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Citations for "Efficient Tests for an Autoregressive Unit Root"

by Elliott, Graham & Rothenberg, Thomas J & Stock, James H

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  1. Chandran, V.G.R. & Tang, Chor Foon, 2013. "The impacts of transport energy consumption, foreign direct investment and income on CO2 emissions in ASEAN-5 economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 24(C), pages 445-453.
  2. Olivier Darné & Jean-François Hoarau, 2008. "The purchasing power parity in Australia: evidence from unit root test with structural break," Post-Print hal-01243482, HAL.
  3. Christian Dreger & Teymur Rahmani, 2016. "The impact of oil revenues on the Iranian economy and the Gulf states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 40(1), pages 36-49, 03.
  4. Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  5. António AFONSO & Christophe RAULT, 2008. "What do we Really Know about Fiscal Sustainability in the EU ? A Panel Data Diagnostic," LEO Working Papers / DR LEO 1757, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  6. Mamoon, Dawood & S. Mansoob, Murshed, 2008. "On the Conflict Mitigating Effects of Trade: The India-Pakistan Case," MPRA Paper 10431, University Library of Munich, Germany.
  7. Bagdatoglou, George & Kontonikas, Alexandros, 2009. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," SIRE Discussion Papers 2009-23, Scottish Institute for Research in Economics (SIRE).
  8. Drakos, Anastassios A., 2016. "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, vol. 36(C), pages 546-561.
  9. Jan Willem van den End, 2011. "Statistical evidence on the mean reversion of interest rates," DNB Working Papers 284, Netherlands Central Bank, Research Department.
  10. James K. Galbraith & Olivier Giovannoni & Ann J. Russo, 2007. "The Fed's Real Reaction Function: Monetary Policy, Inflation, Unemployment, Inequality-and Presidential Politics," Economics Working Paper Archive wp_511, Levy Economics Institute.
  11. Eléazar Zerbo, 2015. "What determines the long-run growth in Sub-Saharan Africa? Exploring the role of energy, trade openness and financial development in six countries," Working Papers hal-01238524, HAL.
  12. Chris Murray & Charles Nelson, 1998. "The Uncertain Trend in U.S. GDP," Discussion Papers in Economics at the University of Washington 0074, Department of Economics at the University of Washington.
  13. Shiqing Ling & Michael McAleer, 2001. "On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University.
  14. Mark J. Holmes, 2006. "Do Latin American Countries Have an Incentive to Default on Their External Debts?: A Perspective Based on Long-Run Current Account Behavior," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 42(1), pages 33-49, February.
  15. Yves Jegourel & Samuel Maveyraud, 2010. "A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?," Economics Bulletin, AccessEcon, vol. 30(1), pages 913-923.
  16. Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016. "Uncertainty and crude oil returns," Energy Economics, Elsevier, vol. 55(C), pages 92-100.
  17. Yunus Aksoy & Miguel A. Leon-Ledesma, 2004. "Interest Rates and Output in the Long Run," Money Macro and Finance (MMF) Research Group Conference 2004 92, Money Macro and Finance Research Group.
  18. Halicioglu, Ferda, 2011. "The Demand for Calories in Turkey," MPRA Paper 41807, University Library of Munich, Germany.
  19. 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.
  20. Claude Lopez & Christian J. Murray & David H. Papell, 2013. "Median-unbiased estimation in DF-GLS regressions and the PPP puzzle," Applied Economics, Taylor & Francis Journals, vol. 45(4), pages 455-464, February.
  21. Sabina Nowak & Joanna Olbrys, 2015. "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 49-69.
  22. Villanueva, O. Miguel, 2007. "Spot-forward cointegration, structural breaks and FX market unbiasedness," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(1), pages 58-78, February.
  23. Atanu Ghoshray, 2013. "Dynamic Persistence of Primary Commodity Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(1), pages 153-164.
  24. Lee, Hwa-Taek & Yoon, Gawon, 2007. "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers 2007,24, Christian-Albrechts-University of Kiel, Department of Economics.
  25. Fan, Yanqin & Gençay, Ramazan, 2010. "Unit Root Tests With Wavelets," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1305-1331, October.
  26. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011. "A Simple Test for Spurious Regressions," CREATES Research Papers 2011-15, Department of Economics and Business Economics, Aarhus University.
  27. Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez, 2015. "La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España," Working Papers 1503, Universidade de Vigo, Departamento de Economía Aplicada.
  28. Stock, James H. & Watson, Mark W., 1999. "Forecasting inflation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
  29. Riané de Bruyn & Rangan Gupta & Reneé van Eyden, 2015. "Can We Beat the Random-Walk Model for the South African Rand--U.S. Dollar and South African Rand--UK Pound Exchange Rates? Evidence from Dynamic Model Averaging," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 502-524, May.
  30. Laura Mayoral, 2006. "Further Evidence on the Statistical Properties of Real GNP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 901-920, December.
  31. Koji KANAO & Shigeyuki HAMORI, 2010. "The size of the underground economy in Japan," Economics Bulletin, AccessEcon, vol. 30(1), pages 893-902.
  32. Shahbaz, Muhammad & Sbia, Rashid & Nanthakumar, Loganathan & Afza, Talat, 2015. "The Effect of Urbanization, Affluence and Trade Openness on Energy Consumption: A Time Series Analysis in Malaysia," MPRA Paper 62743, University Library of Munich, Germany, revised 11 Mar 2015.
  33. Morten Oe. Nielsen, "undated". "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers 2001-8, Department of Economics and Business Economics, Aarhus University.
  34. Heckelman, Jac C., 2008. "Convergence of Voter Turnout Rates in U.S. Presidential Elections," The Review of Regional Studies, Southern Regional Science Association, vol. 38(2), pages 251-269.
  35. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," Borradores de Economia 689, Banco de la Republica de Colombia.
  36. Chien-Chung Nieh & Yu-Shan Wang, 2005. "ARDL Approach to the Exchange Rate Overshooting in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 55-71, August.
  37. 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.
  38. Mukesh Khanal, 2011. "Monetary Neutrality in the Nepalese Economy during 1975-2008," Working Papers id:4647, eSocialSciences.
  39. Chang, C-L. & McAleer, M.J. & Lim, C., 2010. "Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan," Econometric Institute Research Papers EI 2010-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  40. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.
  41. 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.
  42. Colin Hunt, 2005. "Discretion and Cyclicality in Irish Budgetary Management 1969-2003," The Economic and Social Review, Economic and Social Studies, vol. 36(3), pages 295-321.
  43. Dias, Daniel & Robalo Marques, Carlos, 2005. "Using mean reversion as a measure of persistence," Working Paper Series 0450, European Central Bank.
  44. Vogelsang, Timothy J. & Franses, Philip Hans, 2005. "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, vol. 126(1), pages 1-24, May.
  45. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2007. "A simple, robust and powerful test of the trend hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 1302-1330, December.
  46. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & Georgios P. Kouretas, 2006. "Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 371-383.
  47. Lopez, Claude & Murray, Christian J & Papell, David H, 2005. "State of the Art Unit Root Tests and Purchasing Power Parity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 361-369, April.
  48. repec:ebl:ecbull:v:3:y:2004:i:29:p:1-9 is not listed on IDEAS
  49. Barbara Rossi (Duke) & Elena Pesavento (Emory), 2004. "Small sample confidence intervals for multivariate impulse response functions at long horizons," Econometric Society 2004 North American Winter Meetings 364, Econometric Society.
  50. repec:ebl:ecbull:v:3:y:2004:i:11:p:1-9 is not listed on IDEAS
  51. Valadkhani, Abbas & Smyth, Russell, 2015. "Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period," Economic Modelling, Elsevier, vol. 50(C), pages 281-290.
  52. Halicioglu, Ferda & Ketenci, Natalya, 2015. "The impact of international trade on environmental quality in transition countries: evidence from time series data during 1991-2013," MPRA Paper 71097, University Library of Munich, Germany, revised 2015.
  53. Giorgio Calcagnini & Germana Giombini & Giuseppe Travaglini, 2015. "The productivity gap among European countries," Working Papers 1510, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
  54. Liddle, Brantley & Messinis, George, 2014. "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," MPRA Paper 59565, University Library of Munich, Germany.
  55. Rangan Gupta & Stephen M. Miller, 2009. "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers 200901, University of Pretoria, Department of Economics.
  56. Hany Abdel-Latif & Tapas Mishra & Anita Staneva, 2015. "Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!," Working Papers 954, Economic Research Forum, revised Oct 2015.
  57. 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.
  58. Selim KAYHAN & Muhsin KAR & Ahmet ŞAHBAZ, 2015. "Is CPI a suitable tool for inflation targeting? A critical view," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(604), A), pages 21-38, Autumn.
  59. Mario M. Carrillo-Huerta & Israel Minor Bonilla, 2005. "The Effect of NAFTA on Mexican Agricultural Exports to the United States: The Case of Coffee Beans, 1970-2003," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 10(2), pages 76-93, Summer.
  60. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
  61. Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series qt89s3z523, Department of Economics, UC Santa Cruz.
  62. Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute for the Study of Labor (IZA).
  63. Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
  64. Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013. "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers 201338, University of Pretoria, Department of Economics.
  65. Roger Fouquet, 2013. "Long Run Demand for Energy Services: the Role of Economic and Technological Development," Working Papers 2013-03, BC3.
  66. Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers 1214, Aix-Marseille School of Economics, Marseille, France.
  67. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
  68. M. Ege Yazgan & Hakan Yilmazkuday, 2010. "Price-Level Convergence: New Evidence from U.S. Cities," DETU Working Papers 1011, Department of Economics, Temple University.
  69. Mei-Se Chien, 2010. "Structural Breaks and the Convergence of Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 77-88, January.
  70. MIYAO Ryuzo, 2002. "Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints," ESRI Discussion paper series 011, Economic and Social Research Institute (ESRI).
  71. Cheung, Yin-Wong & Chinn, Menzie David & Fujii, Eiji, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Department of Economics, Working Paper Series qt13d9m8jv, Department of Economics, UC Santa Cruz.
  72. Pierre Perron & Tomoyoshi Yabu, 2007. "Estimating Deterministic Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.
  73. Alicia Garcia-Herrero & Eric Girardin, 2013. "China's Monetary Policy Communication: Money Markets not only Listen, They also Understand," Working Papers 022013, Hong Kong Institute for Monetary Research.
  74. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers 1127, Queen's University, Department of Economics.
  75. Saqlain Latif Satti & Muhammad Shahid Hassan & Fozia Hayat & Sudharshan Reddy Paramati, 2016. "Economic Growth and Inflow of Remittances: Do They Combat Poverty in an Emerging Economy?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(3), pages 1119-1134, July.
  76. Olivier Darné & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Post-Print hal-00771828, HAL.
  77. Frederick H.Wallace & Gary L. Shelley, 2007. "Long Run Neutrality of Money in Mexico," Economía Mexicana NUEVA ÉPOCA, , vol. 0(2), pages 219-238, July-Dece.
  78. Kurozumi, Eiji, 2005. "Construction of Stationarity Tests with Less Size Distortions," Discussion Papers 2005-12, Graduate School of Economics, Hitotsubashi University.
  79. Reed, W. Robert & Smith, Aaron, 2017. "A time series paradox: Unit root tests perform poorly when data are cointegrated," Economics Letters, Elsevier, vol. 151(C), pages 71-74.
  80. Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Ali Jabran, Muhammad, 2016. "How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 83-93.
  81. Damyana Bakardzhieva & Russell Krueger & Bassem Kamar & Jean-Etienne Carlotti, 2011. "Essay on Establishing Conversion Values for the Planned Gulf Cooperation Council (GCC) Currency Union," Working Papers 632, Economic Research Forum, revised 09 Jan 2011.
  82. Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Fiscal Spillovers in the Euro Area," Discussion Papers of DIW Berlin 1164, DIW Berlin, German Institute for Economic Research.
  83. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
  84. Hollander, Hilke & Prokop, Jörg, 2015. "Stock price effects of asset securitization: The case of liquidity facility providers," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 147-160.
  85. Eleni Constantinou & Avo Kazandjian & Georgios P. Kouretas & Vera Tahmazian, 2008. "Common Stochastic Trends Among The Cyprus Stock Exchange And The Ase, Lse And Nyse," Bulletin of Economic Research, Wiley Blackwell, vol. 60(4), pages 327-349, October.
  86. Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
  87. Zagaglia, Paolo, 2010. "Macroeconomic factors and oil futures prices: A data-rich model," Energy Economics, Elsevier, vol. 32(2), pages 409-417, March.
  88. Juan Carlos Cuestas & Paulo José Regis, 2008. "Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives," Economics Bulletin, AccessEcon, vol. 3(27), pages 1-8.
  89. 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).
  90. Guerrero, Carlos, 2010. "Ciclos económicos y multiplicadores del gasto en Estados Unidos y México 1950-2003," EGAP Working Papers 2010-03, Tecnológico de Monterrey, Campus Ciudad de México.
  91. Zagaglia, Paolo, 2006. "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics 2006:5, Stockholm University, Department of Economics.
  92. repec:hal:journl:peer-00834424 is not listed on IDEAS
  93. Carl Grekou, 2014. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," EconomiX Working Papers 2014-4, University of Paris West - Nanterre la Défense, EconomiX.
  94. Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009. "Cointegrated TFP processes and international business cycles," FRB Atlanta Working Paper 2009-23, Federal Reserve Bank of Atlanta.
  95. Maurice Obstfeld & Alan M. Taylor, 2002. "Globalization and Capital Markets," NBER Working Papers 8846, National Bureau of Economic Research, Inc.
  96. Senay, Acikgöz & Mert, Merter, 2015. "The endogeneity of the natural rate of growth: An alternative approach," Economics Discussion Papers 2015-2, Kiel Institute for the World Economy (IfW).
  97. Ahlgren, Niklas & Juselius, Mikael, 2009. "Tests for Cointegration Rank and the Initial Condition," Working Papers 539, Hanken School of Economics.
  98. Odhiambo, Nicholas M., 2009. "Finance-growth-poverty nexus in South Africa: A dynamic causality linkage," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(2), pages 320-325, March.
  99. Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005. "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series 0568, European Central Bank.
  100. Vitaly Pershin & Juan Carlos Molero & Fernando Pérez de Gracia, 2015. "Exploring the oil prices and exchange rates nexus in some African economies," Faculty Working Papers 01/15, School of Economics and Business Administration, University of Navarra.
  101. Kiliç, Rehim, 2009. "Further on nonlinearity, persistence, and integration properties of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 207-221, April.
  102. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009. "Hypothesis testing in econometrics," IEW - Working Papers 444, Institute for Empirical Research in Economics - University of Zurich.
  103. Vílchez, Diego, 2015. "Evaluando las Dinámicas de Precios en el Sector Inmobiliario: Evidencia para Perú," Working Papers 2015-013, Banco Central de Reserva del Perú.
  104. Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran, 2013. "Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks," MPRA Paper 47924, University Library of Munich, Germany, revised 01 Jul 2013.
  105. 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.
  106. Deshan Li & Degang Yang, 2016. "Does Non-Fossil Energy Usage Lower CO 2 Emissions? Empirical Evidence from China," Sustainability, MDPI, Open Access Journal, vol. 8(9), pages 1-11, August.
  107. Ngo Thai Phuong & Bahaudin G. Mujtaba & Greg Fisher, 2014. "The Influence of Communism on Ethical Decision Making," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 4(1), pages 1-8, February.
  108. Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics.
  109. Somchai Amornthum & Carl Bonham, 2008. "Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?," Working Papers 200802, University of Hawaii at Manoa, Department of Economics.
  110. Guneratne Banda Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka," International Finance 0406005, EconWPA.
  111. Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
  112. Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012. "China's Emergence in the World Economy and Business Cycles in Latin America," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Spring 20), pages 1-75, January.
  113. António Portugal Duarte & João Sousa Andrade, 2004. "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," GEMF Working Papers 2004-01, GEMF, Faculty of Economics, University of Coimbra.
  114. Felipe, Jesus & Dacuycuy, Connie & Lanzafame, Matteo, 2014. "The Declining Share of Agricultural Employment in the People’s Republic of China: How Fast?," ADB Economics Working Paper Series 419, Asian Development Bank.
  115. Beckmann, Joscha & Czudaj, Robert, 2014. "Effective exchange rates, current accounts and global imbalances," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100364, Verein für Socialpolitik / German Economic Association.
  116. Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
  117. Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2011. "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 136-155, January.
  118. Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," BORRADORES DE ECONOMIA 011142, BANCO DE LA REPÚBLICA.
  119. Joshy Easaw & Atanu Ghoshray & Saeed Heravi, 2014. "Households' Forming Subjective Expectations Using Perceived News: Do Shocks to ‘Good’ News Matter More Than ‘Bad’ News?," Manchester School, University of Manchester, vol. 82(1), pages 1-16, 01.
  120. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  121. Tillmann, Peter, 2007. "Inflation regimes in the US term structure of interest rates," Economic Modelling, Elsevier, vol. 24(2), pages 203-223, March.
  122. Smeekes, Stephan & Taylor, A.M. Robert, 2012. "Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 28(02), pages 422-456, April.
  123. FIodendji, Komlan, 2011. "Should Canadian monetary policy respond to asset prices? Evidence from a structural model," MPRA Paper 28039, University Library of Munich, Germany, revised 10 Jan 2011.
  124. Heejoon Kang, 2004. "Inappropriate Detrending and Spurious Cointegration," Econometric Society 2004 Far Eastern Meetings 624, Econometric Society.
  125. Luis A. Ahumada & Álvaro García & Luis Opazo & Jorge Selaive, 2009. "Interbank Rate and the Liquidity of the Market," Working Papers Central Bank of Chile 516, Central Bank of Chile.
  126. John Y. Campbell & Motohiro Yogo, 2002. "Efficient Tests of Stock Return Predictability," Harvard Institute of Economic Research Working Papers 1972, Harvard - Institute of Economic Research.
  127. Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C., 2009. "The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy," IZA Discussion Papers 4093, Institute for the Study of Labor (IZA).
  128. Nidhaleddine Ben Cheikh & Christophe Rault, 2014. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," William Davidson Institute Working Papers Series wp1080, William Davidson Institute at the University of Michigan.
  129. Manthos D. Delis & Yiannis Karavias, "undated". "Optimal versus realized bank credit risk and monetary policy," Discussion Papers 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.
  130. Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series 1695, CESifo Group Munich.
  131. Carstensen, Kai, 2003. "The finite-sample performance of robust unit root tests," Munich Reprints in Economics 19943, University of Munich, Department of Economics.
  132. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2010. "The price stabilization effects of the EU entry price scheme for fruits and vegetables," MPRA Paper 24828, University Library of Munich, Germany.
  133. Christian Bayer & Falko Jüßen, 2007. "Convergence in West German Regional Unemployment Rates," German Economic Review, Verein für Socialpolitik, vol. 8, pages 510-535, November.
  134. Stevans, Lonnie, 2007. "The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach," MPRA Paper 5594, University Library of Munich, Germany.
  135. Miyanishi, Masako, 2012. "Testing the single-factor model in the presence of persistent regressors," Economics Letters, Elsevier, vol. 116(3), pages 634-636.
  136. Fleisher, Belton & Li, Haizheng & Zhao, Min Qiang, 2010. "Human capital, economic growth, and regional inequality in China," Journal of Development Economics, Elsevier, vol. 92(2), pages 215-231, July.
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  864. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
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  867. Hanck, Christoph, 2012. "On the asymptotic distribution of a unit root test against ESTAR alternatives," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 360-364.
  868. Weshah A. Razzak, 2003. "Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong," Working Papers 242003, Hong Kong Institute for Monetary Research.
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  870. Elliott, Graham & STOCK, JAMES H, 2000. "Confidence Intervals for Autoregressive Coefficients Near One," University of California at San Diego, Economics Working Paper Series qt6ww3p59v, Department of Economics, UC San Diego.
  871. Wang, Ling, 2016. "Unconventional monetary policy and aggregate bank lending: Does financial structure matter?," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1060-1077.
  872. Mohamed Arouri & Muhammad Shahbaz & Rattapon Onchang & Faridul Islam & Frédéric Teulon, 2014. "Environmental Kuznets Curve in Thailand: Cointegration and Causality Analysis," Working Papers 2014-204, Department of Research, Ipag Business School.
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  875. Ben Kaabia, Monia & Gil, Jose Maria & Chebbi, Houssem Eddine, 2005. "Macroeconomics and Agriculture in Tunisia," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24597, European Association of Agricultural Economists.
  876. Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper 36897, University Library of Munich, Germany.
  877. Baek, Jungho, 2015. "Environmental Kuznets curve for CO2 emissions: The case of Arctic countries," Energy Economics, Elsevier, vol. 50(C), pages 13-17.
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  879. Bildirici, Melike, 2012. "Economic Growth and Electricity Consumption in Africa and Asia: MS-VAR and MS-GRANGER Causality Analysis," MPRA Paper 40515, University Library of Munich, Germany.
  880. Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
  881. Durech, Richard & Minea, Alexandru & Mustea, Lavinia & Slusna, Lubica, 2014. "Regional evidence on Okun's Law in Czech Republic and Slovakia," Economic Modelling, Elsevier, vol. 42(C), pages 57-65.
  882. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
  883. Liddle, Brantley, 2009. "Long-Run Relationship among Transport Demand, Income, and Gasoline Price for the US," MPRA Paper 52080, University Library of Munich, Germany.
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  885. Costas KARFAKIS & Constantinos KATRAKILIDIS & Eftychia TSANANA, 2014. "Does output predict unemployment? A look at Okun's law in Greece," International Labour Review, International Labour Organization, vol. 153(3), pages 421-433, 09.
  886. Carlo V. Fiorio & Simon Mohun & Roberto Veneziani, 2013. "Social Democracy and Distributive Conflict in the UK, 1950-2010," Working Papers 705, Queen Mary University of London, School of Economics and Finance.
  887. Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics 02/13, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
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  894. George Marbuah, 2013. "Modelling import demand behaviour in Ghana: a re-examination," Economics Bulletin, AccessEcon, vol. 33(1), pages 482-493.
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  896. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Koç University-TUSIAD Economic Research Forum Working Papers 1315, Koc University-TUSIAD Economic Research Forum.
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  899. 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.
  900. X. Bonnet & H. Poncet, 2004. "Income composition and propensities to consume," Documents de Travail de la DESE - Working Papers of the DESE g2004-12, Institut National de la Statistique et des Etudes Economiques, DESE.
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  902. Maixe-Altes, J. Carles & Mourelle, Estefanía, 2016. "Cash and non-cash payments in a long run perspective, Spain 1989-2014," MPRA Paper 72590, University Library of Munich, Germany.
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  907. Ludwig, Alexander & Sobański, Karol, 2014. "Banking sector fragility linkages in the euro area: Evidence for crisis years 2007–2010," Economics Letters, Elsevier, vol. 125(3), pages 451-454.
  908. Pami Dua & Divya Tuteja, 2013. "Interdependence Of International Financial Market-- The Case Of India And U.S," Working papers 223, Centre for Development Economics, Delhi School of Economics.
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  910. Tan, Bee Wah & Tang, Chor Foon, 2011. "The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia," MPRA Paper 27964, University Library of Munich, Germany.
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  912. Gupta, Kartick, 2016. "Oil price shocks, competition, and oil & gas stock returns — Global evidence," Energy Economics, Elsevier, vol. 57(C), pages 140-153.
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  920. Majdoub, Jihed & Mansour, Walid & Jouini, Jamel, 2016. "Market integration between conventional and Islamic stock prices," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 436-457.
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  925. Diego Vílchez, "undated". "Assessing the House Price Dynamics in Lima," IHEID Working Papers 09-2015, Economics Section, The Graduate Institute of International Studies.
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  929. Martin O'Brien, 2007. "Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005," Papers WP183, Economic and Social Research Institute (ESRI).
  930. Terra, Maria Cristina T. & Abreu, Ana Lucia Vahia de, 2005. "Purchasing power parity: the choice of price index," Economics Working Papers (Ensaios Economicos da EPGE) 588, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
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  937. Fossati, Sebastian, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-4, University of Alberta, Department of Economics.
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  947. Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing, 2008. "Tourist Arrivals And Economic Growth In Sarawak," MPRA Paper 9888, University Library of Munich, Germany.
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  970. Ulrich Fritsche & Camille Logeay, 2002. "Structural Unemployment and the Output Gap in Germany: Evidence from an SVAR Analysis within a Hysteresis Framework," Discussion Papers of DIW Berlin 312, DIW Berlin, German Institute for Economic Research.
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  979. Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers 14/2012, Stellenbosch University, Department of Economics.
  980. Terra, Cristina & Vahia, Ana Lucia, 2008. "A note Purchasing Power Parity and The Choice of Price Index," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 62(1), September.
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  983. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2008. "Productivity, External Balance, and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 117-194 National Bureau of Economic Research, Inc.
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  985. Lopez, Claude, 2009. "GLS-detrending and regime-wise stationarity testing in small samples," Economics Letters, Elsevier, vol. 104(2), pages 99-101, August.
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  990. C. Katrakilidis & I. Kyritsis & V. Patsika, 2014. "On the Dynamic Linkages between CO2 Emissions, Energy Consumption and Growth in Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 79-90.
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  997. Patrick Marsh, "undated". "The Available Information for Invariant Tests of a Unit Root," Discussion Papers 05/03, Department of Economics, University of York.
  998. Abbas Valadkhani, 2015. "Asymmetric size-dependent effects of the output gap on inflation: US evidence from the last half a century," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3525-3539, July.
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  1001. Andre Varella Mollick & Joao Ricardo Faria & Pedro H. Albuquerque & Miguel A. Leon-Ledesma, 2005. "Can Globalisation Stop the Decline in Commodities' Terms of Trade? The Prebisch-Singer Hypothesis Revisited"," Studies in Economics 0510, School of Economics, University of Kent.
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  1003. Ghassan, Hassan B., 2001. "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle
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  1004. Lee, Chien-Chiang & Chiu, Yi-Bin, 2011. "Nuclear energy consumption, oil prices, and economic growth: Evidence from highly industrialized countries," Energy Economics, Elsevier, vol. 33(2), pages 236-248, March.
  1005. Theodore M. Crone & Leonard I. Nakamura & Richard Voith, 2010. "Rents Have Been Rising, Not Falling, in the Postwar Period," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 628-642, August.
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  1007. Marcin Humanicki & Robert Kelm & Krzysztof Olszewski, 2013. "Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately?," National Bank of Poland Working Papers 167, National Bank of Poland, Economic Institute.
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  1009. Razzak Weshah A. & Bentour El M., 2013. "Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries," Review of Middle East Economics and Finance, De Gruyter, vol. 9(3), pages 357-388, December.
  1010. Marco Tronzano, 2013. "The Sustainability of Indian Fiscal Policy: A Reassessment of the Empirical Evidence," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S1), pages 63-76, January.
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  1012. Terence D.Agbeyegbe, 2003. "On the feasibility of a monetary union in the Southern Africa Development Community," Economics Working Paper Archive at Hunter College 306, Hunter College Department of Economics, revised 2003.
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  1014. Ana-Maria Fuertes & Shelagh A. Heffernan, 2009. "Interest rate transmission in the UK: a comparative analysis across financial firms and products," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 45-63.
  1015. Mohammad, Masud Alam & Mohammad, Rafiqul Islam, 2010. "Revisiting the Feldstein-Horioka Hypothesis of savings, investment and capital mobility: evidence from 27 EU countries," MPRA Paper 39383, University Library of Munich, Germany.
  1016. Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad, 2014. "The nexus between electricity consumption and economic growth in Bahrain," Economic Modelling, Elsevier, vol. 38(C), pages 227-237.
  1017. Matthew Hanson & Martin Schmidt, 2011. "The impact of Coalition offensive operations on the Iraqi insurgency," Applied Economics, Taylor & Francis Journals, vol. 43(18), pages 2251-2265.
  1018. Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012. "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 173-182.
  1019. Acaravici, Ali, 2010. "Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 140-154, July.
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  1021. Ostermark, Ralf, 2001. "Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 71-93, November.
  1022. Selim KAYHAN & Tayfur BAYAT & Ahmet UGUR, 2013. "Interest Rates and Exchange Rate Relationship in BRIC-T Countries," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(2), pages 227-236.
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  1024. Komlan, Fiodendji, 2013. "The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada," Economic Modelling, Elsevier, vol. 30(C), pages 911-923.
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  1044. Roberto Martinez Espineira, 2004. "An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques," Others 0410002, EconWPA.
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  1051. Renu Kohli, 2004. "Real Exchange Rate Stationarity in Managed Floats: Evidence from India," International Finance 0405011, EconWPA.
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  1053. Yannick LE PEN & Benoît SEVI, 2008. "On the non-convergence of energy intensities: evidence from a pair-wise econometric approach," Cahiers du CREDEN (CREDEN Working Papers) 08.12.79, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
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  1061. Muneer Shaik & S. Maheswaran, 2017. "Random Walk in Emerging Asian Stock Markets," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(1), pages 20-31, January.
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  1127. Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
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  1221. Ghassan, Hassan B., 2007. "La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés
    [Does the Marshall-Lerner-Robinson condition verify the stability?
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  1226. Chirwa, Themba G & Odhiambo, Nicholas M, 2016. "Sources of economic growth in Zambia: an empirical investigation," Working Papers 20067, University of South Africa, Department of Economics.
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  1234. Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
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  1236. Patrick Withey, 2014. "Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada," International Journal of Energy Economics and Policy, Econjournals, vol. 4(2), pages 178-188.
  1237. Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
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  1240. Valerio Filoso, Valerio & Panico, Carlo & Papagni, Erasmo & Francesco, Purificato & Vázquez Suarez, Marta, 2016. "Causes and timing of the European debt crisis: An econometric evaluation," MPRA Paper 75847, University Library of Munich, Germany.
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  1243. Liddle, Brantley, 2006. "How Linked are Energy and GDP: Reconsidering Energy-GDP Cointegration and Causality for Disaggregated OECD Country Data," MPRA Paper 52334, University Library of Munich, Germany.
  1244. Giulietti, Monica & Iregui, Ana María & Otero, Jesús, 2015. "A pair-wise analysis of the law of one price: Evidence from the crude oil market," Economics Letters, Elsevier, vol. 129(C), pages 39-41.
  1245. KETENCI, Natalya, 2010. "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
  1246. Albrecht, Peter & Kantar, Cemil & Xiao, Yanying, 2004. "Mean Reversion-Effekte auf dem deutschen Aktienmarkt : Statistische Analysen der Entwicklung des DAX-KGV," Papers 04-08, Sonderforschungsbreich 504.
  1247. Rafael Morales-Lage & Aurelia Bengochea-Morancho & Mariam Camarero & Inmaculada Martínez-Zarzoso, 2017. "Stochastic and club convergence of sectoral CO2 emissions in the European Union," Working Papers 2017/01, Economics Department, Universitat Jaume I, Castellón (Spain).
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  1251. Toledo, Wilfredo, 2010. "Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico
    [Different Techniques of Modelling Trend and its applications to Puerto Rico Sectoral Employm
    ," MPRA Paper 26871, University Library of Munich, Germany.
  1252. Douglas Hodgson & Aylin Seçkin, 2012. "Dynamic price dependence of Canadian and international art markets: an empirical analysis," Empirical Economics, Springer, vol. 43(2), pages 867-890, October.
  1253. Mann, Janelle M., 2013. "Is there a Global Relationship Across Crude Oil Benchmarks?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150368, Agricultural and Applied Economics Association.
  1254. Alexandra Krystalogianni & Sotiris Tsolacos, 2005. "Regime switching in yield structures and real estate investment," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 279-299, May.
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  1261. Giulia Ghiani & Max Gillman & Michal Kejak, 2016. "Persistent Liquidity," Working Papers 1010, University of Missouri-St. Louis, Department of Economics.
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  1263. Laurence J. Kotlikoff, 2007. "Staticide - America's Suicidal Healthcare Status Quo," Boston University - Department of Economics - Working Papers Series WP2007-014, Boston University - Department of Economics.
  1264. Vicente Esteve & Cecilio Tamarit, 2011. "Threshold cointegration and nonlinear adjustment between CO2 and income: the environmental Kuznets curve in Spain, 1857-2007," Working Papers 1106, Department of Applied Economics II, Universidad de Valencia.
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  1266. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015. "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers 11/2015, Navarra Center for International Development, University of Navarra.
  1267. Cifter, Atilla, 2011. "Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(12), pages 2356-2367.
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  1269. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), "undated". "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales.
  1270. Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas, 2010. "Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 331-350.
  1271. Abullah M. Noman & Minhaz U. Ahmed, 2008. "Efficiency of the foreign exchange markets in South Asian Countries," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-18, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Jun 2008.
  1272. Diego Pinilla & Juan de Dios Jiménez & Roberto Montero, 2013. "Dimensión del Estado y descentralización fiscal. Elementos para el debate desde la experiencia reciente de América Latina," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, June.
  1273. Sonora, Robert J., 2008. "Bivariate relative city price convergence in the United States: 1918-1997," Review of Financial Economics, Elsevier, vol. 17(2), pages 92-111.
  1274. Joakim Westerlund, 2008. "Panel cointegration tests of the Fisher effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
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  1276. 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.
  1277. Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," CAMA Working Papers 2017-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  1278. S. Heravi & J. Easaw & R. Golinelli, 2016. "Generalized State-Dependent Models: A Multivariate Approach," Working Papers wp1067, Dipartimento Scienze Economiche, Universita' di Bologna.
  1279. Amr Sadek Hosny, 2014. "Is Monetary Policy in Egypt Backward or Forward-Looking?," Working Papers 846, Economic Research Forum, revised Oct 2014.
  1280. Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013. "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers 13-04, Asociación Española de Economía y Finanzas Internacionales.
  1281. Mounir Belloumi & Atef Saad Alshehry, 2015. "Sustainable Energy Development in Saudi Arabia," Sustainability, MDPI, Open Access Journal, vol. 7(5), pages 1-18, April.
  1282. Ali, Amjad, 2016. "Issue of Income Inequality under the perceptive of Macroeconomic Instability: An Empirical Analysis of Pakistan," MPRA Paper 74963, University Library of Munich, Germany.
  1283. Bella, Giovanni & Massidda, Carla & Mattana, Paolo, 2014. "The relationship among CO2 emissions, electricity power consumption and GDP in OECD countries," Journal of Policy Modeling, Elsevier, vol. 36(6), pages 970-985.
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  1285. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers 1606, Cowles Foundation for Research in Economics, Yale University.
  1286. Sjölander, Pär, 2013. "A ridge bootstrap method for analyzing APT effects on the mortgage loan market," Economic Modelling, Elsevier, vol. 30(C), pages 844-855.
  1287. Mollick Andre Varella & Soydemir Gokce, 2008. "The Impact of the Japanese Purchases of U.S. Treasuries on the Dollar/Yen Exchange Rate," Global Economy Journal, De Gruyter, vol. 8(1), pages 1-20, February.
  1288. Lonnie Stevans, 2009. "The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration in the United States: A Time Series Approach," The Review of Black Political Economy, Springer;National Economic Association, vol. 36(3), pages 151-160, December.
  1289. 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.
  1290. Cooray, Arusha & Paradiso, Antonio & Truglia, Francesco Giovanni, 2013. "Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries," Economic Modelling, Elsevier, vol. 33(C), pages 772-779.
  1291. Evan Lau, 2008. "Interdependence of income between China and ASEAN-5 countries," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, vol. 1(2), pages 148-161, June.
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  1293. Bakucs, Lajos Zoltan & Bojnec, Stefan & Ferto, Imre, 2006. "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25515, International Association of Agricultural Economists.
  1294. Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute for the Study of Labor (IZA).
  1295. Kim, Soyoung & Lima, Luiz Renato, 2010. "Local persistence and the PPP hypothesis," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 555-569, April.
  1296. Taamouti, Abderrahim & Dufour, Jean-Marie, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics we086027, Universidad Carlos III de Madrid. Departamento de Economía.
  1297. Noriega, Antonio E., 2004. "Long-run monetary neutrality and the unit-root hypothesis: further international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 179-197, August.
  1298. Nicholas Odhiambo, 2010. "Finance-investment-growth nexus in South Africa: an ARDL-bounds testing procedure," Economic Change and Restructuring, Springer, vol. 43(3), pages 205-219, August.
  1299. Imed Drine & Christophe Rault, 2004. "The sources of Real Exchange Fluctuations in Developing Countries : an Econometric Investigation," William Davidson Institute Working Papers Series 2004-653, William Davidson Institute at the University of Michigan.
  1300. Belloumi, Mounir, 2014. "The relationship between trade, FDI and economic growth in Tunisia: An application of the autoregressive distributed lag model," Economic Systems, Elsevier, vol. 38(2), pages 269-287.
  1301. Laura D´Amato & Lorena Garegnani & Juan M. Sotes Paladino, 2007. "Inflation Persistence and Changes in the Monetary Regime: The Argentine Case," BCRA Working Paper Series 200723, Central Bank of Argentina, Economic Research Department.
  1302. Rajarshi Mitra, 2015. "Saving-Investment Correlation and Capital Flows: The Philippines 1960-2014," Economics Bulletin, AccessEcon, vol. 35(4), pages 2853-2861.
  1303. Georgios KOURETAS & Mark E. WOHAR, "undated". "The Dynamics of Inflation: A Study of a Large Number of Countries," EcoMod2010 259600096, EcoMod.
  1304. Tsangyao Chang & Ching-Chun Wei & Chien-Chung Nieh, 2005. "Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests," Economics Bulletin, AccessEcon, vol. 3(24), pages 1-9.
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  1308. 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.
  1309. Natalya Ketenci, 2016. "The bilateral trade flows of the EU in the presence of structural breaks," Empirical Economics, Springer, vol. 51(4), pages 1369-1398, December.
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  1315. Thomas A. Garrett & Russell M. Rhine, 2007. "Does government spending really crowd out charitable contributions? new time series evidence," Working Papers 2007-012, Federal Reserve Bank of St. Louis.
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  1319. Magali Jaoul-Grammare, 2014. "Prestige social des professions et substituabilité des filières universitaires," Working Papers of BETA 2014-01, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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  1321. Hongjun Li & Zhongjian Lin & Cheng Hsiao, 2015. "Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach," Empirical Economics, Springer, vol. 48(1), pages 427-438, February.
  1322. Mihir A. Desai & Dhammika Dharmapala & Winnie Fung, 2005. "Taxation and the Evolution of Aggregate Corporate Ownership Concentration," NBER Working Papers 11469, National Bureau of Economic Research, Inc.
  1323. Dimitris K. Christopoulos & Miguel León-Ledesma, 2004. "Current Account Sustainability in the US: What Do We Really Know About It?," Studies in Economics 0412, School of Economics, University of Kent.
  1324. Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran & Rehman, Ijaz Ur, 2014. "Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 190-205.
  1325. Mamatzakis, E. & Remoundos, P., 2011. "Testing for adjustment costs and regime shifts in BRENT crude futures market," Economic Modelling, Elsevier, vol. 28(3), pages 1000-1008, May.
  1326. Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2010. "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers 10-08, Asociación Española de Economía y Finanzas Internacionales.
  1327. Luis Gil-Alana & Trilochan Tripathy, 2014. "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(4), pages 385-398, November.
  1328. Chow, Hwee Kwan & Choy, Keen Meng, 2006. "Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach," International Journal of Forecasting, Elsevier, vol. 22(2), pages 301-315.
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  1331. Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2014. "Robust tests for a linear trend with an application to equity indices," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 168-185.
  1332. Tony Wirjanto, 2004. "Exploring consumption-based asset pricing model with stochastic-trend forcing processes," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1591-1597.
  1333. Shahbaz, Muhammad & Chaudhary, A. R. & Ozturk, Ilhan, 2016. "Does urbanization cause increasing energy demand in Pakistan? Empirical evidence from STIRPAT model," MPRA Paper 70313, University Library of Munich, Germany, revised 19 Mar 2016.
  1334. Costas Karfakis, 2012. "Credit and Business Cycles in Greece: Is there any relationship?," Discussion Paper Series 2012_08, Department of Economics, University of Macedonia, revised Aug 2012.
  1335. PERRON, Pierre & RODRIGUEZ, Gabriel, 1998. "GLS Detrending, Efficient Unit Root Tests and Structural Change," Cahiers de recherche 9809, Universite de Montreal, Departement de sciences economiques.
  1336. Toshihiro Ihori, 2015. "Flexibility of Deficit Ceiling and Income Fluctuation," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 11(2), pages 231-246, March.
  1337. Kyongwook Choi & Eric Zivot, 2003. "Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation," EERI Research Paper Series EERI_RP_2003_02, Economics and Econometrics Research Institute (EERI), Brussels.
  1338. Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira, 2009. "Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain," CIRJE F-Series CIRJE-F-665, CIRJE, Faculty of Economics, University of Tokyo.
  1339. Wilson Corrêa & Sidney Caetano, 2013. "Monetary policy and transmission mechanism in Brazil: an empirical model," Empirical Economics, Springer, vol. 45(1), pages 115-135, August.
  1340. Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
  1341. Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis, 2014. "On the changes in the sustainability of European external debt: what have we learned," Bank of Estonia Working Papers wp2014-3, Bank of Estonia, revised 10 Oct 2014.
  1342. Ahad, Muhammad, 2016. "Nexus Between Income Inequality, Crime, Inflation and Poverty: New Evidence from Structural Breaks for Pakistan," MPRA Paper 72429, University Library of Munich, Germany, revised 2016.
  1343. Nikolaos Kourogenis & Phoebe Koundouri, "undated". "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
  1344. J.W. Fedderke & I. Lourenco & F. Gwenhamo, 2011. "Alternative indices of political freedoms, property rights, and political instability for Zambia," Working Papers 207, Economic Research Southern Africa.
  1345. Rahman, Sajjadur, 2016. "Another perspective on gasoline price responses to crude oil price changes," Energy Economics, Elsevier, vol. 55(C), pages 10-18.
  1346. Vadim Kufenko & Niels Geiger, 2016. "Business cycles in the economy and in economics: an econometric analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 107(1), pages 43-69, April.
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  1349. Claude Diebolt & Antoine Parent, 2006. "Were there Anomalies in the Sterling-Franc Exchange Rate Regulation during the Mid-19th Century?," Working Papers 06-08, Association Française de Cliométrie (AFC).
  1350. Shahbaz, Muhammad, 2012. "Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2325-2339.
  1351. Hasan Vergil & M. Erdem Ozgur, 2013. "American Growth and Napoleonic Wars," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 649-666, September.
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  1357. Łukasz Goczek & Dagmara Mycielska, 2016. "Euro Dominance Hypothesis and Monetary Policy Independence - the Czech Perspective," Prague Economic Papers, University of Economics, Prague, vol. 2016(6), pages 655-670.
  1358. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
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    [The random walk model with autoregressive errors]
    ," MPRA Paper 33312, University Library of Munich, Germany.
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  1391. Al-Shboul, Mohammad & Anwar, Sajid, 2016. "Fractional integration in daily stock market indices at Jordan's Amman stock exchange," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 16-37.
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  1396. Macri, Joseph & Sinha, Dipendra, 2007. "Does Black’s Hypothesis for Output Variability Hold for Mexico?," MPRA Paper 4021, University Library of Munich, Germany.
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  1399. Gazi Mainul Hassan & Mohammed S. Bhuyan, 2013. "Growth Effects of Remittances:Is there a U-Shaped Relationship?," Working Papers in Economics 13/16, University of Waikato, Department of Economics.
  1400. Chen, Pei-Fen & Chien, Mei-Se & Lee, Chien-Chiang, 2011. "Dynamic modeling of regional house price diffusion in Taiwan," Journal of Housing Economics, Elsevier, vol. 20(4), pages 315-332.
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  1412. 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.
  1413. Jean-Pascal Guironnet & Magali Jaoul-Grammare, 2007. "Educational Mismatches, Wages and Economic Growth: A Causal Analysis for the French Case since 1980," Working Papers 07-03, LAMETA, Universtiy of Montpellier, revised Apr 2007.
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  1416. Takashi Matsuki, 2016. "Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach," Empirical Economics, Springer, vol. 51(2), pages 591-619, September.
  1417. Haluk Erlat, 2003. "The Nature of Persistence in Turkish Real Exchange Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 39(2), pages 70-97, March.
  1418. Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014. "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper 60398, University Library of Munich, Germany.
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  1421. Luciana Cavalcante de Assis & Joilson Dias, 2004. "Política Fiscal, Nível Tecnológico E Crescimento Econômico No Brasil: Teoria E Evidência Empírica," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 050, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
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  1426. Firouz Fallahi, 2012. "The unemployment rate, unemployment volatility, and crime," International Journal of Social Economics, Emerald Group Publishing, vol. 39(6), pages 440-448, May.
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  1432. Miranda, Jorge, 2012. "Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio
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  1441. Vicente Germán-Soto & Cesáreo Gámez Garza, 2017. "El ciclo económico de la productividad y su relación con el ciclo político en México, 1993.1 - 2014.4," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 32(1), pages 65-94.
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  1444. Lee, Chien-Chiang & Chang, Chun-Ping, 2009. "Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries," Economic Modelling, Elsevier, vol. 26(6), pages 1375-1381, November.
  1445. Alimi, R. Santos, 2014. "Inflation and Financial Sector Performance: The Case Of Nigeria," MPRA Paper 57180, University Library of Munich, Germany.
  1446. Jing Xu & Min Zhou & Hailong Li, 2016. "ARDL-based research on the nexus among FDI, environmental regulation, and energy consumption in Shanghai (China)," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 84(1), pages 551-564, October.
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  1448. Galina Boeva & Roland Vaubel, 2012. "Did the Bundesbank Target Monetary Expansion or Inflation? Evidence from Monetary Base Growth," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(III), pages 439-447, September.
  1449. Evan Lau & Tuck Cheong Tang, 2009. "Twin deficits in Cambodia: Are there Reasons for Concern? An Empirical Study," Monash Economics Working Papers 11-09, Monash University, Department of Economics.
  1450. Landon-Lane, John & Rockoff, Hugh, 2007. "The origin and diffusion of shocks to regional interest rates in the United States, 1880-2002," Explorations in Economic History, Elsevier, vol. 44(3), pages 487-500, July.
  1451. Öge Güney, Pelin & Hasanov, Mübariz, 2014. "Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests," Economic Modelling, Elsevier, vol. 36(C), pages 120-129.
  1452. Ludwig, Alexander, 2014. "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 125-146.
  1453. Kollias, Christos & Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2013. "Crime and the effectiveness of public order spending in Greece: Policy implications of some persistent findings," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 121-133.
  1454. Nicholas Apergis & Dan Constantin Dănuleţiu, 2013. "Public deficit, public debt, corruption and economic freedom: some empirical evidence from Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(48), pages 3-22, June.
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  1456. Costas Karfakis, 2011. "On money and output in the euro area: Is money redundant?," Discussion Paper Series 2011_01, Department of Economics, University of Macedonia, revised Jan 2011.
  1457. Kayhan, Selim & Adiguzel, Uğur & Bayat, Tayfur & Lebe, Fuat, 2010. "Causality Relationship between Real GDP and Electricity Consumption in Romania (2001-2010)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 169-183, December.
  1458. Cushman, David O. & Michael, Nils, 2011. "Nonlinear trends in real exchange rates: A panel unit root test approach," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1619-1637.
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  1461. Boubaker, Sabri & Jouini, Jamel & Lahiani, Amine, 2016. "Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 14-28.
  1462. Ali Acaravci & Sinan Erdogan & Guray Akalin, 2015. "The Electricity Consumption, Real Income, Trade Openness and Foreign Direct Investment: The Empirical Evidence from Turkey," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1050-1057.
  1463. Adom, Philip Kofi, 2016. "The transition between energy efficient and energy inefficient states in Cameroon," Energy Economics, Elsevier, vol. 54(C), pages 248-262.
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  1465. Soytas, Ugur & Sari, Ramazan, 2006. "Energy consumption and income in G-7 countries," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 739-750, October.
  1466. Granville, Brigitte & Mallick, Sushanta, 2006. "Does inflation or currency depreciation drive monetary policy in Russia?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 163-179, June.
  1467. Ghassan, Hassan B. & ElHafidi, Miloud, 1999. "Tests de G-causalité et spécification d’un modèle économétrique: Application sur un panel sectoriel marocain
    [G-causality tests and specification of an econometric model: Evidence form Sectoral Mor
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  1468. Senay, Acikgöz & Ali, Mohamed Sami Ben & Mert, Merter, 2017. "Sources of economic growth in MENA countries: A Harrod-neutral technological progress identification framework," Economics Discussion Papers 2017-4, Kiel Institute for the World Economy (IfW).
  1469. Masakatsu Okubo, 2011. "The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data," Economica, London School of Economics and Political Science, vol. 78(310), pages 367-390, 04.
  1470. David O. Cushman, 2012. "Mankiw vs. DeLong and Krugman on the CEA's Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?," Econ Journal Watch, Econ Journal Watch, vol. 9(3), pages 309-349, September.
  1471. Elliott, Graham & Muller, Ulrich K., 2006. "Minimizing the impact of the initial condition on testing for unit roots," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 285-310.
  1472. Kling, Gerhard & Gao, Lei, 2008. "Chinese institutional investors' sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 374-387, October.
  1473. Tansel, Aysit & Ozdemir, Zeynel Abidin & Aksoy, Emre, 2016. "Does the Unemployment Invariance Hypothesis Hold for Canada?," IZA Discussion Papers 10178, Institute for the Study of Labor (IZA).
  1474. Athanasia Gavala & Nikolay Gospodinov & Deming Jiang, 2006. "Forecasting volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 381-400.
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  1476. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
  1477. Fiodendji, Komlan, 2011. "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," MPRA Paper 27942, University Library of Munich, Germany.
  1478. Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi, 2013. "The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE," MPRA Paper 48007, University Library of Munich, Germany, revised 03 Jul 2013.
  1479. Divino, José Angelo, 2009. "Monetary Policy Rules Across OECD Countries," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 63(1), March.
  1480. Hirnissa, M.T & Habibullah, M.S., 2008. "Finance and other services sectors in Peninsular Malaysia, Sabah and Sarawak: Testing for stochastic convergence," MPRA Paper 12108, University Library of Munich, Germany.
  1481. Tahir Mukhtar & Aliya H. Khan, 2011. "The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 401-421.
  1482. Tim Buyse & Freddy Heylen & Ruben Schoonackers, 2015. "On The Role Of Public Policies And Wage Formation For Private Investment In R&D: A Long-Run Panel Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/911, Ghent University, Faculty of Economics and Business Administration.
  1483. Byrne, Joseph P. & Fiess, Norbert & MacDonald, Ronald, 2011. "The global dimension to fiscal sustainability," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 137-150, June.
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  1489. John L. Turner, 2004. "Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 513-539.
  1490. James Morley & Irina B. Panovska & Tara M. Sinclair, 2013. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41A, School of Economics, The University of New South Wales.
  1491. Paulo M.M. Rodrigues & Antonio Rubia, 2011. "A Class of Robust Tests in Augmented Predictive Regressions," Working Papers w201126, Banco de Portugal, Economics and Research Department.
  1492. Patrick Marsh, "undated". "Saddlepoint Approximations for Optimal Unit Root Tests," Discussion Papers 09/31, Department of Economics, University of York.
  1493. Christoph Hanck, 2009. "For which countries did PPP hold? A multiple testing approach," Empirical Economics, Springer, vol. 37(1), pages 93-103, September.
  1494. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2009. "Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests," Regional Studies, Taylor & Francis Journals, vol. 43(1), pages 63-76.
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  1496. Syed Abul Basher & Elsayed Mousa Elsamadisy, 2012. "Country heterogeneity and long-run determinants of inflation in the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 36(2), pages 170-203, 06.
  1497. Argyropoulos Efthymios & Tzavalis Elias, 2015. "Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 49-70, February.
  1498. Jan Gottschalk & Willem Van Zandweghe, 2003. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 55-81, March.
  1499. Rodolfo Cermeño Bazán & María Roa García & Claudio González Vega, 2012. "Financial Development and Growth Volatility: Time Series Evidence for Mexico and The United States," Working papers DTE 544, CIDE, División de Economía.
  1500. Chen, Wei & Huang, Zhuo & Yi, Yanping, 2015. "Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?," Economic Modelling, Elsevier, vol. 50(C), pages 64-71.
  1501. Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2016. "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working papers 2016-19, University of Connecticut, Department of Economics.
  1502. Elliott, Graham & Jansson, Michael & Pesavento, Elena, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series qt2bv7n071, Department of Economics, UC San Diego.
  1503. Olta Manjani, "undated". "Estimating the Determinants of Financial Euroization in Albania," IHEID Working Papers 07-2015, Economics Section, The Graduate Institute of International Studies.
  1504. Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
  1505. Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015. "Modelling long-run equilibrium exchange rate in Botswana," Working Papers 18978, University of South Africa, Department of Economics.
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  1507. Richard Fu & Marco Pagani, 2012. "On the cointegration of international stock indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 463-480, April.
  1508. Amaefula C. G, 2016. "The Effects of Inflation and its Risk on Interest Rate: An Empirical Evidence from Nigeria," Economy, Asian Online Journal Publishing Group, vol. 3(2), pages 74-78, September.
  1509. Wu, Jyh-Lin & Lee, Chingnun & Wang, Tzu-Wei, 2011. "A re-examination on dissecting the purchasing power parity puzzle," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 572-586, April.
  1510. Samih Antoine Azar, 2014. "Foreign Reserve Accretion and Money Supply Creation: Lebanon¡¯s Experience under an Adjustable Peg," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 86-95, July.
  1511. Veronika Å uliková & Marianna SiniÄ Ã¡ková & Denis Horváth, 2014. "Twin Deficits in Small Open Baltic Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 227-239, March.
  1512. Ito, Mikio & Maeda, Kiyotaka & Noda, Akihiko, 2016. "Market efficiency and government interventions in prewar Japanese rice futures markets," Financial History Review, Cambridge University Press, vol. 23(03), pages 325-346, December.
  1513. Bhalotra, Sonia R. & Chakravarty, Abhishek & Gulesci, Selim, 2016. "The Price of Gold: Dowry and Death in India," IZA Discussion Papers 9679, Institute for the Study of Labor (IZA).
  1514. Luis Alberiko Gil-Alana & Pedro Garcia-del-Barrio, 2006. "New Revelations about Unemployment Persistence in Spain," Faculty Working Papers 10/06, School of Economics and Business Administration, University of Navarra.
  1515. Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014. "Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 197-212.
  1516. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
  1517. Muhammad Azam & Muhammad Haseeb & Aznita Binti Samsi & Jimoh Olajide Raji, 2016. "Stock Market Development and Economic Growth: Evidences from Asia-4 Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1200-1208.
  1518. pakos, michal, 2011. "Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods," MPRA Paper 32453, University Library of Munich, Germany.
  1519. Ahad, Muhammad, 2015. "Financial Development and Money Demand Function: Cointegration, Causality and Variance Decomposition Analysis for Pakistan," MPRA Paper 70033, University Library of Munich, Germany.
  1520. Márquez, Elena & Martínez-Cañete, Ana R. & Pérez-Soba, Inés, 2013. "Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK," Economic Modelling, Elsevier, vol. 33(C), pages 357-366.
  1521. Ikeno, Hidehiro, 2014. "Long-run analysis on convergence of Japanese local price levels: A pairwise approach," Economic Modelling, Elsevier, vol. 42(C), pages 390-397.
  1522. Ibrahim Worku, 2011. "Road Sector Development and Economic Growth in Ethiopia," Working Papers 004, Ethiopian Development Research Institute.
  1523. Panagiotis T. Konstantinou, 2005. "The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(3), pages 70-91, May.
  1524. Dutta, Dilip & Yang, Yibai, 2012. "Endogenous time preference: evidence from Australian households' behaviour," Working Papers 2012-07, University of Sydney, School of Economics.
  1525. Miguel Carvalho & Paulo Júlio, 2012. "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
  1526. James Davidson & Andrea Monticini, 2007. "Tests for Cointegration with Structural Breaks Based on Subsamples," Discussion Papers 0704, Exeter University, Department of Economics.
  1527. Steven Cook, 2003. "The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 393-395.
  1528. Paolo Zagaglia, 2006. "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, AccessEcon, vol. 5(14), pages 1-11.
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  1530. Faridul, Islam & Mohammad, Iqbal Tahir & Muhammad, Shahbaz, 2012. "Income terms of trade and trade balance: the long run evidence from Bangladesh," MPRA Paper 38384, University Library of Munich, Germany, revised 24 Apr 2012.
  1531. Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017. "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, vol. 61(C), pages 72-86.
  1532. Fossati, Sebastian, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.
  1533. Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016. "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, vol. 16(C), pages 275-282.
  1534. Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan, 2010. "Consumption Fluctuations and Welfare: Evidence from China," World Development, Elsevier, vol. 38(9), pages 1315-1327, September.
  1535. Juan Jiménez-Martin & M. Robles-Fernandez, 2010. "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, vol. 21(5), pages 679-704, November.
  1536. Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010. "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 113-122, June.
  1537. Saadet Kasman & Adnan Kasman & Duygu Ayhan, 2010. "Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 53-65, March.
  1538. Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics, Finance and Accounting Department Working Paper Series n1640306, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  1539. Shahbaz, Muhammad, 2013. "Linkages between inflation, economic growth and terrorism in Pakistan," Economic Modelling, Elsevier, vol. 32(C), pages 496-506.
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  1541. Maurice Kugler & Reza Ofoghi, 2005. "Does Insurance Promote Economic Growth? Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 8, Money Macro and Finance Research Group.
  1542. Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
  1543. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2013. "Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics," Journal of Econometrics, Elsevier, vol. 177(2), pages 265-284.
  1544. Hari S. Luitel & Gerry J. Mahar, 2016. "Algebra of Integrated Time Series: Evidence from Unit Root Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 199-209, May.
  1545. Lo, Melody & Sunny Wong, M.C., 2006. "What explains the deviations of purchasing power parity across countries? International evidence from macro data," Economics Letters, Elsevier, vol. 91(2), pages 229-235, May.
  1546. Wu, Jyh-Lin & Chen, Pei-Fen, 2008. "A revisit on dissecting the PPP puzzle: Evidence from a nonlinear approach," Economic Modelling, Elsevier, vol. 25(4), pages 684-695, July.
  1547. della Paolera, Gerardo & Taylor, Alan M., 2002. "Internal versus external convertibility and emerging-market crises: lessons from Argentine history," Explorations in Economic History, Elsevier, vol. 39(4), pages 357-389, October.
  1548. Stuart Wilson, 2006. "Factor accumulation in Canada before the Great Depression: investment and immigration dynamics," Empirical Economics, Springer, vol. 31(1), pages 261-275, March.
  1549. Cook, Steven, 2007. "A threshold cointegration test with increased power," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 73(6), pages 386-392.
  1550. 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.
  1551. Jorge Selaive C. & Valentín Délano T., 2006. "Sovereign Spreads: A Factorial Approach," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(1), pages 49-67, April.
  1552. Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria, 2004. "Structural breaks and their trace in the memory: Inflation rate series in the long-run," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 117-134, April.
  1553. repec:agr:journl:v:4(605):y:2015:i:4(605):p:133-144 is not listed on IDEAS
  1554. Aktürk, Halit, 2016. "Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 230-246.
  1555. Yunus, Nafeesa & Swanson, Peggy E., 2012. "Changing integration of EMU public property markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 194-208.
  1556. repec:eme:jespps:v:33:y:2006:i:1:p:12-29 is not listed on IDEAS
  1557. Chambers, Marcus J, 2016. "The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests," Economics Discussion Papers 16062, University of Essex, Department of Economics.
  1558. Frappa, Sebastien & Murez, Michèle & Montornès, Jérémi & Barbier de la Serre, Anne, 2008. "Bank interest rates pass-through: new evidence from French panel data," MPRA Paper 26709, University Library of Munich, Germany.
  1559. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
  1560. Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao, 2013. "The dynamic interactions among the stock, bond and insurance markets," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 28-52.
  1561. Rahman, Mohammad Mafizur & Mamun, Shamsul Arifeen Khan, 2016. "Energy use, international trade and economic growth nexus in Australia: New evidence from an extended growth model," Renewable and Sustainable Energy Reviews, Elsevier, vol. 64(C), pages 806-816.
  1562. Solarin, Sakiru Adebola & Ozturk, Ilhan, 2015. "On the causal dynamics between hydroelectricity consumption and economic growth in Latin America countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1857-1868.
  1563. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.
  1564. Concetta Castiglione, 2011. "Verdoorn-Kaldor’s Law: an empirical analysis with time series data in the United States," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 1(3), pages 1-8.
  1565. Harvey, David I. & Leybourne, Stephen J., 2015. "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Journal of Econometrics, Elsevier, vol. 184(2), pages 262-279.
  1566. Serletis, Apostolos & Istiak, Khandokar, 2017. "Financial intermediary leverage spillovers," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 1000-1007.
  1567. Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016. "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, vol. 51(4), pages 1399-1414, December.
  1568. Bailey, Natalia & Giraitis, Liudas, 2016. "Spectral approach to parameter-free unit root testing," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 4-16.
  1569. Forchini, Giovanni, 2005. "Optimal weighted average power similar tests for the covariance structure in the linear regression model," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February.
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  1571. Apergis, Nicholas & Ewing, Bradley T. & Payne, James E., 2016. "A time series analysis of oil production, rig count and crude oil price: Evidence from six U.S. oil producing regions," Energy, Elsevier, vol. 97(C), pages 339-349.
  1572. Li, Zheng & Rose, John M. & Hensher, David A., 2010. "Forecasting automobile petrol demand in Australia: An evaluation of empirical models," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(1), pages 16-38, January.
  1573. Auffhammer, Maximilian, 2005. "The Rationality of EIA Forecasts under Symmetric and Asymmetric Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2ts415ts, Department of Agricultural & Resource Economics, UC Berkeley.
  1574. Abosedra, Salah & Shahbaz, Muhammad & Nawaz, Kishwar, 2015. "Modeling Causality between Financial Deepening and Poverty Reduction in Egypt," MPRA Paper 67166, University Library of Munich, Germany, revised 09 Oct 2015.
  1575. Penelope Smith, 2006. "Bayesian Inference for a Threshold Autoregression with a Unit Root," Melbourne Institute Working Paper Series wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  1576. Congregado, Emilio & Golpe, Antonio A. & Carmona, Mónica, 2012. "Looking for hysteresis in coal consumption in the US," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 3339-3343.
  1577. Saikkonen, Pentti & Luukkonen, Ritva, 1997. "Testing cointegration in infinite order vector autoregressive processes," Journal of Econometrics, Elsevier, vol. 81(1), pages 93-126, November.
  1578. Karanasos, M. & Sekioua, S.H. & Zeng, N., 2006. "On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data," Economics Letters, Elsevier, vol. 90(2), pages 163-169, February.
  1579. Angelique G. Nindi & N. M. Odhiambo, 2015. "Poverty and Economic Growth in Swaziland: An Empirical Investigation," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(1 (Spring), pages 59-74.
  1580. Yabo Zhao & Shaojian Wang, 2015. "The Relationship between Urbanization, Economic Growth and Energy Consumption in China: An Econometric Perspective Analysis," Sustainability, MDPI, Open Access Journal, vol. 7(5), pages 1-19, May.
  1581. Fabio Gaetano Santeramo, 2015. "Price Transmission in the European Tomatoes and Cauliflowers Sectors," Agribusiness, John Wiley & Sons, Ltd., vol. 31(3), pages 399-413, 06.
  1582. Gawon Yoon, 2003. "The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 627-631.
  1583. Carlos Usabiaga & Diego Romero-Ávila, 2012. "New Disaggregate Evidence on Spanish Inflation Persistence," EcoMod2012 3800, EcoMod.
  1584. Joanna Olbryœ, 2014. "Is illiquidity risk priced? The case of the Polish medium-size emerging stock market," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 45(6), pages 513-536.
  1585. Belbute, José & Caleiro, António, 2010. "Cross Country Evidence on Consumption Persistence," MPRA Paper 22008, University Library of Munich, Germany.
  1586. Wang, Kuan-Min & Lee, Yuan-Ming, 2011. "The yen for gold," Resources Policy, Elsevier, vol. 36(1), pages 39-48, March.
  1587. Alimi, R. Santos, 2015. "Estimating Consumption function under Permanent Income Hypothesis: A comparison between Nigeria and South Africa," MPRA Paper 65787, University Library of Munich, Germany.
  1588. Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia, 2014. "Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals," Carleton Economic Papers 14-02, Carleton University, Department of Economics.
  1589. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers) 575, Bank of Italy, Economic Research and International Relations Area.
  1590. Lee, Cheng-Feng & Tsong, Ching-Chuan, 2009. "Bootstrapping covariate stationarity tests for inflation rates," Economic Modelling, Elsevier, vol. 26(6), pages 1443-1448, November.
  1591. Elaheh Asadi Mehmandosti & Fatemeh Bazazan & Mir Hossein Mousavi, 2016. "Uncertainty of Oil Proved Reserves and Economic Growth in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 374-380.
  1592. Chi, Junwook & Baek, Jungho, 2013. "Dynamic relationship between air transport demand and economic growth in the United States: A new look," Transport Policy, Elsevier, vol. 29(C), pages 257-260.
  1593. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015. "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers 1512, BBVA Bank, Economic Research Department.
  1594. Robert A. Amano & Tony S. Wirjanto, 1998. "Government Expenditures and the Permanent-Income Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 719-730, July.
  1595. Themba G. Chirwa, 2016. "Electricity Revenue and Tariff Growth in Malawi," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 183-194.
  1596. Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007. "Is Mercosur an optimum currency area?," MPRA Paper 2758, University Library of Munich, Germany.
  1597. Charles Engel, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," NBER Working Papers 17116, National Bureau of Economic Research, Inc.
  1598. Darne, Olivier & Diebolt, Claude, 2004. "Unit roots and infrequent large shocks: new international evidence on output," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
  1599. David Havrlant & Roman Hušek, 2011. "Models of Factors Driving the Czech Export," Prague Economic Papers, University of Economics, Prague, vol. 2011(3), pages 195-215.
  1600. Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Economics Bulletin, AccessEcon, vol. 29(1), pages 162-168.
  1601. Mark J. Holmes & Arthur Grimes, 2005. "Is there long-run convergence of regional house prices in the UK?," Working Papers 05_11, Motu Economic and Public Policy Research.
  1602. Casalin, Fabrizio, 2016. "Size and power of tests based on Permanent-Transitory Component Models," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 142-153.
  1603. Murat Duran & Doruk Kucuksarac, 2012. "Are Swap and Bond Markets Alternatives to Each Other in Turkey?," Working Papers 1223, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  1604. Mylonidis, Nikolaos & Kollias, Christos, 2010. "Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2056-2064, September.
  1605. A. Oznur Umit & H. Isil Alkan, 2016. "The Effects of Foreign Direct Investments and Economic Growth on Employment and Female Employment: A Time Series Analysis With Structural Breaks For Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 9(3), pages 43-49, December.
  1606. Alejandro C. García-Cintado & Diego Romero-Ávila & Carlos Usabiaga, 2016. "The economic integration of Spain: a change in the inflation pattern," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-41, December.
  1607. Ma, Wei & Li, Haiqi, 2016. "Time-varying saving–investment relationship and the Feldstein–Horioka puzzle," Economic Modelling, Elsevier, vol. 53(C), pages 166-178.
  1608. Banerjee, Anindya & Russell, Bill, 2005. "Inflation and measures of the markup," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 289-306, June.
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  1610. Nemati, Mehdi, 2016. "Relationship among Energy, Bioenergy, and Agricultural Commodity Prices: Re-Considering Structural Changes," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229793, Southern Agricultural Economics Association.
  1611. Angelos Kanas, 2009. "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 393-409, October.
  1612. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008. "Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices," Discussion Papers 08/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  1613. de Andrade, Joaquim Pinto & Divino, Jose Angelo, 2005. "Monetary policy of the Bank of Japan--inflation target versus exchange rate target," Japan and the World Economy, Elsevier, vol. 17(2), pages 189-208, April.
  1614. Ayat, Leila & Burridge, Peter, 2000. "Unit root tests in the presence of uncertainty about the non-stochastic trend," Journal of Econometrics, Elsevier, vol. 95(1), pages 71-96, March.
  1615. Miyao, Ryuzo, 2000. "The Role of Monetary Policy in Japan: A Break in the 1990s?," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 366-384, December.
  1616. Vasudeva Murthy, 2012. "A Time-Series Investigation of the U.S. Real Health Expenditure: Evidence from Nonlinear Unit Root Tests," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(4), pages 429-438, November.
  1617. Lizardo Radhames A. & Mollick Andre Varella, 2011. "The Impact of Chinese Purchases of U.S. Government Debt on the Treasury Yield Curve," Global Economy Journal, De Gruyter, vol. 11(4), pages 1-23, December.
  1618. Abu Wahid & Muhammad Shahbaz, 2009. "Does Nominal Devaluation Precede Real Devaluation? The Case of The Philippines," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(1), pages 47-61, May.
  1619. Vladimir Andrić & Milojko Arsić & Aleksandra Nojković, 2016. "Public Debt Sustainability In Serbia Before And During The Global Financial Crisis," Economic Annals, Faculty of Economics, University of Belgrade, vol. 61(210), pages 47-78, July - Se.
  1620. David O. Cushman, 2000. "The failure of the monetary exchange rate model for the Canadian-U.S. dollar," Canadian Journal of Economics, Canadian Economics Association, vol. 33(3), pages 591-603, August.
  1621. Weshah Razzak & Elmostafa Bentour, 2012. "Do Developing Countries Benefit from Foreign Direct Investments?," EERI Research Paper Series EERI_RP_2012_07, Economics and Econometrics Research Institute (EERI), Brussels.
  1622. 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.
  1623. Peter Sephton & Janelle Mann, 2013. "Threshold Cointegration: Model Selection with an Application," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 54-77.
  1624. Rehim Kılıç & Patrick McCarthy, 2012. "Long-run equilibrium and short-run dynamics between risk exposure and highway safety," Empirical Economics, Springer, vol. 42(3), pages 899-913, June.
  1625. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
  1626. Gagnon, Joseph E., 2009. "Currency crashes and bond yields in industrial countries," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 161-181, February.
  1627. Lopes, Artur Silva & Zsurkis, Gabriel Florin, 2017. "Are linear models really unuseful to describe business cycle data?," Economics Discussion Papers 2017-5, Kiel Institute for the World Economy (IfW).
  1628. De-Chih Liu, 2014. "Labor-Force Participation Rates and the Informational Value of Unemployment Rates in US: Evidence from Regional Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 116(2), pages 447-455, April.
  1629. Martín Palmero Pantoja, 2014. "Un modelo SVAR para la economía Boliviana," Investigación & Desarrollo 0514, Universidad Privada Boliviana, revised Jan 2014.
  1630. Maria Grydaki & Stilianos Fountas, 2010. "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series 2010_10, Department of Economics, University of Macedonia, revised Jul 2010.
  1631. Kline, Patrick, 2008. "Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry," Working Papers 43, Yale University, Department of Economics.
  1632. Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi, 2012. "How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 349-362.
  1633. Walter Bazan-Palomino & Gabriel Rodriguez, 2014. " The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru," Documentos de Trabajo / Working Papers 2014-384, Departamento de Economía - Pontificia Universidad Católica del Perú.
  1634. Halime Temel Nalın & Sevinç Güler, 2015. "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(55), pages 129-148, March.
  1635. Lee, Chien-Chiang & Chang, Chun-Ping, 2005. "Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan," Energy Economics, Elsevier, vol. 27(6), pages 857-872, November.
  1636. Cantner, Uwe & Graf, Holger & Herrmann, Johannes & Kalthaus, Martin, 2016. "Inventor networks in renewable energies: The influence of the policy mix in Germany," Research Policy, Elsevier, vol. 45(6), pages 1165-1184.
  1637. Li, Cheng, 2010. "Savings, investment, and capital mobility within China," China Economic Review, Elsevier, vol. 21(1), pages 14-23, March.
  1638. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015. "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers 12/2015, Navarra Center for International Development, University of Navarra.
  1639. Greasley, David & Hanley, Nick & McLaughlin, Eoin & Oxley, Les, 2014. "The Emperor Has New Clothes: Empirical Tests of Mainstream Theories of Economic Growth," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-01, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  1640. Nafeesa Yunus, 2009. "Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 383-411.
  1641. Zorica Mladenović & Kosta Josifidis & Slađana Srdić, 2013. "The Purchasing Power Parity in Emerging Europe: Empirical Results Based on Two-Break Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(2), pages 179-202, April.
  1642. Chen, Shyh-Wei & Shen, Chung-Hua, 2015. "Revisiting the Feldstein–Horioka puzzle with regime switching: New evidence from European countries," Economic Modelling, Elsevier, vol. 49(C), pages 260-269.
  1643. Cheung, Yin-Wong & Lai, Kon S., 1998. "Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 61-76, May.
  1644. Bruce E. Hansen, 2001. "The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 117-128, Fall.
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  1646. Ricardo Quineche & Gabriel Rodríguez, 2015. "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers 2015-404, Departamento de Economía - Pontificia Universidad Católica del Perú.
  1647. Wang, Shaoping & Wang, Peng & Yang, Jisheng & Li, Zinai, 2010. "A generalized nonlinear IV unit root test for panel data with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 157(1), pages 101-109, July.
  1648. Nicholas Odhiambo, 2009. "Interest Rate Liberalization and Economic Growth in Zambia: A Dynamic Linkage," African Development Review, African Development Bank, vol. 21(3), pages 541-557.
  1649. Nela Vlahinic & Pavle Jakovac, 2014. "Revisiting the Energy Consumption-Growth Nexus for Croatia: New Evidence from a Multivariate Framework Analysis," Contemporary Economics, University of Finance and Management in Warsaw, vol. 8(4), December.
  1650. Carstensen Kai & Hansen Gerd, 2004. "Inflationäre Schocks in Deutschland: Eine Common Trends Analyse / Inflationary Shocks in Germany: A Common Trends Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(3), pages 271-291, June.
  1651. Chi, Junwook & Baek, Jungho, 2012. "A dynamic demand analysis of the United States air-passenger service," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 755-761.
  1652. Fosten, Jack & Morley, Bruce & Taylor, Tim, 2012. "Dynamic misspecification in the environmental Kuznets curve: Evidence from CO2 and SO2 emissions in the United Kingdom," Ecological Economics, Elsevier, vol. 76(C), pages 25-33.
  1653. Chen, Shyh-Wei, 2011. "Current account deficits and sustainability: Evidence from the OECD countries," Economic Modelling, Elsevier, vol. 28(4), pages 1455-1464, July.
  1654. Jiranyakul, Komain, 2008. "Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market," MPRA Paper 55156, University Library of Munich, Germany.
  1655. Silvia Coderoni & Roberto Esposti, 2014. "Is There a Long-Term Relationship Between Agricultural GHG Emissions and Productivity Growth? A Dynamic Panel Data Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(2), pages 273-302, June.
  1656. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047.
  1657. 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.
  1658. Rapach, David E. & Weber, Christian E., 2004. "Are real interest rates really nonstationary? New evidence from tests with good size and power," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 409-430, September.
  1659. Yin-Wong Cheung, 2001. "Hong Kong Output Dynamics: An Empirical Analysis," CESifo Working Paper Series 482, CESifo Group Munich.
  1660. Shin, Dong Wan & So, Beong Soo, 2002. "Recursive mean adjustment and tests for nonstationarities," Economics Letters, Elsevier, vol. 75(2), pages 203-208, April.
  1661. Narayan, Paresh Kumar & Popp, Stephan, 2011. "An application of a new seasonal unit root test to inflation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 707-716, October.
  1662. Gong, Yunlong & Hu, Jinxing & Boelhouwer, Peter J., 2016. "Spatial interrelations of Chinese housing markets: Spatial causality, convergence and diffusion," Regional Science and Urban Economics, Elsevier, vol. 59(C), pages 103-117.
  1663. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
  1664. Luis Fernando Lanaspa Santolaria & Irene Olloqui Cuartero & Fernando Sanz Garcia, 2012. "Common Trends and Linkages in the US Manufacturing Sector, 1969–2000," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 36(5), pages 1093-1111, 09.
  1665. Aviral Tiwari & Amrit Chaudhari & K. Suresh, 2012. "Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(1), pages 3-11, September.
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  1668. María Virginia Mattheus & Alberto Martín Díaz Cafferata, 2011. "Co-movements in terms of trade volatility in land-abundant countries," Working Papers 07/11, Instituto Universitario de Análisis Económico y Social.
  1669. S. Thompson & Y. Bae & M. Kniepert, 2010. "Agricultural policy regime change assessment: Austrian accession to the European union," Empirical Economics, Springer, vol. 39(1), pages 291-302, August.
  1670. Tiwari, Aviral Kumar & Kyophilavong, Phouphet, 2014. "New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach," Economic Modelling, Elsevier, vol. 43(C), pages 38-41.
  1671. Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, vol. 37(2), pages 231-270, October.
  1672. Choi, In & Park, Daekeun, 2008. "Causal relation between interest and exchange rates in the Asian currency crisis," Japan and the World Economy, Elsevier, vol. 20(3), pages 435-452, August.
  1673. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society.
  1674. Murshed, Mansoob & Mamoon, Dawood, 2008. "The consequences of Not Loving thy neigbor as Thyself: Trade, democracy and military explainations behind India Pakistan rivalry," MPRA Paper 10429, University Library of Munich, Germany.
  1675. Nunzio Cappuccio & Diego Lubian, 2016. "Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-11, April.
  1676. Thomas Garrett & Russell Rhine, 2010. "Government growth and private contributions to charity," Public Choice, Springer, vol. 143(1), pages 103-120, April.
  1677. Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael, 2009. "Modelling risk in agricultural finance: Application to the poultry industry in Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1472-1487.
  1678. Carlos J. Rodriguez-Fuentes & Antonio Olivera-Herrera & David Padron-Marrero, 2004. "Monetary policy and inflation persistence in the Eurozone," ERSA conference papers ersa04p218, European Regional Science Association.
  1679. repec:prg:jnlpep:v:preprint:id:584:p:1-16 is not listed on IDEAS
  1680. Bakucs, Lajos Zoltán, 2005. "Kereskedelmi árrés és ártranszmisszió a magyar sertéshúspiacon
    [Commercial margins and price transmission on the Hungarian pigmeat market]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 648-663.
  1681. Sánchez, Ismael, 2000. "Spectral density estimators at frequency zero for nonstationarity tests in arma models," DES - Working Papers. Statistics and Econometrics. WS 10132, Universidad Carlos III de Madrid. Departamento de Estadística.
  1682. Mariana Conte Grand & Vanesa D´Elia, 2013. "Using the Box-Cox transformation to approximate the shape of the relationship between CO2 emissions and GDP: a note," CEMA Working Papers: Serie Documentos de Trabajo. 513, Universidad del CEMA.
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  1684. Westerlund, Joakim, 2015. "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, vol. 185(2), pages 453-467.
  1685. Ahmed, Khalid, 2015. "The sheer scale of China’s urban renewal and CO2 emissions: Multiple structural breaks, long-run relationship and short-run dynamics," MPRA Paper 71035, University Library of Munich, Germany.
  1686. repec:hal:journl:hal-00785395 is not listed on IDEAS
  1687. Shahbaz, Muhammad & Shabbir, Shahbaz Muhammad, 2011. "Is hike in inflation responsible for rise in terrorism in Pakistan?," MPRA Paper 31236, University Library of Munich, Germany, revised 29 May 2011.
  1688. Tronzano, Marco, 2015. "The Expectations Hypothesis of the Term Structure in Emerging Financial Markets: Some Evidence from Malaysia (1999-2015) - La struttura a termine dei tassi di interesse nei paesi emergenti: alcune evi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(4), pages 521-550.
  1689. Katsushi Imai & Raghav Gaiha & Ganesh Thapa, 2008. "Food and oil prices," The School of Economics Discussion Paper Series 0801, Economics, The University of Manchester.
  1690. Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016. "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, vol. 60(C), pages 168-175.
  1691. Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 95(2), pages 242-251, July.
  1692. Levent, Korap, 2007. "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper 21834, University Library of Munich, Germany.
  1693. Matos, Paulo & Beviláqua, Giovanni & Filho, Jaime, 2012. "Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(3), September.
  1694. Mei-Se Chien, 2013. "The Non-linear Ripple Effect of Housing Prices in Taiwan: A Smooth Transition Regressive Model," ERES eres2013_51, European Real Estate Society (ERES).
  1695. Chen, Shyh-Wei & Hsu, Chi-Sheng & Xie, Zixong, 2016. "Are there periodically collapsing bubbles in the stock markets? New international evidence," Economic Modelling, Elsevier, vol. 52(PB), pages 442-451.
  1696. Iglesias, Emma M., 2015. "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, vol. 37(1), pages 1-13.
  1697. Raul Crespo, 2005. "Total Factor Productivity: An Unobserved Components Approach," Bristol Economics Discussion Papers 05/579, Department of Economics, University of Bristol, UK.
  1698. repec:ebl:ecbull:v:3:y:2007:i:16:p:1-14 is not listed on IDEAS
  1699. José Noguera-Santaella, 2017. "Is Sub-Saharan Africa catching up?," Empirical Economics, Springer, vol. 52(2), pages 555-575, March.
  1700. Pawel Milobedzki, 2012. "The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 5-18.
  1701. Ben Kaabia, Monia & Gil, Jose Maria, 2005. "Asymetric Price Transmission in the Spanish Lamb Sector," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24631, European Association of Agricultural Economists.
  1702. Greg Tkacz, 2007. "Gold Prices and Inflation," Staff Working Papers 07-35, Bank of Canada.
  1703. Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES 2009_001, ULB -- Universite Libre de Bruxelles.
  1704. Bing Zhang & Xindan Li, 2010. "Currency appreciation and stock market performance: Evidence from China," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(3), pages 393-411, September.
  1705. Aldy, Joseph, 2005. "Per Capita Carbon Dioxide Emissions: Convergence or Divergence?," Discussion Papers dp-05-53, Resources For the Future.
  1706. Halicioglu, Ferda & Andrés, Antonio R. & Yamamura, Eiji, 2012. "Modeling crime in Japan," Economic Modelling, Elsevier, vol. 29(5), pages 1640-1645.
  1707. Solarin Sakiru Adebola & Jauhari Dahalan, 2012. "Capital Mobility: An Application of Savings-Investment Link for Tunisia," International Journal of Economics and Financial Issues, Econjournals, vol. 2(1), pages 1-11.
  1708. Mohammad Jaforullah, 2015. "International tourism and economic growth in New Zealand," Working Papers 1502, University of Otago, Department of Economics, revised Apr 2015.
  1709. Angelos Kanas, 2014. "Uncovering a positive risk-return relation: the role of implied volatility index," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 159-170, January.
  1710. Lai, Kon S., 2008. "The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 140-155, February.
  1711. Melecky, M, 2007. "Currency Preferences in a Tri-Polar Model of Foreign Exchange," MPRA Paper 4186, University Library of Munich, Germany.
  1712. Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014. "Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission," Working Paper Series in Economics and Institutions of Innovation 364, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  1713. Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 249-272, April.
  1714. Angelos Kanas, 2013. "The risk-return relation and VIX: evidence from the S&P 500," Empirical Economics, Springer, vol. 44(3), pages 1291-1314, June.
  1715. Balcilar, Mehmet & Hammoudeh, Shawkat & Asaba, Nwin-Anefo Fru, 2015. "A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 72-89.
  1716. Diamandis, Panayiotis F. & Kouretas, Georgios P. & Zarangas, Leonidas, 2007. "Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries," Research in International Business and Finance, Elsevier, vol. 21(2), pages 238-259, June.
  1717. Nikolaos Giannellis & Minoas Koukouritakis, 2016. "Eurozone's Leader and its Followers: Are their Markets Integrated Enough?," Working Papers 1607, University of Crete, Department of Economics.
  1718. Carstensen, Kai, 2004. "Is European Money Demand Still Stable?," Kiel Working Papers 1179, Kiel Institute for the World Economy (IfW).
  1719. Dogan, Eyup, 2016. "Are shocks to electricity consumption transitory or permanent? Sub-national evidence from Turkey," Utilities Policy, Elsevier, vol. 41(C), pages 77-84.
  1720. Gheorghe Zaman & Zizi Goschin, 2014. "Economic Crisis and Wage Divergence: Empirical Evidence from Romania," Prague Economic Papers, University of Economics, Prague, vol. 2014(4), pages 493-513.
  1721. Chumacero, Romulo A. & Fuentes, J. Rodrigo, 2006. "Chilean growth dynamics," Economic Modelling, Elsevier, vol. 23(2), pages 197-214, March.
  1722. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
  1723. Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011. "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers 03/2011, Navarra Center for International Development, University of Navarra.
  1724. Mohsen Bahmani-Oskooee & Su Zhou & Ali Kutan, 2007. "A Century of Purchasing Power Parity: Further Evidence," Economics Bulletin, AccessEcon, vol. 6(31), pages 1-9.
  1725. Wei-han Liu & Zhefang Zhou, 2009. "Inflation-hedging Behavior of a Securitized Real Estate Market," International Real Estate Review, Asian Real Estate Society, vol. 12(3), pages 221-251.
  1726. Liu, Yaobin, 2009. "Exploring the relationship between urbanization and energy consumption in China using ARDL (autoregressive distributed lag) and FDM (factor decomposition model)," Energy, Elsevier, vol. 34(11), pages 1846-1854.
  1727. Esteve, Vicente & Tamarit, Cecilio, 2012. "Is there an environmental Kuznets curve for Spain? Fresh evidence from old data," Economic Modelling, Elsevier, vol. 29(6), pages 2696-2703.
  1728. Magali Jaoul-Grammare & Faustine Perrin, 2016. "Economic and Demographic Interactions in Post World War France: A Gendered Approach," Working Papers 10-16, Association Française de Cliométrie (AFC).
  1729. Burnett, J. Wesley & Bergstrom, John C. & Wetzstein, Michael E., 2013. "Carbon dioxide emissions and economic growth in the U.S," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 1014-1028.
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  1731. Lyócsa, Štefan & Baumöhl, Eduard, 2012. "Testing the covariance stationarity of CEE stocks," MPRA Paper 43432, University Library of Munich, Germany.
  1732. McMillan, David G., 2007. "Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 787-804, March.
  1733. Holmes, Mark J. & Maghrebi, Nabil, 2008. "Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 958-970, October.
  1734. Taipalus, Katja, 2012. "Signaling asset price bubbles with time-series methods," Research Discussion Papers 7/2012, Bank of Finland.
  1735. Mark J. Holmes, 2005. "New evidence on long-run output convergence among Latin American countries," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 299-319, November.
  1736. Carlos de Resende, 2007. "Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence," Staff Working Papers 07-36, Bank of Canada.
  1737. L. Leoncini & F. Rentocchini, 2010. "Counteracting cocaine production. An analysis based on a novel dataset," Working Papers 693, Dipartimento Scienze Economiche, Universita' di Bologna.
  1738. Adeniyi, Oluwatosin & Oyinlola, Abimbola & Omisakin, Olusegun & Egwaikhide, Festus O., 2015. "Financial development and economic growth in Nigeria: Evidence from threshold modelling," Economic Analysis and Policy, Elsevier, vol. 47(C), pages 11-21.
  1739. Roseli da Silva & Rodrigo Takeuchi, 2008. "Uma análise empírica de eficiência relativa nos mercados futuro e à vista de açúcar," Working Papers 08_06, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  1740. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "How strong is the linkage between tourism and economic growth in Europe?," Economic Modelling, Elsevier, vol. 44(C), pages 142-155.
  1741. Fousekis, Panos & Katrakilidis, Constantinos & Trachanas, Emmanouil, 2016. "Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model," Economic Modelling, Elsevier, vol. 52(PB), pages 499-506.
  1742. Asane-Otoo, Emmanuel & Schneider, Jan, 2015. "Retail fuel price adjustment in Germany: A threshold cointegration approach," Energy Policy, Elsevier, vol. 78(C), pages 1-10.
  1743. Jose Angelo Divino & Michael McAleer, 2009. "Modelling the Growth and Volatility in Daily International Mass Tourism to Peru," Documentos de Trabajo del ICAE 0915, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  1744. Goschin Zizi & Sandu Steliana & Goschin Georgiana-Gloria, 2014. "New Trends In R&D Disparities Among Eu Countries. A Sigma Convergence Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 463-472, July.
  1745. Nyorekwa, Enock Twinoburyo & Odhiambo, Nicholas Mbaya, 2016. "Can monetary policy drive economic growth? empirical evidence from Tanzania," Working Papers 21122, University of South Africa, Department of Economics.
  1746. Mabel Cabezas B. & Jorge Selaive C. & Gonzalo Becerra M., 2004. "Determinants of Non-Mining Exports: A Regional Perspective," Working Papers Central Bank of Chile 296, Central Bank of Chile.
  1747. Michal Pakos, "undated". "Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables," GSIA Working Papers 2007-E29, Carnegie Mellon University, Tepper School of Business.
  1748. Imed DRINE & Christophe RAULT, 2009. "Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement : le cas du Maroc, des Philippines et de l’Uruguay," LEO Working Papers / DR LEO 135, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  1749. Effiong, Ekpeno L., 2016. "Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria," MPRA Paper 74336, University Library of Munich, Germany.
  1750. Arévalo, Jorge Luis Sánchez & Lima, Joao Ricardo Ferreira de & Araújo, Adriano Firmino V. de, 2013. "Determinantes de la Oferta de Exportación de Mango: estudio de caso para el Perú," Brazilian Journal of Rural Economy and Sociology (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 51.
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  1752. Shu-Chen Chang, 2008. "Asymmetric cointegration relationship among Asian exchange rates," Economic Change and Restructuring, Springer, vol. 41(2), pages 125-141, June.
  1753. Gupta, Kartick, 2017. "Are oil and gas firms more likely to engage in unethical practices than other firms?," Energy Policy, Elsevier, vol. 100(C), pages 101-112.
  1754. Joakim Westerlund & Jörg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
  1755. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
  1756. Andrés, Antonio R. & Halicioglu, Ferda & Yamamura, Eiji, 2011. "Socio-economic determinants of suicide in Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 723-731.
  1757. Ismael Sánchez, 2004. "Implementing unit roost tests in ARMA models of unknow order," Statistical Papers, Springer, vol. 45(2), pages 249-266, April.
  1758. Chowdhury, Khorshed, 2012. "Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 343-358.
  1759. Muhammad, Nasir & Muhammad, Shahbaz, 2011. "War on Terror: Do Military Measures Matter? Empirical Analysis of Post 9/11 Period in Pakistan," MPRA Paper 35635, University Library of Munich, Germany, revised 29 Dec 2011.
  1760. Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2014. "An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria?," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 819-835.
  1761. Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013. "Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 1(5), pages 59-73, May.
  1762. repec:ags:aessrd:198001 is not listed on IDEAS
  1763. William P. Osterberg, 2000. "New results on the rationality of survey measures of exchange-rate expectations," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 14-21.
  1764. Korhan Gokmenoglu, 2013. "Re-Examination Of Wagner’S Law For Oecd Countries," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 28-37, February.
  1765. Lena Malesevic-Perovic, 2009. "Cointegration Approach to Analysing Inflation in Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 201-218.
  1766. Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012. "Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
  1767. repec:kap:iaecre:v:11:y:2005:i:2:p:149-162 is not listed on IDEAS
  1768. Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004. "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics 0408003, EconWPA, revised 13 Aug 2004.
  1769. Vicente Esteve & Juan Sanchis-Llopis, 2005. "Estimating the substitutability between private and public consumption: the case of Spain, 1960-2003," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2327-2334.
  1770. B Ouattara, 2004. "Modelling the Long Run Determinants of Private Investment in Senegal," The School of Economics Discussion Paper Series 0413, Economics, The University of Manchester.
  1771. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers 0522, University of Crete, Department of Economics.
  1772. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, 01.
  1773. Njindan Iyke, Bernard, 2016. "Exchange Rate Undervaluation and Sectoral Performance of the South African Economy," MPRA Paper 70343, University Library of Munich, Germany.
  1774. Salah A. Nusair, 2006. "Real Interest Rate Parity: Evidence from Industrialized Countries," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 425-457, November.
  1775. Panigo, Demian & Féliz, Mariano & Perez, Pablo, 2004. "Macro and microeconomic persistence in regional unemployment. The case of Argentina," CEPREMAP Working Papers (Couverture Orange) 0403, CEPREMAP.
  1776. Giovanni Razzu & Carl Singleton, 2013. "Are Business Cycles Gender Neutral?," Economics & Management Discussion Papers em-dp2013-07, Henley Business School, Reading University.
  1777. Raihan, Selim & Abdullah, S M & Barkat, Aroni & Siddiqua, Salina, 2017. "Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach," MPRA Paper 77172, University Library of Munich, Germany.
  1778. Carla Massidda & Paolo Mattana, 2008. "Regional productivity and relative prices dynamics: the case of Italy," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(4), pages 945-966, December.
  1779. Emma Iglesias & Jean Marie Dufour, 2004. "Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors," Econometric Society 2004 North American Summer Meetings 161, Econometric Society.
  1780. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
  1781. Cuestas, Juan Carlos & Harrison, Barry, 2010. "Inflation persistence and nonlinearities in Central and Eastern European countries," Economics Letters, Elsevier, vol. 106(2), pages 81-83, February.
  1782. Baek, Jungho, 2010. "Inflation and Intramarket Price Variability: Empirical Evidence from U.S. Food Products," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 33(4), October.
  1783. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
  1784. Winkelmann, Liliana & Winkelmann, Rainer, 1998. "Tariffs, quotas and terms-of-trade: The case of New Zealand," Journal of International Economics, Elsevier, vol. 46(2), pages 313-332, December.
  1785. Gerardo della Paolera & Alan M. Taylor, 2000. "Internal Versus External Convertibility and Developing-Country Financial," Macroeconomics 0004002, EconWPA.
  1786. Makin, Anthony J. & Rohde, Nicholas, 2012. "Has Australia's floating exchange rate regime been optimal?," Economic Modelling, Elsevier, vol. 29(4), pages 1338-1343.
  1787. Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics 0309002, EconWPA.
  1788. McMillan, David G., 2009. "Are share prices still too high?," Research in International Business and Finance, Elsevier, vol. 23(3), pages 223-232, September.
  1789. Liu, De-Chih, 2014. "The link between unemployment and labor force participation rates in Japan: A regional perspective," Japan and the World Economy, Elsevier, vol. 30(C), pages 52-58.
  1790. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
  1791. Kaya, Huseyin, 2013. "Forecasting the yield curve and the role of macroeconomic information in Turkey," Economic Modelling, Elsevier, vol. 33(C), pages 1-7.
  1792. Simone Cuiabano & Jose Divino, 2010. "Exchange Rate Determination: An Application of a Monetary Model for Brazil," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(4), pages 345-357, November.
  1793. Angelos Kanas, 2014. "The impact of prompt corrective action on the default risk of the U.S. commercial banking sector," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 393-404, August.
  1794. Ben Cheikh, Nidhaleddine, 2013. "Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis," MPRA Paper 51162, University Library of Munich, Germany.
  1795. Yin-Wong Cheung & Eiji Fujii, 2008. "Deviations from the Law of One Price in Japan," CESifo Working Paper Series 2275, CESifo Group Munich.
  1796. Pierre Perron & Francisco Estrada & Benjamín Martínez-López, 2012. "Statistical evidence about human influence on the climate system," Boston University - Department of Economics - Working Papers Series WP2012-012, Boston University - Department of Economics.
  1797. Evan LAU & Nelson FU, 2011. "Financial And Current Account Interrelationship: An Empirical Test," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 34-42.
  1798. Fernandez, Viviana, 2012. "Trends in real commodity prices: How real is real?," Resources Policy, Elsevier, vol. 37(1), pages 30-47.
  1799. Ghoshray, A. & Perera, A., 2011. "The Model of Commodity Prices after Sir Arthur Lewis Revisited," Department of Economics Working Papers 32991, University of Bath, Department of Economics.
  1800. Vougas, Dimitrios V., 2007. "GLS detrending and unit root testing," Economics Letters, Elsevier, vol. 97(3), pages 222-229, December.
  1801. Shigeyuki Hamori & Takeshi Hoshikawa & Junya Masuda & Kunihiro Hanabusa, 2009. "Price and Wage Setting in Japan: An Empirical Investigation," Economics Bulletin, AccessEcon, vol. 29(1), pages 38-50.
  1802. Shahbaz, Muhammad & Jalil, Abdul & Islam, Faridul, 2010. "Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit," MPRA Paper 27631, University Library of Munich, Germany.
  1803. Bento Cerdeira, João Paulo, 2012. "The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis," MPRA Paper 41533, University Library of Munich, Germany.
  1804. Enache Cosmin, 2013. "Adverse Incentive Effects of the Unemployment Benefit Level in Romania," Scientific Annals of Economics and Business, De Gruyter Open, vol. 60(1), pages 54-66, July.
  1805. Coe, Patrick J. & Serletis, Apostolos, 2002. "Bounds tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 179-199, January.
  1806. Klotz, Philipp & Lin, Tsoyu Calvin & Hsu, Shih-Hsun, 2014. "Global commodity prices, economic activity and monetary policy: The relevance of China," Resources Policy, Elsevier, vol. 42(C), pages 1-9.
  1807. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay, 2006. "Linearity and stationarity of South Asian real exchange rates," MPRA Paper 517, University Library of Munich, Germany.
  1808. Alison Tarditi, 1996. "Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations," RBA Research Discussion Papers rdp9608, Reserve Bank of Australia.
  1809. Ekrem ERDEM & Ahmet KOSEOGLU & Ali Gokhan YUCEL, 2016. "Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(607), S), pages 17-26, Summer.
  1810. Pami Dua & Vineeta Sharma, 2013. "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers 224, Centre for Development Economics, Delhi School of Economics.
  1811. Valadkhani Abbas, 2005. "Sources of Iranian Labour Productivity," Review of Middle East Economics and Finance, De Gruyter, vol. 3(3), pages 32-47, December.
  1812. Charfeddine, Lanouar & Ajmi, Ahdi Noomen, 2013. "The Tunisian stock market index volatility: Long memory vs. switching regime," Emerging Markets Review, Elsevier, vol. 16(C), pages 170-182.
  1813. Kabundi, Alain & Loots, Elsabe, 2007. "Co-movement between South Africa and the Southern African Development Community: An empirical analysis," Economic Modelling, Elsevier, vol. 24(5), pages 737-748, September.
  1814. Dogrul, H. Günsel & Soytas, Ugur, 2010. "Relationship between oil prices, interest rate, and unemployment: Evidence from an emerging market," Energy Economics, Elsevier, vol. 32(6), pages 1523-1528, November.
  1815. Ploberger, Werner, 2004. "A complete class of tests when the likelihood is locally asymptotically quadratic," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 67-94.
  1816. Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
  1817. Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016. "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers 357, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies).
  1818. Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold, 2007. "Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market," Global Finance Journal, Elsevier, vol. 17(3), pages 403-418, March.
  1819. Manes, Eran & Schneider, Friedrich & Tchetchik, Anat, 2016. "On the Boundaries of the Shadow Economy: An Empirical Investigation," IZA Discussion Papers 10067, Institute for the Study of Labor (IZA).
  1820. Lee, Chien-Chiang & Chien, Mei-Se, 2010. "Dynamic modelling of energy consumption, capital stock, and real income in G-7 countries," Energy Economics, Elsevier, vol. 32(3), pages 564-581, May.
  1821. Shahbaz, Muhammad & Islam, Faridul & Sabihuddin Butt, Muhammad, 2015. "Finance-Growth-Energy Nexus and the Role of Agriculture and Modern Sectors: Evidence from ARDL Bounds Test Approach to Cointegration in Pakistan," MPRA Paper 62848, University Library of Munich, Germany, revised 14 Mar 2015.
  1822. Asuman Oktayer & Nagihan Oktayer, 2013. "Testing Wagner´s Law for Turkey: Evidence from a Trivariate Causality Analysis," Prague Economic Papers, University of Economics, Prague, vol. 2013(2), pages 284-301.
  1823. Singh, Tarlok, 2010. "Does domestic saving cause economic growth? A time-series evidence from India," Journal of Policy Modeling, Elsevier, vol. 32(2), pages 231-253, March.
  1824. Fujii, Eiji, 2005. "Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(4), pages 315-342, October.
  1825. Bilge Bakin & Gozde Gurgun, 2014. "Portfolio Investments and Asset Prices Relationship in Turkey," Proceedings of International Academic Conferences 0201138, International Institute of Social and Economic Sciences.
  1826. Ketenci, Natalya, 2014. "The bilateral trade balance of the EU in the presence of structural breaks," MPRA Paper 54661, University Library of Munich, Germany.
  1827. Pieters, Gina & Vivanco, Sofia, 2016. "Financial regulations and price inconsistencies across bitcoin markets," Globalization and Monetary Policy Institute Working Paper 293, Federal Reserve Bank of Dallas.
  1828. Stevans, Lonnie & Sessions, David, 2008. "Speculation, Futures Prices, and the U.S. Real Price of Crude Oil," MPRA Paper 9456, University Library of Munich, Germany, revised 04 Jul 2008.
  1829. Hamulczuk, Mariusz & Szajner, Piotr, 0. "Sugar prices in Poland and their determinants," Problems of Agricultural Economics, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
  1830. Carlos Guerrero de Lizardi, 2006. "Thirlwall´s law with an emphasis on the ratio of export/import income elasticities in Latin American economies during the Twentieth Century," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(1), pages 23-44.
  1831. Cecen, Aydin & Xiao, Linlan, 2014. "Capital flows and current account dynamics in Turkey: A nonlinear time series analysis," Economic Modelling, Elsevier, vol. 39(C), pages 240-246.
  1832. Hou, Ai Jun & Suardi, Sandy, 2011. "Modelling and forecasting short-term interest rate volatility: A semiparametric approach," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 692-710, September.
  1833. Diamandis, Panayiotis F., 2008. "Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets," Research in International Business and Finance, Elsevier, vol. 22(3), pages 362-377, September.
  1834. Halkos, George E. & Paizanos, Epameinondas Α., 2016. "The effects of fiscal policy on CO2 emissions: Evidence from the U.S.A," Energy Policy, Elsevier, vol. 88(C), pages 317-328.
  1835. Gao, Lei & Kling, Gerhard, 2006. "Regulatory changes and market liquidity in Chinese stock markets," Emerging Markets Review, Elsevier, vol. 7(2), pages 162-175, June.
  1836. Pierre Perron & Francisco Estrada & Carlos Gay-García & Benjamín Martínez-López, 2011. "A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4," Boston University - Department of Economics - Working Papers Series WP2011-051, Boston University - Department of Economics.
  1837. Muhammad, Shahbaz, 2011. "Electricity Consumption, Financial Development and Economic Growth Nexus: A Revisit Study of Their Causality in Pakistan," MPRA Paper 35588, University Library of Munich, Germany, revised 27 Dec 2011.
  1838. Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, vol. 27(2), pages 507-515, March.
  1839. Magali Jaoul-Grammare, 2007. "Enseignement supérieur et croissance économique. Analyse économétrique de l’hypothèse d’Aghion & Cohen," Working Papers 07-10, Association Française de Cliométrie (AFC).
  1840. Nyorekwa, Enock Twinoburyo & Odhiambo, Nicholas Mbaya, 2016. "Monetary policy and economic growth in Kenya:The role of money supply and interest rates," Working Papers 20712, University of South Africa, Department of Economics.
  1841. Levent, Korap, 2008. "Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy," MPRA Paper 19703, University Library of Munich, Germany.
  1842. Ghassan, Hassan B., 2002. "الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة
    [Public Spending and Private Investment: Test of Crowding-out Effects through Re-sampling]
    ," MPRA Paper 56381, University Library of Munich, Germany, revised 03 Dec 2002.
  1843. Christopher Martin & Costas Milas, 2010. "Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data," International Finance, Wiley Blackwell, vol. 13(3), pages 443-459, Winter.
  1844. repec:lan:wpaper:2372 is not listed on IDEAS
  1845. GRENADE, Kari & MOORE, Winston, 2008. "Co-Movements Between Foreign And Domestic Interest Rates In A Fixed Exchange Rate Regime: The Case Of The Eccu And The Us," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 119-130.
  1846. García-Cintado, Alejandro & Romero-Ávila, Diego & Usabiaga, Carlos, 2015. "Can the hysteresis hypothesis in Spanish regional unemployment be beaten? New evidence from unit root tests with breaks," Economic Modelling, Elsevier, vol. 47(C), pages 244-252.
  1847. Steven Cook, 2005. "Estimating the autoregressive parameter: recursive mean adjustment and the initial condition," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 203-206.
  1848. Jiménez-Rodríguez, Rebeca & Morales-Zumaquero, Amalia, 2016. "A new look at exchange rate pass-through in the G-7 countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 985-1000.
  1849. Myriam Nourry, 2009. "Re-Examining the Empirical Evidence for Stochastic Convergence of Two Air Pollutants with a Pair-Wise Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(4), pages 555-570, December.
  1850. Du, Ding, 2006. "Monetary policy, stock returns and inflation," Journal of Economics and Business, Elsevier, vol. 58(1), pages 36-54.
  1851. Shahbaz, Muhammad & Khan, Saleheen & Ali, Amjad & Bhattacharya, Mita, 2015. "The Impact of Globalization on CO2 Emissions in China," MPRA Paper 64450, University Library of Munich, Germany, revised 15 May 2015.
  1852. Kent Kimbrough & Ioannis Spyridopoulos, 2012. "The Welfare Cost of Inflation in Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(1), pages 41-52.
  1853. Myroslav Pidkuyko, 2014. "Dynamics of Consumption and Dividends over the Business Cycle," CERGE-EI Working Papers wp522, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  1854. Kuo-Shing Chen & Chien-Chiang Lee & Chun-Ming Chen, 2017. "Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 420-428.
  1855. Vicente German-Soto & Luis Gutiérrez Flores, 2010. "Time Series Tests of Structural Change among Innovation and Trade Liberalization in Mexico," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 1(3), pages 219-237, September.
  1856. Tsen, Wong Hock, 2011. "The real exchange rate determination: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 800-811, October.
  1857. Chang, C-L. & Huang, B-W. & Chen, M-G., 2010. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan," Econometric Institute Research Papers EI 2010-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  1858. Maria Grydaki & Stilianos Fountas, 2010. "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series 2010_09, Department of Economics, University of Macedonia, revised Jul 2010.
  1859. Pedro Niño & Roberto Coronado & Thomas Fullerton & Adam Walke, 2015. "Cross-border homicide impacts on economic activity in El Paso," Empirical Economics, Springer, vol. 49(4), pages 1543-1559, December.
  1860. Jaforullah, Mohammad & King, Alan, 2015. "Does the use of renewable energy sources mitigate CO2 emissions? A reassessment of the US evidence," Energy Economics, Elsevier, vol. 49(C), pages 711-717.
  1861. Krauss, Christopher & Herrmann, Klaus & Teis, Stefan, 2015. "On the power and size properties of cointegration tests in the light of high-frequency stylized facts," FAU Discussion Papers in Economics 11/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  1862. El-Shazly, Alaa, 2016. "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, vol. 53(C), pages 133-143.
  1863. repec:ebl:ecbull:v:3:y:2008:i:27:p:1-8 is not listed on IDEAS
  1864. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004 91, Money Macro and Finance Research Group.
  1865. Chi, Junwook & Cheng, Seu Keow, 2016. "Do exchange rate volatility and income affect Australia’s maritime export flows to Asia?," Transport Policy, Elsevier, vol. 47(C), pages 13-21.
  1866. repec:spo:wpecon:info:hdl:2441/6154 is not listed on IDEAS
  1867. Chau, Frankie & Deesomsak, Rataporn, 2014. "Does linkage fuel the fire? The transmission of financial stress across the markets," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 57-70.
  1868. Gabriel Rodriguez & Yiagadeesen Samy, 2003. "Analysing the effects of labour standards on US export performance. A time series approach with structural change," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1043-1051.
  1869. Holmes, Mark J., 2011. "Threshold cointegration and the short-run dynamics of twin deficit behaviour," Research in Economics, Elsevier, vol. 65(3), pages 271-277, September.
  1870. R. Santos Alimi, 2014. "ARDL Bounds Testing Approach to Cointegration: A Re-Examination of Augmented Fisher Hypothesis in an Open Economy," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 2(2), pages 103-114, June.
  1871. Mariola Pilatowska & Aneta Wlodarczyk & Marcin Zawada, 2014. "The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 51-70.
  1872. Tiwari, Aviral & Shahbaz, Muhammad, 2011. "Does Defence Spending Stimulate Economic Growth in India?," MPRA Paper 30880, University Library of Munich, Germany, revised 18 Apr 2011.
  1873. Fallahi, Firouz, 2011. "Causal relationship between energy consumption (EC) and GDP: A Markov-switching (MS) causality," Energy, Elsevier, vol. 36(7), pages 4165-4170.
  1874. Dahl, Roy Endre & Ogland, Atle & Osmundsen, Petter & Sikveland, Marius, 2011. "Are oil and natural gas going separate ways in the UK? Cointegration tests with Structural shifts," UiS Working Papers in Economics and Finance 2011/5, University of Stavanger.
  1875. Bartolomé, Ana & McAleer, Michael & Ramos, Vicente & Rey-Maquieira, Javier, 2009. "A risk map of international tourist regions in Spain," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2741-2758.
  1876. Sari, Ramazan & Ewing, Bradley T. & Soytas, Ugur, 2008. "The relationship between disaggregate energy consumption and industrial production in the United States: An ARDL approach," Energy Economics, Elsevier, vol. 30(5), pages 2302-2313, September.
  1877. Crôtte, Amado & Noland, Robert B. & Graham, Daniel J., 2010. "An analysis of gasoline demand elasticities at the national and local levels in Mexico," Energy Policy, Elsevier, vol. 38(8), pages 4445-4456, August.
  1878. Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013. "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, vol. 33(C), pages 101-112.
  1879. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  1880. Jansson, Michael, 2005. "Point optimal tests of the null hypothesis of cointegration," Journal of Econometrics, Elsevier, vol. 124(1), pages 187-201, January.
  1881. Hernández Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers 2016-03, Banco de México.
  1882. Golinelli, Roberto & Parigi, Giuseppe, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
  1883. Johannes Fedderke & Julia Garlick, 2012. "Measuring Institutions: Indicators of Political and Property Rights in Malawi," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 106(3), pages 491-521, May.
  1884. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014. "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, vol. 38(C), pages 463-469.
  1885. Nicholas Apergis & Emmanuel Mamatzakis & Christos Staikouras, 2011. "Testing for Regime Changes in Greek Sovereign Debt Crisis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 258-273, August.
  1886. Sari, Ramazan & Soytas, Ugur & Hacihasanoglu, Erk, 2011. "Do global risk perceptions influence world oil prices?," Energy Economics, Elsevier, vol. 33(3), pages 515-524, May.
  1887. Yaya Keho, 2011. "Long‐Run Determinants Of Savings Rates In Waemu Countries: An Empirical Assessment From Ardl Bounds Testing Approach," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 312-329, 09.
  1888. Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany.
  1889. Steven Cook, 2003. "Empirical evidence on the robustness of the weighted symmetric unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 761-763.
  1890. Piotr Krajewski & Michal Mackiewicz & Agata Szymańska, 2016. "Fiscal Sustainability in Central and Eastern European Countries - A Post-Crisis Assessment," Prague Economic Papers, University of Economics, Prague, vol. 2016(2), pages 175-188.
  1891. Shortl, Anja & Stasavage, David, 2004. "Monetary Policy in the Franc Zone: Estimating Interest Rate Rulesfor the BCEAO," WIDER Working Paper Series 020, World Institute for Development Economic Research (UNU-WIDER).
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.