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Citations for "Residual-based tests for cointegration in models with regime shifts"

by Gregory, Allan W. & Hansen, Bruce E.

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  1. Cellini, Roberto & Paolino, Alessandro, 2007. "Price of recreational products and the exchange rate: an empirical investigation on US data," MPRA Paper 5194, University Library of Munich, Germany.
  2. Nakashima, Kiyotaka & Saito, Makoto, 2012. "On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(3), pages 454-471.
  3. Simón Sosvilla-Rivero & Javier Alonso Meseguer, 2005. "Estimación de una función de producción MRW para la economía española, 1910-1995," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 609-624, September.
  4. Rajcaniova, Miroslava & Pokrivcak, Jan, 2013. "Asymmetry in Price Transmission Mechanism: The Case of Slovak Potato Market," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra Provider-Homepage: http://www.roaae.org;Association of Agricultural Economists in Slovakia (APES), vol. 16(2).
  5. Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," PSE Working Papers halshs-00564897, HAL.
  6. Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012. "The euro impact on trade. Long run evidence with structural breaks," ThE Papers 10/27, Department of Economic Theory and Economic History of the University of Granada..
  7. Herzer, Dierk & Klasen, Stephan & Nowak-Lehmann D., Felicitas, 2008. "In search of FDI-led growth in developing countries: The way forward," Economic Modelling, Elsevier, vol. 25(5), pages 793-810, September.
  8. Paresh Kumar Narayan, 2007. "Are Nominal Exchange Rates and Price Levels Co-Integrated? New Evidence from Threshold Autoregressive and Momentum-Threshold Autoregressive Models," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 74-85, 03.
  9. Schindler, Felix & Voronkova, Svitlana, 2010. "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers 10-051, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  10. M. Dolores Gadea & Eva Pardos & Claudia Perez-Fornies, 2004. "A Long-Run Analysis Of Defence Spending In The Nato Countries (1960-99)," Defence and Peace Economics, Taylor & Francis Journals, vol. 15(3), pages 231-249.
  11. Antonio Afonso, 2004. "Fiscal Sustainability: the Unpleasant European Case," Money Macro and Finance (MMF) Research Group Conference 2004 57, Money Macro and Finance Research Group.
  12. Clifford L.F. Attfield, 2003. "Structural Breaks and Permanent Trends," Bristol Economics Discussion Papers 03/545, Department of Economics, University of Bristol, UK.
  13. Ceylan Onay & Gözde Ünal, 2012. "Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(1), pages 66-90, February.
  14. Thai-Ha Le & Youngho Chang, 2012. "Oil Price Shocks and Gold Returns," Economie Internationale, CEPII research center, issue 131, pages 71-104.
  15. Hakhu, Antra Bhatt, 2015. "Productive Public Expenditure and Debt Dynamics: An Error Correction Representation using Indian Data," Working Papers 15/149, National Institute of Public Finance and Policy.
  16. Perry, L. J. & Wilson, Patrick J, 2004. "Trends in work stoppages : a global perspective," ILO Working Papers 374234, International Labour Organization.
  17. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries," Macroeconomics 0504001, EconWPA.
  18. Saten Kumar & Don J. Webber & Scott Fargher, 2011. "Money demand stability: A case study of Nigeria," Working Papers 2011-02, Auckland University of Technology, Department of Economics.
  19. Mª Dolores Gadea Rivas & Marcela Sabaté Sort & Estela Sáenz Rodríguez, 2009. "The relationship between trade openness and public expenditure. The spanish case, 1960-2000," Documentos de Trabajo dt2009-06, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  20. repec:ebl:ecbull:v:3:y:2008:i:20:p:1-10 is not listed on IDEAS
  21. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, Reading University.
  22. 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.
  23. Goyal, Rajan & Khundrakpam, J. K. & Ray, Partha, 2004. "Is India's public finance unsustainable? Or, are the claims exaggerated?," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 401-420, April.
  24. Vasco Gabriel & Luis Martins, 2011. "Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship," Empirical Economics, Springer, vol. 41(3), pages 639-662, December.
  25. Nagayasu, Jun, 2010. "Macroeconomic Interdependence in East Asia," MPRA Paper 27129, University Library of Munich, Germany.
  26. Paresh Kumar Narayan, 2005. "The saving and investment nexus for China: evidence from cointegration tests," Applied Economics, Taylor & Francis Journals, vol. 37(17), pages 1979-1990.
  27. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1, pages 1-23.
  28. Marcel Gorenflo, 2013. "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, vol. 45(3), pages 1025-1047, December.
  29. Antonio Arroyo & Aránzazu Juan, 2013. "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, vol. 45(2), pages 715-733, October.
  30. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005. "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 187-216, August.
  31. Arusha Cooray & Antonio Paradiso, 2012. "The level and growth effects in empirical growth models for the Nordic countries: A knowledge economy approach," CAMA Working Papers 2012-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  32. Durevall, Dick & Henrekson, Magnus, 2010. "The Futile Quest for a Grand Explanation of Long-Run Government Expenditure," Working Papers in Economics 428, University of Gothenburg, Department of Economics, revised 08 Feb 2011.
  33. Kumar, Saten & Webber, Don J., 2010. "Australasian money demand stability: Application of structural break tests," MPRA Paper 27569, University Library of Munich, Germany.
  34. Ramalho, Esmeralda A. & Caleiro, António & Dionfsio, Andreia, 2011. "Explaining consumer confidence in Portugal," Journal of Economic Psychology, Elsevier, vol. 32(1), pages 25-32, February.
  35. Abdulnasser Hatemi-J, 2008. "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, vol. 35(3), pages 497-505, November.
  36. Catherine Araujo Bonjean & Jean-François Brun, 2008. "Pouvoir de marché dans la filière cacao : l’hypothèse de Prebisch – Singer revisitée," Économie et Prévision, Programme National Persée, vol. 186(5), pages 133-144.
  37. Dierk Herzer & Nowak-Lehmann Felicitas, 2006. "Is there a long-run relationship between exports and imports in Chile?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 981-986.
  38. Cheng, Su-Yin, 2012. "Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 508-520.
  39. Khaled CHNAINA & Farid MAKHLOUF, 2012. "Impact des transferts de fonds sur le taux de change réel effectif en Tunisie," Working Papers 2011-2012_4, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jan 2012.
  40. Lee, Chien-Chiang & Chien, Mei-Se, 2008. "Structural breaks, tourism development, and economic growth: Evidence from Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(4), pages 358-368.
  41. Chauvin, V. & Damette, O., 2010. "Wealth effects: the French case," Working papers 276, Banque de France.
  42. Utku Utkulu & Durmus Özdemir, 2004. "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey," Economic Change and Restructuring, Springer, vol. 37(3), pages 245-266, 09.
  43. Peter Reinhard Hansen, 2000. "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers 1240, Econometric Society.
  44. Tobias Basse & Sebastian Reddemann, 2010. "Variable-ordering induced problems of impulse-response analysis and other difficulties: the dividend policy of Austrian firms," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 278-293.
  45. PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004 53, Society for Computational Economics.
  46. Shahbaz, Muhammad & Zeshan, Muhammad & Afza, Talat, 2012. "Is energy consumption effective to spur economic growth in Pakistan? New evidence from bounds test to level relationships and Granger causality tests," Economic Modelling, Elsevier, vol. 29(6), pages 2310-2319.
  47. Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society.
  48. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2011. "The Growth Effects of Education in Australia," Working Papers 2011-05, Auckland University of Technology, Department of Economics.
  49. Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013. "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, vol. 38(4), pages 605-612.
  50. Davidson, James & Monticini, Andrea, 2010. "Tests for cointegration with structural breaks based on subsamples," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2498-2511, November.
  51. Baharumshah, Ahmad Zubaidi & Onwuka, Kevin Odulukwe & Habibullah, Muzafar Shah, 2007. "Is a regional trade bloc a prelude to multilateral trade liberalization?: Empirical evidence from the ASEAN-5 economies," Journal of Asian Economics, Elsevier, vol. 18(2), pages 384-402, April.
  52. .De Bandt, O. & Banerjee, A. & Kozluk, T., 2007. "Measuring Long-Run Exchange Rate Pass-Through," Working papers 173, Banque de France.
  53. Kumar, Saten, 2011. "Financial reforms and money demand: Evidence from 20 developing countries," Economic Systems, Elsevier, vol. 35(3), pages 323-334, September.
  54. Claudia Arguedas & Jorge Requena, 2003. "La dolarización en Bolivia: una estimación de la elasticidad de sustitución entre monedas," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 383-406, octubre-d.
  55. Yau, Hwey-Yun & Nieh, Chien-Chung, 2006. "Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate," Journal of Asian Economics, Elsevier, vol. 17(3), pages 535-552, June.
  56. Narayan, Paresh Kumar & Narayan, Seema, 2010. "Testing for capital mobility: New evidence from a panel of G7 countries," Research in International Business and Finance, Elsevier, vol. 24(1), pages 15-23, January.
  57. Ramzi Issa & Robert Lafrance & John Murray, 2006. "The Turning Black Tide: Energy Prices and the Canadian Dollar," Working Papers 06-29, Bank of Canada.
  58. Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014. "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 87-103.
  59. Baotai Wang & D. Ajit, 2013. "Stock Market and Economic Growth in China," EcoMod2013 5649, EcoMod.
  60. repec:ebl:ecbull:v:3:y:2007:i:45:p:1-11 is not listed on IDEAS
  61. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile.
  62. David EA Giles, 2005. "Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(1), pages 93-114.
  63. Carsten Trenkler*, 2005. "The Effects of Ignoring Level Shifts on Systems Cointegration Tests," AStA Advances in Statistical Analysis, Springer, vol. 89(3), pages 281-301, August.
  64. Zurbruegg, R. & Allsopp, L., 2004. "Purchasing power parity and the impact of the East Asian currency crisis," Journal of Asian Economics, Elsevier, vol. 15(4), pages 739-758, August.
  65. Fabien Rondeau, 2006. "Pattern of trade and European economic integration : an unexpected relation," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 200614, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  66. Kentaka Aruga, 2015. "Testing the International Crude Oil Market Integration with Structural Breaks," Economics Bulletin, AccessEcon, vol. 35(1), pages 641-649.
  67. Ceyhun Elgin & Tolga Umut Kuzubas, 2012. "Wage-Productivity Gap in Turkish Manufacturing Sector," Working Papers 2012/03, Bogazici University, Department of Economics.
  68. Ramya Hewarathna, 2000. "An Empirical Examination of the Fisher Hypothesis in," Working Papers 2000.03, School of Economics, La Trobe University.
  69. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2006. "Testing the Null of Cointegration with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 623-646, October.
  70. Saten Kumar & Don J. Webber & Scott Fargher, 2010. "Money demand stability: A case study of Nigeria," Working Papers 1015, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  71. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
  72. Anthony Makin & Paresh Narayan, 2013. "Re-examining the “twin deficits” hypothesis: evidence from Australia," Empirical Economics, Springer, vol. 45(2), pages 817-829, October.
  73. Luciano Gutierrez, 2005. "Tests for cointegration in panels with regime shifts," Econometrics 0505007, EconWPA.
  74. Cashin, P. & Haque, N. & Olekalns, N., 1999. "Spend Now, Pay Later? Tax Smoothing & Fiscal Sustainability in South Asia," Department of Economics - Working Papers Series 700, The University of Melbourne.
  75. Doyle, Matthew & Falk, Barry L., 2004. "Testing Commitment Models of Monetary Policy: Evidence from OECD Economies," Staff General Research Papers 11995, Iowa State University, Department of Economics.
  76. Carlos Marinheiro, 2005. "Sustainability of Portuguese Fiscal Policy in Historical Perspective," GEMF Working Papers 2005-01, GEMF - Faculdade de Economia, Universidade de Coimbra.
  77. ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013. "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 239-257.
  78. Katircioğlu, Salih Turan, 2014. "Testing the tourism-induced EKC hypothesis: The case of Singapore," Economic Modelling, Elsevier, vol. 41(C), pages 383-391.
  79. Francesco Carlucci, 2011. "Un'analisi quantitativa delle politiche di rientro dal disavanzo pubblico in Italia," Moneta e Credito, Economia civile, vol. 64(254), pages 135-175.
  80. Cliff L. F. Attfield & Jonathan R. W. Temple, 2006. "Balanced growth and the great ratios: new evidence for the US and UK," Centre for Growth and Business Cycle Research Discussion Paper Series 75, Economics, The Univeristy of Manchester.
  81. Dierk Herzer & Stephan Klasen & Felicitas Nowak-Lehmann D., 2006. "In search of FDI-led growth in developing countries," Ibero America Institute for Econ. Research (IAI) Discussion Papers 150, Ibero-America Institute for Economic Research.
  82. Pinar Evrim-Mandaci & Hakan Kahyaoglu & Efe Caglar Cagli, 2011. "Stock and bond market interactions with two regime shifts: evidence from Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1355-1368.
  83. Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1303-1324, December.
  84. Brigida, Matthew, 2014. "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, vol. 43(C), pages 48-55.
  85. P K Narayan & S Narayan, 2008. "Estimating the Demand for Money in an Unstable Open Economy: The Case of the Fiji Islands," Economic Issues Journal Articles, Economic Issues, vol. 13(1), pages 71-91, March.
  86. Payne, James E., 2010. "A survey of the electricity consumption-growth literature," Applied Energy, Elsevier, vol. 87(3), pages 723-731, March.
  87. Palladini, Giorgia & Portes, Richard, 2011. "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," CEPR Discussion Papers 8651, C.E.P.R. Discussion Papers.
  88. J Stephen Ferris & Soo-Bin Park & Stanley L. Winer, 2006. "Political Competition and Convergence to Fundamentals: With Application to the Political Business Cycle and the Size of Government," CESifo Working Paper Series 1646, CESifo Group Munich.
  89. Li, Hong & Xiaowen Lin, Sharon, 2011. "Do emerging markets matter in the world oil pricing system? Evidence of imported crude by China and India," Energy Policy, Elsevier, vol. 39(8), pages 4624-4630, August.
  90. Lee, Chien-Chiang & Chen, Pei-Fen & Chang, Chun-Ping, 2007. "Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 76(4), pages 293-302.
  91. Darrin Downes & Winston Moore & Dwayne Jackson, 2006. "Financial liberalization and the stationarity of money multiplier," International Economic Journal, Taylor & Francis Journals, vol. 20(2), pages 227-240.
  92. Guidi, Francesco & Gupta, Rakesh, 2010. "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper 21732, University Library of Munich, Germany.
  93. Antonio Montañés & Marcos Sanso-Navarro, . "Another look at long-horizon uncovered interest parity," Studies on the Spanish Economy 221, FEDEA.
  94. Kia, Amir, 2008. "Fiscal sustainability in emerging countries: Evidence from Iran and Turkey," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 957-972.
  95. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI).
  96. Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  97. Byron Gangnes & Craig Parsons, 2004. "Have US-Japan Trade Agreements Made a Difference?," Working Papers 200403, University of Hawaii at Manoa, Department of Economics.
  98. 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.
  99. Mariam Camarero & Cecilio Tamarit, 2001. "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers 01-08, Asociación Española de Economía y Finanzas Internacionales.
  100. Kazanas, Thanassis & Miaouli, Natasha, 2014. "Wage-setting and capital in unionized markets: Evidence from South Europe," Economic Modelling, Elsevier, vol. 37(C), pages 368-376.
  101. Erdal Ozmen & Duygu Yolcu-Karadam, 2014. "Structural Change in Turkish External Trade: Evidence from BEC Sectors," ERC Working Papers 1413, ERC - Economic Research Center, Middle East Technical University, revised Nov 2014.
  102. Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-63, October.
  103. Delis, Manthos D. & Mylonidis, Nikolaos, 2011. "The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps," Finance Research Letters, Elsevier, vol. 8(3), pages 163-170, September.
  104. Phung Thanh Binh, 2011. "Energy Consumption and Economic Growth in Vietnam: Threshold Cointegration and Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 1(1), pages 1-17, June.
  105. L.J. Perry & Patrick J. Wilson, 2000. "The Accord and strikes: an International perspective," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(4), pages 232-247, December.
  106. Philip Marey & Arnaud Dupuy, 2004. "Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown," Econometric Society 2004 North American Summer Meetings 118, Econometric Society.
  107. Cashin, Paul & Ul Haque, Nadeem & Olekalns, Nilss, 2003. "Tax smoothing, tax tilting and fiscal sustainability in Pakistan," Economic Modelling, Elsevier, vol. 20(1), pages 47-67, January.
  108. Choudhry, Taufiq & Lu, Lin & Peng, Ke, 2007. "Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis," International Review of Financial Analysis, Elsevier, vol. 16(3), pages 242-261.
  109. Rao, B. Bhaskara & Kumar, Saten, 2007. "Cointegration, structural breaks and the demand for money in Bangladesh," MPRA Paper 1546, University Library of Munich, Germany.
  110. Jonathan Dark, 2004. "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers 4/04, Monash University, Department of Econometrics and Business Statistics.
  111. Ihle, Rico & Brümmer, Bernhard & Thompson, Stanley R., 2009. "Spatial Market Integration in the EU Beef and Veal Sector: Policy Decoupling and Export Bans," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187443, German Association of Agricultural Economists (GEWISOLA).
  112. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "The relationship between debt level and fiscal sustainability in OECD countries," Working Papers 2013/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  113. Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(03), pages 640-657, September.
  114. Kanjilal, Kakali & Ghosh, Sajal, 2013. "Environmental Kuznet’s curve for India: Evidence from tests for cointegration with unknown structuralbreaks," Energy Policy, Elsevier, vol. 56(C), pages 509-515.
  115. Hooi Hooi Lean & B. N. Ghosh, 2010. "Economic Integration in Asia: Quo Vadis Malaysia?," International Economic Journal, Taylor & Francis Journals, vol. 24(2), pages 237-248.
  116. repec:ebl:ecbull:v:4:y:2008:i:35:p:1-8 is not listed on IDEAS
  117. Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, vol. 31(4), pages 559-568, July.
  118. Klemens Hauzenberger & Robert Stehrer, 2010. "An Empirical Characterization of Redistribution Shocks and Output Dynamics," wiiw Working Papers 68, The Vienna Institute for International Economic Studies, wiiw.
  119. António Afonso & João Tovar Jalles, 2012. "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Papers Department of Economics 2012/29, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  120. Ignacio Lozano, . "Fiscal policy in Colombia and a prospective analysis after the 2008 financial crisis," Borradores de Economia 596, Banco de la Republica de Colombia.
  121. Emanuel Kohlscheen, 2013. "Long-Run Determinants of the Brazilian Real: a closer look at commodities," Working Papers Series 314, Central Bank of Brazil, Research Department.
  122. Bhat Ramesh & Jain Nishant, . "Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks," IIMA Working Papers WP2004-05-10, Indian Institute of Management Ahmedabad, Research and Publication Department.
  123. Ahmad Zubaidi Baharumshah & Evan Lau, 2009. "Structural breaks and the twin deficits hypothesis: Evidence from East Asian countries," Economics Bulletin, AccessEcon, vol. 29(4), pages 2517-2524.
  124. Beyer, Andreas & Haug, Alfred A. & Dewald, William G., 2009. "Structural breaks, cointegration and the Fisher effect," Working Paper Series 1013, European Central Bank.
  125. Hugo Oliveros & Luisa Fernanda Silva, . "La Demanda por Importaciones en Colombia," Borradores de Economia 187, Banco de la Republica de Colombia.
  126. Westerlund, Joakim, 2005. "Testing for Panel Cointegration with Multiple Structural Breaks," Working Papers 2005:12, Lund University, Department of Economics.
  127. Rui Hao & Zheng Wei, 2010. "Fundamental causes of inland–coastal income inequality in post-reform China," The Annals of Regional Science, Springer, vol. 45(1), pages 181-206, August.
  128. Campo Robledo, Jacobo, 2011. "Sostenibilidad fiscal: una aproximación con datos panel para 8 países Latinoaméricanos
    [Fiscal sustainability: A data panel approach for eight Latin American countries]
    ," MPRA Paper 33091, University Library of Munich, Germany.
  129. Gilmore, Claire G. & Lucey, Brian M. & McManus, Ginette M., 2008. "The dynamics of Central European equity market comovements," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 605-622, August.
  130. Gregory, Allan W. & Nason, James M. & Watt, David G., 1996. "Testing for structural breaks in cointegrated relationships," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 321-341.
  131. Masato Shizume, 2007. "A Reassessment of Japan's Monetary Policy during the Great Depression: The Constraints and Remedies," Discussion Paper Series 208, Research Institute for Economics & Business Administration, Kobe University.
  132. Leandro Prados de la Escosura & Isabel Sanz Villarroya, 2006. "Contract Enforcement and Argentina’s Long-Run Decline," Working Papers in Economic History wp06-06, Universidad Carlos III, Instituto Figuerola de Historia y Ciencias Sociales.
  133. Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society.
  134. Zeren, Fatma & Korap, Levent, 2010. "A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach," MPRA Paper 23655, University Library of Munich, Germany.
  135. Kentaro Iwatsubo & Yoshihiro Kitamura, 2009. "Intraday evidence of the informational efficiency of the yen/dollar exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1103-1115.
  136. Sugita, Katsuhiro, 2008. "Bayesian analysis of a Markov switching temporal cointegration model," Japan and the World Economy, Elsevier, vol. 20(2), pages 257-274, March.
  137. Tsangyao Chang & Yu-Chen Wei & Yang-Cheng Lu, 2007. "An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan," Economics Bulletin, AccessEcon, vol. 3(45), pages 1-11.
  138. Perron, P., 1990. "Further Evidence On Breaking Trend Functions In Macroeconomics Variables," Papers 350, Princeton, Department of Economics - Econometric Research Program.
  139. Alfredo M. Pereira & Maria de F�tima Pinho, 2006. "Public Investment, Economic Performance and Budgetary Consolidation: VAR Evidence for the 12 Euro Countries," Working Papers 40, Department of Economics, College of William and Mary.
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