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Citations for "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?"

by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt

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  1. Dergiades, Theologos, 2012. "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, vol. 116(3), pages 404-407.
  2. Stan Kardasz & Ken Stollery, 2004. "Exchange Rate Pass-through in Canadian Manufacturing: Its Direct and Indirect Components," Working Papers 04001, University of Waterloo, Department of Economics, revised Jan 2004.
  3. Al Iriani, Mahmoud A. & Trabelsi, Mohamed, 2016. "The economic impact of phasing out energy consumption subsidies in GCC countries," Journal of Economics and Business, Elsevier, vol. 87(C), pages 35-49.
  4. Crespo Cuaresma, Jesús & Fidrmuc, Jarko & MacDonald, Ronald, 2003. "The monetary approach to exchange rates in the CEECs," BOFIT Discussion Papers 14/2003, Bank of Finland, Institute for Economies in Transition.
  5. Sandro Sapio, 2004. "Market Design, Bidding Rules, and Long Memory in Electricity Prices," LEM Papers Series 2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  6. 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.
  7. Jiranyakul, Komain, 2006. "The Impact of International Oil Prices on Industrial Production: The Case of Thailand," MPRA Paper 47035, University Library of Munich, Germany.
  8. Faria, Joao Ricardo & Mollick, Andre Varella, 2004. "The nominal theory of interest under habit formation: evidence for the U.S., 1959-2002," The North American Journal of Economics and Finance, Elsevier, vol. 15(3), pages 333-354, December.
  9. Guglielmo Maria, Caporale & Alexandros , Kontonikas, 2007. "The Euro and Inflation Uncertainty in the European Monetary Union," CELPE Discussion Papers 101, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
  10. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
  11. MULLER Christian, "undated". "A Time Series Approach to a Structural Model of the Swiss Economy," EcoMod2003 330700107, EcoMod.
  12. Thi hong hanh Pham & Duc thinh Nguyen, 2010. "Does exchange rate policy matter for economic growth? Vietnam evidence from a co-integration approach," Economics Bulletin, AccessEcon, vol. 30(1), pages 169-181.
  13. Thomas Barnay & Olivier Damette, 2012. "What drives Health Care Expenditure in France since 1950?," Working Papers hal-00717435, HAL.
  14. Gerdtham, Ulf-G. & Löthgren, Mickael, 1998. "On stationarity and cointegration of international health expenditure and GDP," SSE/EFI Working Paper Series in Economics and Finance 232, Stockholm School of Economics, revised 29 Jan 1999.
  15. M Boschi & S d'Addona & A Goenka, 2012. "Testing external habits in an asset pricing model," CAMA Working Papers 2012-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Zhong, Ming & Chang,Tsangyao & Tzeng, Han-Wen, 2014. "International Equity Diversification Between the United States and Brics Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 123-138, March.
  17. Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009. "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper 19116, University Library of Munich, Germany.
  18. Creel, Jerome & Bihan, Herve Le, 2006. "Using structural balance data to test the fiscal theory of the price level: Some international evidence," Journal of Macroeconomics, Elsevier, vol. 28(2), pages 338-360, June.
  19. Messinis, George & Henry, Olan & Olekalns, Nilss, 2002. "Rational habit modification in consumption," Economic Modelling, Elsevier, vol. 19(4), pages 665-678, August.
  20. Donatella Baiardi & Matteo Manera & Mario Menegatti, 2014. "The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries," Working Papers 2014.43, Fondazione Eni Enrico Mattei.
  21. Samuel S. Jibao & Niek Schoeman & Ruthira Naraidoo, 2011. "Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach," Working Papers 228, Economic Research Southern Africa.
  22. Daniel Komlan Fiodendji, 2012. "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," Working Papers 1209E, University of Ottawa, Department of Economics.
  23. Mohamed El Hedi Arouri & Christophe Rault, 2010. "On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," Working Papers 538, Economic Research Forum, revised Aug 2010.
  24. Jonas Fisher, 2004. "Technology Shocks Matter," Econometric Society 2004 North American Winter Meetings 14, Econometric Society.
  25. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, 02.
  26. Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
  27. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile.
  28. Lee, Junsoo, 1996. "On the power of stationarity tests using optimal bandwidth estimates," Economics Letters, Elsevier, vol. 51(2), pages 131-137, May.
  29. Pesaran, M. Hashem, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," IZA Discussion Papers 1313, Institute for the Study of Labor (IZA).
  30. Zivot, Eric, 2000. "Cointegration and forward and spot exchange rate regressions," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 785-812, December.
  31. David I. Stern, 2011. "From Correlation to Granger Causality," Crawford School Research Papers 1113, Crawford School of Public Policy, The Australian National University.
  32. Baghli, Mustapha & Cahn, Christophe & Fraisse, Henri, 2007. "Is the inflation-output Nexus asymmetric in the Euro area?," Economics Letters, Elsevier, vol. 94(1), pages 1-6, January.
  33. M. Frömmel & R. Kruse, 2011. "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/722, Ghent University, Faculty of Economics and Business Administration.
  34. Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, EconWPA.
  35. Narayan, Paresh Kumar, 2008. "The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(2), pages 137-146, April.
  36. Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "Could we have predicted the recent downturn in the South African Housing Market?," Working Papers 149, Economic Research Southern Africa.
  37. Andréa Zaitune Curi & Naércio Aquino Menezes-Filho, 2005. "A Relação Entre O Desempenho Escolar E Os Salários No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 158, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  38. Choudhry, Taufiq, 1996. "Real stock prices and the long-run money demand function: evidence from Canada and the USA," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 1-17, February.
  39. Holst, Carsten & von Cramon-Taubadel, Stephan, 2013. "Trade, market integration and spatial price transmission on EU pork markets following Eastern enlargement," DARE Discussion Papers 1307, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  40. Olivier Darné, 2004. "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-8.
  41. Maria Dolores Gadea & Ana Gomez Loscos & Antonio Montañes, 2011. "Cycles Inside Cycles. Spanish Regional Aggregation," WIFO Working Papers 390, WIFO.
  42. 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.
  43. Kilian, L. & Caner, M., 1999. "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate," Papers 99-05, Michigan - Center for Research on Economic & Social Theory.
  44. Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
  45. Chowdhury, Abdur R. & Mavrotas, George, 2005. "FDI and Growth: A Causal Relationship," WIDER Working Papers RP2005/25, World Institute for Development Economic Research (UNU-WIDER).
  46. Evan Lau & Ahmad Zubaidi Baharumshah, 2005. "Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries," Macroeconomics 0504002, EconWPA.
  47. Aloy, Marcel & Boutahar, Mohamed & Gente, Karine & Péguin-Feissolle, Anne, 2011. "Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?," Economic Modelling, Elsevier, vol. 28(3), pages 1279-1290, May.
  48. Tang, Chor Foon, 2008. "A re-examination of the relationship between electricity consumption and economic growth in Malaysia," Energy Policy, Elsevier, vol. 36(8), pages 3067-3075, August.
  49. Carmen Gloria Silva, 2010. "Forward premium puzzle and term structure of interest rates: the case of New Zealand," Working Papers Central Bank of Chile 570, Central Bank of Chile.
  50. Choi, Chi-Young, 2004. "Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1159-1186.
  51. Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Puah, Chin-Hong, 2009. "Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests," MPRA Paper 9915, University Library of Munich, Germany.
  52. Alessandro Girardi & Paolo Paesani, 2008. "The Transfer Problem in the Euro Area," Open Economies Review, Springer, vol. 19(4), pages 517-537, September.
  53. Christian Ferrada K. & Mario Tagle E., 2014. "Estimación Reciente de la Demanda de Dinero en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(3), pages 86-109, December.
  54. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609.
  55. Amélie Charles & Olivier Darné & Fabien Tripier, 2015. "Are unit root tests useful in the debate over the (non)stationarity of hours worked?," Post-Print hal-01101618, HAL.
  56. Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2013. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 249-265, February.
  57. Romero-Ávila, Diego, 2009. "Are OECD consumption-income ratios stationary after all?," Economic Modelling, Elsevier, vol. 26(1), pages 107-117, January.
  58. Babula, Ronald A. & Bessler, David A. & Payne, Warren S., 2004. "Dynamic Relationships Among U.S. Wheat-Related Markets: Applying Directed Acyclic Graphs to a Time Series Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(01), April.
  59. Massimiliano Affinito & Fabio Farabullini, 2006. "An empirical analysis of national differences in the retail bank interest rates of the euro area," Temi di discussione (Economic working papers) 589, Bank of Italy, Economic Research and International Relations Area.
  60. Philip Arestis & Ambika D. Luintel & Kul B. Luintel, 2004. "Does Financial Structure Matter?," Economics Working Paper Archive wp_399, Levy Economics Institute.
  61. Sandrine Lardic & Valérie Mignon, 2003. "Cointégration fractionnaire entre la consommation et le revenu," Economie & Prévision, La Documentation Française, vol. 158(2), pages 123-142.
  62. Enzo Weber, 2007. "What Happened to the Transatlantic Capital Market Relations?," SFB 649 Discussion Papers SFB649DP2007-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  63. Kaddour Hadri & Eiji Kurozumi, 2009. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Economics Working Papers 09-01, Queen's Management School, Queen's University Belfast.
  64. Javier Biscarri & Fernando Gracia, 2004. "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(2), pages 127-151, 07.
  65. Anthony Murphy & M Izzeldin, 2006. "Bootstrapping long memory tests: some Monte Carlo results," Working Papers 574547, Lancaster University Management School, Economics Department.
  66. Anthony, Myrvin & MacDonald, Ronald, 1999. "The width of the band and exchange rate mean-reversion: some further ERM-based results," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 411-428.
  67. Rui Pascoal, 2012. "Macroeconomic Factors of Household Default. Is There Myopic Behaviour?," GEMF Working Papers 2012-20, GEMF, Faculty of Economics, University of Coimbra.
  68. Xiao, Zhijie, 1999. "A residual based test for the null hypothesis of cointegration," Economics Letters, Elsevier, vol. 64(2), pages 133-141, August.
  69. Jönsson, Kristian, 2005. "Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results," Working Papers 2005:16, Lund University, Department of Economics.
  70. Agudelo, Sonia A. & Sala, Hector, 2015. "Wage Setting in the Colombian Manufacturing Industry," IZA Discussion Papers 8945, Institute for the Study of Labor (IZA).
  71. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Working Papers 2011/8, Turkish Economic Association.
  72. Aviral Kumar Tiwari & Aruna Kumar Dash & Subhendu Dutta, 2015. "Testing the mean reversion in prices of agricultural commodities in India," Economics Bulletin, AccessEcon, vol. 35(3), pages 1928-1940.
  73. Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008. "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 320-342, September.
  74. Singh, Tarlok, 2008. "Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators," Economic Modelling, Elsevier, vol. 25(5), pages 1064-1079, September.
  75. Eiji Fujii & Menzie D. Chinn, 2000. "Fin de Siecle Real Interest Parity," NBER Working Papers 7880, National Bureau of Economic Research, Inc.
  76. Jörg Döpke & Christian Pierdzioch, 2004. "Politics and the Stock Market ; Evidence from Germany," Kiel Working Papers 1203, .
  77. Baek, Jungho & Koo, Won W., 2005. "Price Dynamics in the North American Wheat Market," 2005 Annual meeting, July 24-27, Providence, RI 19353, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  78. Gomez-Biscarri, Javier & Hualde, Javier, 2015. "Regression-based analysis of cointegration systems," Journal of Econometrics, Elsevier, vol. 186(1), pages 32-50.
  79. Ghazouani KAMEL, 2005. "Growth, private investment and reforms : A comparative perspective," GE, Growth, Math methods 0507012, EconWPA.
  80. Ronald Ravinesh Kumar & Peter Josef Stauvermann & Arvind Patel & Nikeel Kumar & Selvin Prasad, 2016. "Exploring the Nexus Between Tourism and Output in Cook Islands: An ARDL Bounds Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 128(3), pages 1085-1101, September.
  81. Gueorgui I. Kolev, 2011. "The "spurious regression problem" in the classical regression model framework," Economics Bulletin, AccessEcon, vol. 31(1), pages 925-937.
  82. António AFONSO & Christophe RAULT, "undated". "What do we Really Know About Fiscal Sustainability in the EU? A Panel Data Diagnostic," EcoMod2008 23800000, EcoMod.
  83. Camarero, Mariam & Tamarit, Cecilio, 2002. "Oil prices and Spanish competitiveness: A cointegrated panel analysis," Journal of Policy Modeling, Elsevier, vol. 24(6), pages 591-605, October.
  84. Rina Rosenblatt-Wisch, 2007. "Loss Aversion in Aggregate Macroeconomic Time Series," Working Papers 2007-06, Swiss National Bank.
  85. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
  86. Busetti, F. & Harvey, A., 2008. "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics 0841, Faculty of Economics, University of Cambridge.
  87. Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics.
  88. Jan Overgaard Olesen, "undated". "A Simple Explanation of Stock Price Behavior in the Long Run: Evidence for Denmark," EPRU Working Paper Series 00-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  89. Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Working Papers 2014-160, Department of Research, Ipag Business School.
  90. Rodolfo Cermeño & Bernardo D. Roth & F. Alejandro Villagómez, 2008. "Fiscal Policy and National Saving in Mexico, 1980-2006," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 23(2), pages 281-312.
  91. Sean Collins & Richard G. Anderson, 1997. "Modeling U.S. households' demand for liquid wealth in an era of financial change," Working Papers 1997-014, Federal Reserve Bank of St. Louis.
  92. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University.
  93. Choudhry, T., 1998. "Another visit to the Cagan model of money demand: the latest Russian experience," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 355-376, April.
  94. Charfeddine, Lanouar & Ben Khediri, Karim, 2016. "Financial development and environmental quality in UAE: Cointegration with structural breaks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 1322-1335.
  95. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
  96. Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper Series 06_10, The Rimini Centre for Economic Analysis.
  97. Ming Liu & Harold Zhang, 1996. "Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models," GSIA Working Papers 34, Carnegie Mellon University, Tepper School of Business.
  98. Martha Misas A & Juan José Echavarría S & Enrique López E, 2010. "La persistencia estadística de la inflación en Colombia," VNIVERSITAS ECONÓMICA 008296, UNIVERSIDAD JAVERIANA - BOGOTÁ.
  99. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics.
  100. Alex Luiz Ferreira & Miguel León-Ledesma, 2003. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics 0301, School of Economics, University of Kent.
  101. Sogiakas, Vasilios & Karathanassis, George, 2015. "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, vol. 27(C), pages 46-72.
  102. Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin 1080, DIW Berlin, German Institute for Economic Research.
  103. De Siano, Rita & D'Uva, Marcella, 2009. "Regional convergence in Italy: time series approaches," MPRA Paper 20397, University Library of Munich, Germany.
  104. Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Péguin-Feissolle, 2013. "Long-run relationships between international stock prices: further evidence from fractional cointegration tests," Applied Economics, Taylor & Francis Journals, vol. 45(7), pages 817-828, March.
  105. Nuno Sobreira & Luís Catela Nunes & Paulo M.M. Rodrigues, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.
  106. Arize, Augustine C. & Malindretos, John, 2012. "Nonstationarity and nonlinearity in inflation rate: Some further evidence," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 224-234.
  107. Christian Bayer & Falko Juessen, 2004. "Convergence in West German Regional Unemployment Rates," Urban/Regional 0411007, EconWPA.
  108. J. M. Gil & B. Dhehibi & M. Ben Kaabia & A. M. Angulo, 2004. "Non-stationarity and the import demand for virgin olive oil in the European Union," Applied Economics, Taylor & Francis Journals, vol. 36(16), pages 1859-1869.
  109. Gervais, Olivier & Schembri, Lawrence & Suchanek, Lena, 2016. "Current account dynamics, real exchange rate adjustment, and the exchange rate regime in emerging-market economies," Journal of Development Economics, Elsevier, vol. 119(C), pages 86-99.
  110. Nils-Henrik M. von der Fehr & Petter Vegard Hansen, 2010. "Electricity Retailing in Norway," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 25-46.
  111. Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez, 2011. "Choques, instituciones laborales y desempleo en Colombia," Borradores de Economia 682, Banco de la Republica de Colombia.
  112. Maharaj, E.A., 1999. "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers 11/99, Monash University, Department of Econometrics and Business Statistics.
  113. Nicholas Apergis & Stephen M. Miller, 2005. "Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension," Working papers 2005-57, University of Connecticut, Department of Economics.
  114. Emma Iglesias & Garry Phillips, 2005. "Analysing one-month Euro-market interest rates by fractionally integrated models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 95-106.
  115. Yeboah Asuamah, Samuel, 2015. "An econometric investigation of the effect of financial development on aggregate, and disaggregate energy consumption: time series assessment for Ghana," MPRA Paper 67684, University Library of Munich, Germany.
  116. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2005. "Stationarity Tests Under Time-Varying Second Moments," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1112-1129, December.
  117. Fosten, Jack, 2012. "Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing," Energy Economics, Elsevier, vol. 34(5), pages 1514-1522.
  118. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
  119. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, vol. 56(6), pages 501-526.
  120. Wang, Xiao & Zhang, Chuanguo, 2014. "The impacts of global oil price shocks on China׳s fundamental industries," Energy Policy, Elsevier, vol. 68(C), pages 394-402.
  121. Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.
  122. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013. "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4627-4649.
  123. Wen-Yi Chen, 2013. "Does healthcare financing converge? Evidence from eight OECD countries," International Journal of Health Economics and Management, Springer, vol. 13(3), pages 279-300, December.
  124. Steven Morling, 2002. "Output Adjustment in Developing Countries: a Structural Var Approach," Discussion Papers Series 307, School of Economics, University of Queensland, Australia.
  125. Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro, 2011. "Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 709-723, September.
  126. Twm Evans, 2006. "Efficiency tests of the UK financial futures markets and the impact of electronic trading systems," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1273-1283.
  127. Henry, Olan T. & Olekalns, Nilss, 2002. "Does the Australian dollar real exchange rate display mean reversion," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 651-666, October.
  128. George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou, 2004. "Financial Markets and Economic Growth in Greece," Working Papers 17, Bank of Greece.
  129. L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 23-38, August.
  130. Soytas, Ugur & Sari, Ramazan, 2007. "The relationship between energy and production: Evidence from Turkish manufacturing industry," Energy Economics, Elsevier, vol. 29(6), pages 1151-1165, November.
  131. Sainan Jin & Peter C.B. Phillips, 2002. "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers 1373, Cowles Foundation for Research in Economics, Yale University.
  132. Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012. "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, vol. 117(3), pages 697-699.
  133. Cameron Hepburn & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2006. "Social Discounting Under Uncertainty: A cross-country comparison," The Institute for International Integration Studies Discussion Paper Series iiisdp177, IIIS.
  134. A. Calza & C. Gartner & J. Sousa, 2003. "Modelling the demand for loans to the private sector in the euro area," Applied Economics, Taylor & Francis Journals, vol. 35(1), pages 107-117.
  135. Monal Abdel-Baki, 2011. "The efficacy of the Egyptian bank reform plan in mitigating the impact of the global financial crisis," Economic Change and Restructuring, Springer, vol. 44(3), pages 221-241, August.
  136. Phengpis, Chanwit, 2006. "Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises," Journal of Economics and Business, Elsevier, vol. 58(4), pages 323-342.
  137. Levent, Korap, 2008. "Exchange rate determination of TL/US$: a co-integration approach," MPRA Paper 19659, University Library of Munich, Germany.
  138. Alan Bartley, William & Lee, Junsoo & Strazicich, Mark C., 2001. "Testing the null of cointegration in the presence of a structural break," Economics Letters, Elsevier, vol. 73(3), pages 315-323, December.
  139. Bernard Salanié, 1999. "Guide pratique des séries non-stationnaires," Économie et Prévision, Programme National Persée, vol. 137(1), pages 119-141.
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    [The Determinants of National Savings in Greece during the period 1990-2
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  1411. David ARISTEI & Manuela Gallo, 2012. "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 107/2012, Università di Perugia, Dipartimento Economia.
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  1416. Matteo Pelagatti & Emilio Colombo, 2012. "Unpuzzling the Purchasing Power Parity Puzzle," Working Papers 221, University of Milano-Bicocca, Department of Economics, revised Mar 2012.
  1417. Nasreldin, Osama Ahmed & Devesa, Teresa Serra, 2014. "Price volatility of food staples. The case of millet in Niger," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182728, European Association of Agricultural Economists.
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  1477. Shahbaz, Muhammad & HOANG, Thi Hong Van & Kumar, Mantu & Roubaud, David, 2017. "Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis," MPRA Paper 76527, University Library of Munich, Germany, revised 01 Feb 2017.
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  1792. Erten, Irem & Okay, Nesrin, 2012. "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper 56191, University Library of Munich, Germany.
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  1794. Lizardo Radhames A & Mollick Andre Varella, 2010. "The Sustainability of the U.S. Current Account Deficit: Revisiting Mann's Rule," Global Economy Journal, De Gruyter, vol. 9(4), pages 1-21, January.
  1795. Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia.
  1796. Marossy, Zita, 2011. "A villamos energia áralakulásának egy új modellje
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    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 253-274.
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  1806. Venus khim-sen Liew & Thurai murugan Nathan & Wing-keung Wong, 2012. "Are Sectoral Outputs in Pakistan Led by Energy Consumption?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2326-2331.
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    ," MPRA Paper 49503, University Library of Munich, Germany.
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  1819. Benhmad, François, 2013. "Bull or bear markets: A wavelet dynamic correlation perspective," Economic Modelling, Elsevier, vol. 32(C), pages 576-591.
  1820. Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
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    [Empirical analysis of the demand function for gasoline in Puerto Rico: (1999-2006)]
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