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Citations for "On the power and interpretation of panel unit root tests"

by Karlsson, Sune & Löthgren, Mickael

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  1. Annette Zeilstra & Adam Elbourne, 2014. "Follow the leader? Public and private wages in the Netherlands," CPB Discussion Paper 274, CPB Netherlands Bureau for Economic Policy Analysis.
  2. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2005. "Foreign Aid And Economic Growth: New Evidence From Panel Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 30(1), pages 71-80, June.
  3. Gerdie Everaert & Hauke Vierke, 2015. "Demographics And Business Cycle Volatility A Spurious Relationship?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/914, Ghent University, Faculty of Economics and Business Administration.
  4. Abdülkad&idot;r C&idot;van & Bülent Köksal, 2010. "The effect of newer drugs on health spending: do they really increase the costs?," Health Economics, John Wiley & Sons, Ltd., vol. 19(5), pages 581-595.
  5. Lee, Hsiu-Yun & Wu, Jyh-Lin, 2001. "Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries," Journal of Macroeconomics, Elsevier, vol. 23(3), pages 477-487, July.
  6. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005. "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," MPRA Paper 2021, University Library of Munich, Germany, revised Feb 2007.
  7. Yoichi Matsubayashi & Takao Fujii, 2012. "Substitutability of Savings by Sectors: OECD Experiences," Discussion Papers 1215, Graduate School of Economics, Kobe University.
  8. Guglielmo Maria Caporale & Mario Cerrato, 2006. "Panel data tests of PPP: a critical overview," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 73-91.
  9. J. Colin H. Jones & John A. Schofield & David E.A. Giles, 1999. "Our Fans in the North: The Demand for British Rugby League," Econometrics Working Papers 9902, Department of Economics, University of Victoria.
  10. Christoph Hanck, 2009. "For which countries did PPP hold? A multiple testing approach," Empirical Economics, Springer, vol. 37(1), pages 93-103, September.
  11. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2004. "Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis," Empirica, Springer, vol. 31(1), pages 55-67, March.
  12. Shahbaz, Muhammad & Nasreen, Samia & Ling, Chong Hui & Sbia, Rashid, 2014. "Causality between trade openness and energy consumption: What causes what in high, middle and low income countries," Energy Policy, Elsevier, vol. 70(C), pages 126-143.
  13. Smith, Constance, 2011. "External Balance Adjustment: An Intra-National and International Comparison," Working Papers 2011-13, University of Alberta, Department of Economics.
  14. Vishal Jaunky, 2013. "The Wealth-Health Nexus: New Global Evidence," Atlantic Economic Journal, International Atlantic Economic Society, vol. 41(2), pages 115-122, June.
  15. He, Changli & Sandberg, Rickard, 2005. "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance 582, Stockholm School of Economics.
  16. Kumar Narayan, Paresh & Smyth, Russell, 2007. "Are shocks to energy consumption permanent or temporary? Evidence from 182 countries," Energy Policy, Elsevier, vol. 35(1), pages 333-341, January.
  17. César Calderón & Roberto Duncan, 2003. "Purchasing power parity in an emerging market economy: a long- span study for Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June.
  18. Evan Lau & Ahmad Zubaidi Baharumshah & Shazali Abu Mansor & Chin-Hong Puah, 2009. "Testing Stationarity of Budgetary Position in Developing Countries," International Econometric Review (IER), Econometric Research Association, vol. 1(2), pages 77-87, April.
  19. Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009. "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers 200922, University of Pretoria, Department of Economics.
  20. Gutierrez, Luciano, 2003. "On the power of panel cointegration tests: a Monte Carlo comparison," Economics Letters, Elsevier, vol. 80(1), pages 105-111, July.
  21. Tuomas Malinen, 2012. "Estimating the long-run relationship between income inequality and economic development," Empirical Economics, Springer, vol. 42(1), pages 209-233, February.
  22. Noriaki Kinoshita & Cameron McLoughlin, 2012. "Monetization in Low- and Middle-Income Countries," IMF Working Papers 12/160, International Monetary Fund.
  23. Jaroslava Hlouskova & Martin Wagner, 2006. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 85-116.
  24. Raffaello Bronzini & Paolo Piselli, 2006. "Determinants of long-run regional productivity: the role of R&D, human capital and public infrastructure," Temi di discussione (Economic working papers) 597, Bank of Italy, Economic Research and International Relations Area.
  25. 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, European Association of Environmental and Resource Economists, vol. 58(2), pages 273-302, June.
  26. Francis W. Ahking, 2002. "Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?," Working papers 2002-18, University of Connecticut, Department of Economics.
  27. Matteo Lanzafame, 2014. "The balance of payments-constrained growth rate and the natural rate of growth: new empirical evidence," Cambridge Journal of Economics, Oxford University Press, vol. 38(4), pages 817-838.
  28. Francis Ahking, 2003. "Efficient unit root tests of real exchange rates in the post-Bretton Woods era," Economics Bulletin, AccessEcon, vol. 6(7), pages 1-12.
  29. Jönsson, Kristian, 2003. "Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test," Working Papers 2003:10, Lund University, Department of Economics.
  30. Nasreen, Samia & Anwar, Sofia, 2014. "Causal relationship between trade openness, economic growth and energy consumption: A panel data analysis of Asian countries," Energy Policy, Elsevier, vol. 69(C), pages 82-91.
  31. Raffaello Bronzini & Paolo Piselli, 2005. "What determines productivity level in the long run? Evidence from Italians regions," ERSA conference papers ersa05p267, European Regional Science Association.
  32. He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013. "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, vol. 28(C), pages 24-32.
  33. Lanzafame, Matteo, 2012. "Current account sustainability in advanced economies," MPRA Paper 42384, University Library of Munich, Germany.
  34. N. Vasudeva Murthy, 2009. "The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis," Journal of Economics and Finance, Springer, vol. 33(2), pages 176-188, April.
  35. Vishal Chandr Jaunky & Robert Lundmark, 2015. "Are Shocks to Wood Fuel Production Permanent? Evidence from the EU," Energies, MDPI, Open Access Journal, vol. 8(11), pages 12718-12728, November.
  36. Stuart Landon & Melville L. McMillan & Vijay Muralidharan & Mark Parsons, 2006. "Does Health-Care Spending Crowd Out Other Provincial Government Expenditures?," Canadian Public Policy, University of Toronto Press, vol. 32(2), pages 121-142, June.
  37. Abdullahi Ahmed & Enjiang Cheng & George Messinis, 2011. "The role of exports, FDI and imports in development: evidence from Sub-Saharan African countries," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3719-3731.
  38. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006. "The response of industry employment to exchange rate shocks: evidence from panel cointegration," Applied Economics, Taylor & Francis Journals, vol. 38(4), pages 415-421.
  39. Lean, Hooi Hooi & Smyth, Russell, 2013. "Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 22(C), pages 371-379.
  40. Evangelia Papapetrou & Dimitrios Bakas, 2012. "Unemployment in Greece: evidence from Greek regions," Working Papers 146, Bank of Greece.
  41. Jaunky, Vishal Chandr, 2012. "Is there a material Kuznets curve for aluminium? evidence from rich countries," Resources Policy, Elsevier, vol. 37(3), pages 296-307.
  42. R. Paci & S. Saddi, 2002. "Capitale pubblico e produttività nelle regioni italiane," Working Paper CRENoS 200201, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  43. 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.
  44. Ashworth, Paul & Byrne, Joseph P., 2003. "Some international evidence on price determination: a non-stationary panel approach," Economic Modelling, Elsevier, vol. 20(4), pages 809-838, July.
  45. Roberto ESPOSTI, 2008. "Why Should Regional Agricultural Productivity Growth Converge? Evidence from Italian Regions," Working Papers 319, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  46. Fabien Candau & Elisa Dienesch, 2015. "Spatial distribution of skills and regional trade integration," The Annals of Regional Science, Springer, vol. 54(2), pages 451-488, March.
  47. Mishra, Vinod & Sharma, Susan & Smyth, Russell, 2009. "Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries," Energy Policy, Elsevier, vol. 37(6), pages 2318-2326, June.
  48. repec:ebl:ecbull:v:3:y:2007:i:16:p:1-14 is not listed on IDEAS
  49. Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics 202, University of Gothenburg, Department of Economics.
  50. Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk, 2008. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," MPRA Paper 9014, University Library of Munich, Germany.
  51. Xuguang Sheng & Jingyun Yang, 2013. "Truncated Product Methods for Panel Unit Root Tests," Working Papers 2013-004, The George Washington University, Department of Economics, Research Program on Forecasting.
  52. Pierre L. Siklos, 2008. "Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility," Working Papers 182008, Hong Kong Institute for Monetary Research.
  53. Bakas, Dimitrios & Papapetrou, Evangelia, 2014. "Unemployment in Greece: Evidence from Greek regions using panel unit root tests," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 551-562.
  54. Eva Samakovlis, 2003. "The Relationship between Waste Paper and Other Inputs in the Swedish Paper Industry," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 25(2), pages 191-212, June.
  55. Lee, Cheng-Feng, 2010. "Testing for unemployment hysteresis in nonlinear heterogeneous panels: International evidence," Economic Modelling, Elsevier, vol. 27(5), pages 1097-1102, September.
  56. Axel Grossmann & Marc Simpson & Teofilo Ozuna, 2014. "Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period," Journal of Economics and Finance, Springer, vol. 38(2), pages 235-268, April.
  57. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 547-556.
  58. Marcelo Mello & Roberto Guimaraes-Filho, 2007. "A note on fractional stochastic convergence," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-14.
  59. Landon, Stuart & Smith, Constance, 2007. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," MPRA Paper 9958, University Library of Munich, Germany.
  60. Florian Verheyen, 2015. "The role of non-price determinants for export demand," International Economics and Economic Policy, Springer, vol. 12(1), pages 107-125, March.
  61. Bordignon, Massimo & Turati, Gilberto, 2009. "Bailing out expectations and public health expenditure," Journal of Health Economics, Elsevier, vol. 28(2), pages 305-321, March.
  62. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, vol. 30(3), pages 919-936, May.
  63. Balvers, Ronald J. & Bergstrand, Jeffrey H., 2002. "Government expenditure and equilibrium real exchange rates," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 667-692, October.
  64. Bronzini, Raffaello & Piselli, Paolo, 2009. "Determinants of long-run regional productivity with geographical spillovers: The role of R&D, human capital and public infrastructure," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 187-199, March.
  65. Romero-Avila, Diego, 2008. "Questioning the empirical basis of the environmental Kuznets curve for CO2: New evidence from a panel stationarity test robust to multiple breaks and cross-dependence," Ecological Economics, Elsevier, vol. 64(3), pages 559-574, January.
  66. César A. Calderón, 2002. "Real Exchange Rates in the Long and Short Run: A Panel Co-Integration Approach," Working Papers Central Bank of Chile 153, Central Bank of Chile.
  67. Irandoust, Manuchehr & Ericsson, Johan, 2005. "Foreign aid, domestic savings, and growth in LDCs: An application of likelihood-based panel cointegration," Economic Modelling, Elsevier, vol. 22(4), pages 616-627, July.
  68. Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003. "Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 109-122, March.
  69. Joakim Westerlund, 2009. "A note on the use of the LLC panel unit root test," Empirical Economics, Springer, vol. 37(3), pages 517-531, December.
  70. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
  71. Malebogo Bakwena & Philip Bodman & Sandy Suardi, . "Making Abundant Natural Resources Work for Developing Economies: The Role of Financial Institutions," MRG Discussion Paper Series 2108, School of Economics, University of Queensland, Australia.
  72. Maria Elena Bontempi & Roberto Golinelli, 2012. "The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1733-1751, November.
  73. Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
  74. Francis W. Ahking, 2004. "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers 2004-05, University of Connecticut, Department of Economics.
  75. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Income and CO2 emissions: Evidence from panel unit root and cointegration tests," Energy Policy, Elsevier, vol. 37(2), pages 413-423, February.
  76. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), . "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.
  77. Hanck, Christoph, 2006. "For Which Countries did PPP hold? A Multiple Testing Approach," Technical Reports 2006,47, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  78. Carlos USABIAGA & Diego ROMERO-ÁVILA, . "The Hypothesis of a Unit Root in OECD Inflation Revisited," EcoMod2008 23800146, EcoMod.
  79. Westerlund Joakim, 2006. "Some Cautions on the Use of the LLC Panel Unit Root Test," Research Memorandum 055, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  80. Jaunky, Vishal Chandr, 2013. "A cointegration and causality analysis of copper consumption and economic growth in rich countries," Resources Policy, Elsevier, vol. 38(4), pages 628-639.
  81. Shahbaz, muhammad & Solarin, Sakiru Adebola & Sbia, Rashid & Bibi, Sadia, 2015. "Does Energy Intensity Contribute to CO2 Emissions? A Trivariate Analysis in Selected African Countries," MPRA Paper 64335, University Library of Munich, Germany, revised 19 Mar 2015.
  82. Mishra, Vinod & Smyth, Russell, 2010. "Female labor force participation and total fertility rates in the OECD: New evidence from panel cointegration and Granger causality testing," Journal of Economics and Business, Elsevier, vol. 62(1), pages 48-64, January.
  83. Vishal Jaunky, 2013. "Democracy and economic growth in Sub-Saharan Africa: a panel data approach," Empirical Economics, Springer, vol. 45(2), pages 987-1008, October.
  84. Dina Azhgaliyeva, 2013. "What Makes Oil Revenue Funds Effective," International Conference on Energy, Regional Integration and Socio-economic Development 6023, EcoMod.
  85. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
  86. Elisa Gatto & Guido Signorino, 2011. "Long-run relationship between crop-biodiversity and cereal production under the CAP reform: evidence from Italian regions," ERSA conference papers ersa11p964, European Regional Science Association.
  87. Nasseh, Alireza & Strauss, Jack, 2004. "Stock prices and the dividend discount model: did their relation break down in the 1990s?," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 191-207, May.
  88. Muhammad Shahbaz & Samia Nasreen & Ilhan Ozturk, 2016. "FDI, Growth and CO2 Emissions Relationship: Evidence from High, Middle and Low Income Countries," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 54-69, March.
  89. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.
  90. Lau, Evan & Baharumshah, Ahmad Zubaidi & Haw, Chan Tze, 2006. "Current account: mean-reverting or random walk behavior?," Japan and the World Economy, Elsevier, vol. 18(1), pages 90-107, January.
  91. 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.
  92. Clovis Rugemintwari, 2010. "Investigation on the Comparative Persistence and Convergence of Risk and Non-Risk Adjusted Bank Capital Ratios," Working Papers hal-00916749, HAL.
  93. Krystyna Strzała, 2012. "Panelowe testy kointegracji – teoria i zastosowania," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 27, pages 41-54.
  94. R. Paci & R. Pala & E. Marrocu, 2000. "Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach," Working Paper CRENoS 200016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  95. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.
  96. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.