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Citations for "Testing for a Unit Root in the Presence of a Maintained Trend"

by Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park

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  1. Mikael Linden, 1992. "Stochastic and deterministic trends in Finnish macroeconomic time series," Finnish Economic Papers, Finnish Economic Association, vol. 5(2), pages 110-116, Autumn.
  2. Olivier Damette & Beum-Jo Park, 2015. "Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 996-1022, November.
  3. Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc.
  4. Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
  5. Ramirez, Octavio A., 2012. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123470, Agricultural and Applied Economics Association.
  6. Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.
  7. Chang, C-L. & McAleer, M.J., 2009. "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," Econometric Institute Research Papers EI 2009-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  9. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," 2004 Annual meeting, August 1-4, Denver, CO 20141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. 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.
  11. Montoro, V.F., 2001. "Expectations and the behaviour of Spanish treasury bill rates," Discussion Paper Series In Economics And Econometrics 0112, Economics Division, School of Social Sciences, University of Southampton.
  12. Dirk HOORELBEKE, "undated". "Testing for Hysteresis in Unemployment in the Belgian Regions," EcoMod2010 259600075, EcoMod.
  13. Manuela Nenna, 2001. "Price Level Convergence among Italian Cities: Any Role for the Harrod-Balassa-Samuelson Hypothesis?," Working Papers 64, Sapienza University of Rome, CIDEI.
  14. St-Amant, P., 1996. "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology," Staff Working Papers 96-2, Bank of Canada.
  15. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015. "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, vol. 47(36), pages 3874-3890, August.
  16. Matei, Florin, 2014. "An empirical examination of stock market integration in EMU," MPRA Paper 60717, University Library of Munich, Germany.
  17. Pantelis Pantelidis & Efthymios Nikolopoulos, 2008. "FDI Attractiveness in Greece," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 90-100, February.
  18. Donald Bruce & Mohammed Mohsin, 2006. "Tax Policy and Entrepreneurship: New Time Series Evidence," Small Business Economics, Springer, vol. 26(5), pages 409-425, 06.
  19. HOLMES, Mark J, 2008. "Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 107-118.
  20. Alexiadis, Stilianos & Eleftheriou, Konstantinos, 2010. "The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model," MPRA Paper 20096, University Library of Munich, Germany.
  21. Ramiz Rahmanov, 2014. "Liquidity Constraints, Loss Aversion, and Myopia: Evidence from Central and Eastern European Countries," William Davidson Institute Working Papers Series wp1082, William Davidson Institute at the University of Michigan.
  22. Olorunsola Emmanuel Olowofeso & Sani Ibrahim Doguwa, 2015. "Consumer confidence indices and short-term forecasting of consumption for Nigeria," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
  23. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011. "Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 514-547, October.
  24. Perron, Pierre, 1992. "Racines unitaires en macroéconomie : le cas d’une variable," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 325-356, mars et j.
  25. Constantin Anghelache & Marius Popovici & Alexandru Manole, 2015. "Model of structural analysis of the DFI sold by sectors and activities," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(10), pages 106-112, October.
  26. Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.
  27. Martin Schmidt, 2009. "The nonlinear behavior of competition: the impact of talent compression on competition," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(1), pages 57-74, January.
  28. He, Changli & Sandberg, Rickard, 2005. "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance 580, Stockholm School of Economics.
  29. Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
  30. Robert Mudida, 2011. "Empirical aspects of capital flight in Kenya, 1970-2009," NCID Working Papers 08/2011, Navarra Center for International Development, University of Navarra.
  31. David Griffiths, 2004. "The big problem of forecasting small change," Applied Economics, Taylor & Francis Journals, vol. 36(19), pages 2195-2207.
  32. Tong, Tingting & Yu, Edward & Roberts, Roland K., 2014. "Dynamics of Transport Infrastructure, Exports and Economic Growth in the United States," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 53(1).
  33. Christos Karpetis & Erotokritos Varelas & Spyros Zikos, 2006. "Unit Root Investigation of Greek Real Money Supply and GDP," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(4), pages 449-460, November.
  34. Ian Babetskii & Fabrizio Coricelli & Roman Horváth, 2007. "Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic," Working Papers IES 2007/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2007.
  35. Peter C.B. Phillips & In Choi, 1989. "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," Cowles Foundation Discussion Papers CFP 899, Cowles Foundation for Research in Economics, Yale University.
  36. Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991. "A Reexamination of the Consumption Function Using Frequency Domain Regressors," Cowles Foundation Discussion Papers 997, Cowles Foundation for Research in Economics, Yale University.
  37. Ilyasov, Jarilkasin & Götz, Linde & Akramov, Kamiljon T. & Dorosh, Paul A. & Glauben, Thomas, 2016. "Market integration and price transmission in Tajikistan’s wheat markets: Rising like rockets but falling like feathers?," IFPRI discussion papers 1547, International Food Policy Research Institute (IFPRI).
  38. Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009. "Have European Unemployment Rates Converged?," Working Papers 2009-007, Banco Central de Reserva del Perú.
  39. Martin Schmidt, 2006. "On the evolution of competition: an application of nonlinear tests," Applied Economics, Taylor & Francis Journals, vol. 38(1), pages 1-12.
  40. Chaturvedi, Anoop & Kumar, Jitendra, 2005. "Bayesian unit root test for model with maintained trend," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 109-115, September.
  41. Manuel BENAZIC & Ines KERSAN-SKABIC, 2016. "The determinants of exchange rate in Croatia," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 7, pages 125-150, June.
  42. Apostolos Serletis & Zisimos Koustas, "undated". "Monetary Neutrality," Working Papers 2015-06, Department of Economics, University of Calgary, revised 29 May 2015.
  43. Yashobanta Parida & Parul Bhardwaj & Joyita Roy Chowdhury, 2015. "Impact of Terrorism on Tourism in India," Economics Bulletin, AccessEcon, vol. 35(4), pages 2543-2557.
  44. Douglas HODGSON & Aylin SECKIN, "undated". "Dynamic Price Dependence of Canadian and World Art Markets: An Empirical Analysis," EcoMod2010 259600074, EcoMod.
  45. repec:dgr:rugsom:14030-gem is not listed on IDEAS
  46. Bezemer, Dirk & Grydaki, Maria, 2014. "Nonfinancial sectors debt and the U.S. great moderation," Research Report 14030-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  47. Alfredo Bateman y Javier E. Martinez & Javier Esteban Martinez, 2010. "Cuaderno 4: Análisis de las fuentes de oferta y demanda en el mercado de divisas," CUADERNOS DE DESARROLLO ECONOMICO 007586, SECRETARÍA DISTRITAL DE DESARROLLO ECONÓMICO.
  48. Si Mohammed, Kamel & Chérif touil, Noreddine & Maliki, Samir, 2015. "An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic," MPRA Paper 75285, University Library of Munich, Germany.
  49. Erdem Ekrem & Kayhan Selim, 2011. "The Taylor Rule in Estimating the Performance of Inflation Targeting Programs: The Case of Turkey," Global Economy Journal, De Gruyter, vol. 11(1), pages 1-17, March.
  50. Farzana Sharmin & Mohammed Robayet Khan & Mohammed Robayet Khan, 2016. "A Causal Relationship between Energy Consumption, Energy Prices and Economic Growth in Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 477-494.
  51. Cuthbertson, Keith & Hayes, Simon & Nitzsche, Dirk, 1998. "Interest Rates in Germany and the UK: Cointegration and Error Correction Models," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 27-43, January.
  52. Enache Cosmin, 2013. "Adverse Incentive Effects of the Unemployment Benefit Level in Romania," Annals of the Alexandru Ioan Cuza University - Economics, De Gruyter Open, vol. 60(1), pages 54-66, July.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.