries in transition," MPRA Paper 37434, University Library of Munich, Germany.
  472. Širůček, Martin, 2015. "Kauzalní vztah peněžní nabídky a amerického akciového trhu
    [Money supply and US stock market causality]
    ," MPRA Paper 66357, University Library of Munich, Germany, revised 30 Aug 2015.
  473. Banerjee, Anindya & Russell, Bill, 2004. "A reinvestigation of the markup and the business cycle," Economic Modelling, Elsevier, vol. 21(2), pages 267-284, March.
  474. Pitarakis, Jean-Yves, 1998. "On the bias of the OLS estimator in a nonstationary dynamic panel data model," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 145-150, June.
  475. Zhiqiu Lin & Augustine Brannigan, 2003. "Advances in the Analysis of Non-stationary Time Series: An Illustration of Cointegration and Error Correction Methods in Research on Crime and Immigration," Quality & Quantity: International Journal of Methodology, Springer, vol. 37(2), pages 151-168, May.
  476. Liu, Yucan & Shumway, C. Richard, 2005. "Indirect Utility Maximization under Risk: A Heterogeneous Panel Application," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 36307, Western Agricultural Economics Association.
  477. R. Scott Hacker & Abdulnasser Hatemi-J, 2006. "Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1489-1500.
  478. Ma, Tao & Zhou, Zhou & Abdulhai, Baher, 2015. "Nonlinear multivariate time–space threshold vector error correction model for short term traffic state prediction," Transportation Research Part B: Methodological, Elsevier, vol. 76(C), pages 27-47.
  479. Hassan Shirvani & Barry Wilbratte, 1997. "The Relationship Between The Real Exchange Rate and The Trade Balance: An Empirical Reassessment," International Economic Journal, Taylor & Francis Journals, vol. 11(1), pages 39-50.
  480. Giulia Ghiani & Max Gillman & Michal Kejak, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," Working Papers 1003, University of Missouri-St. Louis, Department of Economics.
  481. Lin, L. & Ren, R.E. & Sornette, D., 2014. "The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 210-225.
  482. Amuedo-Dorantes, Catalina & Pozo, Susan, 2004. "Workers' Remittances and the Real Exchange Rate: A Paradox of Gifts," World Development, Elsevier, vol. 32(8), pages 1407-1417, August.
  483. Magazzino, Cosimo, 2012. "Wagner versus Keynes: Public spending and national income in Italy," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 890-905.
  484. Dutkowsky, Donald H. & McCoskey, Suzanne K., 2001. "Near integration, bank reluctance, and discount window borrowing," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1013-1036, June.
  485. Tang, Chor Foon, 2009. "Does causality technique matter to savings-growth nexus in Malaysia?," MPRA Paper 38535, University Library of Munich, Germany.
  486. 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.
  487. Masao Ogaki & Chi-Young Choi, 2001. "The Gauss-Markov Theorem and Spurious Regressions," Working Papers 01-13, Ohio State University, Department of Economics.
  488. Christensen, B. J. & Prabhala, N. R., 1998. "The relation between implied and realized volatility," Journal of Financial Economics, Elsevier, vol. 50(2), pages 125-150, November.
  489. Palaskas, Theodosios*Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank.
  490. Joseph, Joy, 2005. "Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach," MPRA Paper 7685, University Library of Munich, Germany.
  491. Gan, Li & Li, Dong & Song, Shunfeng, 2006. "Is the Zipf law spurious in explaining city-size distributions?," Economics Letters, Elsevier, vol. 92(2), pages 256-262, August.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.