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Citations for "Numerical Distribution Functions for Unit Root and Cointegration Tests"

by James G. MacKinnon

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  1. 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.
  2. Stanley Winer & Michael Tofias & Bernard Grofman & John Aldrich, 2008. "Trending economic factors and the structure of Congress in the growth of government, 1930–2002," Public Choice, Springer, vol. 135(3), pages 415-448, June.
  3. João Leitão, 2004. "Demand Pull And Supply Push In Portuguese Cable Television," Econometrics 0409011, EconWPA.
  4. Hanck, Christoph, 2008. "An intersection test for panel unit roots," Technical Reports 2008,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  5. Diaz-Emparanza, Ignacio, 2014. "Numerical distribution functions for seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 237-247.
  6. Giuseppe Marotta, 2008. "Structural breaks in the lending interest rate pass-through and the euro," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08031, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  7. Torfinn Harding & Frederick Ploeg, 2013. "Official forecasts and management of oil windfalls," International Tax and Public Finance, Springer, vol. 20(5), pages 827-866, October.
  8. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin 982, DIW Berlin, German Institute for Economic Research.
  9. Francisco Rebelo & Ester Gomes da Silva, 2013. "Export variety, technological content and economic performance: The case of Portugal," FEP Working Papers 491, Universidade do Porto, Faculdade de Economia do Porto.
  10. 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.
  11. Terence D. Agbeyegbe, 2008. "On the feasibility of a monetary union in the Southern Africa Development Community," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 150-157.
  12. Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 695-705, September.
  13. Reed, Albert J. & Levedahl, J. William & Hallahan, Charles B., 2004. "The Generalized Composite Commodity Theorem And Food Demand Estimation," 2004 Annual meeting, August 1-4, Denver, CO 20107, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  14. Kaili Shen & David Giles, 2006. "Rational exuberance at the mall: addiction to carrying a credit card balance," Applied Economics, Taylor & Francis Journals, vol. 38(5), pages 587-592.
  15. Nikolaos Giannellis & Athanasios P. Papadopoulos, 2010. "Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone: Evidence and Implications for Candidate Countries," Review of International Economics, Wiley Blackwell, vol. 18(4), pages 741-757, 09.
  16. Christian Proaño Acosta, 2007. "Gradual Wage-Price Adjustments, Labour Market Frictions and Monetary Policy Rules," IMK Working Paper 09-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  17. Theodoros Zachariadis & Nicoletta Pashourtidou, 2006. "An Empirical analysis of electricity consumption in Cyprus," University of Cyprus Working Papers in Economics 4-2006, University of Cyprus Department of Economics.
  18. Konstantin Gluschenko, 2005. "Inter-Regional Price Convergence and Market Integration in Russia," International Advances in Economic Research, International Atlantic Economic Society, vol. 11(4), pages 483-483, November.
  19. Wang, Kuan-Min & Lee, Yuan-Ming, 2009. "Market volatility and retail interest rate pass-through," Economic Modelling, Elsevier, vol. 26(6), pages 1270-1282, November.
  20. Tang, Chor Foon, 2008. "A re-examination of the relationship between electricity consumption and economic growth in Malaysia," Energy Policy, Elsevier, vol. 36(8), pages 3067-3075, August.
  21. Wilko Bolt & David Humphrey & Roland Uittenbogaard, 2008. "Transaction Pricing and the Adoption of Electronic Payments: A Cross-Country Comparison," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 89-123, March.
  22. A Duarte & J L Nicolini-Llosa & I Paya, 2007. "Estimating Argentina''s imports elasticities," Working Papers 583372, Lancaster University Management School, Economics Department.
  23. James B. Davies & Stanley L. Winer, 2008. "Closing the 49th Parallel: An Unexplored Episode in Canadian Economic and Political History," University of Western Ontario, Economic Policy Research Institute Working Papers 20083, University of Western Ontario, Economic Policy Research Institute.
  24. Steve Lawford & Michalis P. Stamatogiannis, 2008. "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper Series 13-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  25. Sadorsky, Perry, 2006. "Modeling and forecasting petroleum futures volatility," Energy Economics, Elsevier, vol. 28(4), pages 467-488, July.
  26. Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs, 2010. "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(1), pages 59-76, February.
  27. Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
  28. Yuri Quixina & Álvaro Almeida, 2014. "Financial Development and Economic Growth in a Natural Resource Based Economy: Evidence from Angola," FEP Working Papers 542, Universidade do Porto, Faculdade de Economia do Porto.
  29. Walid M. A. Ahmed, 2014. "Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest," Applied Financial Economics, Taylor & Francis Journals, vol. 24(20), pages 1347-1359, October.
  30. Chunming Yuan, 2008. "The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics," UMBC Economics Department Working Papers 09-114, UMBC Department of Economics, revised 01 Nov 2009.
  31. Wan, Jer-Yuh & Kao, Chung-Wei, 2008. "The euro and pound volatility dynamics: An investigation from conditional jump process," Research in International Business and Finance, Elsevier, vol. 22(2), pages 193-207, June.
  32. Amarawickrama, Himanshu A. & Hunt, Lester C., 2008. "Electricity demand for Sri Lanka: A time series analysis," Energy, Elsevier, vol. 33(5), pages 724-739.
  33. Eleftheriou, Konstantinos & Athanasiou, George & Petrakis, Panagiotis, 2009. "Wages and Higher Education Participation," MPRA Paper 19615, University Library of Munich, Germany.
  34. Ghazanchyan, Manuk, 2014. "Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka," MPRA Paper 59444, University Library of Munich, Germany.
  35. Jiranyakul, Komain, 2011. "Are Thai Manufacturing Exports and Imports of Capital Goods Related?," MPRA Paper 45654, University Library of Munich, Germany.
  36. Westerheide, Peter, 2006. "Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation: an international comparison," ZEW Discussion Papers 06-57, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  37. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Arslanturk, Yalcin, 2010. "Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window," Energy Economics, Elsevier, vol. 32(6), pages 1398-1410, November.
  38. Schindler, Felix, 2009. "Long-term benefits from investing in international real estate," ZEW Discussion Papers 09-023, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  39. Kappler, Marcus, 2006. "Panel Tests for Unit Roots in Hours Worked," ZEW Discussion Papers 06-22, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  40. Erie Febrian & Aldrin Herwany, 2010. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Business, Management and Finance 201005, Department of Management and Business, Padjadjaran University, revised May 2010.
  41. Beatriz Larraz-Iribas & Jose-Luis Alfaro-Navarro, 2008. "Asymmetric Behaviour of Spanish Regional House Prices," International Advances in Economic Research, International Atlantic Economic Society, vol. 14(4), pages 407-421, November.
  42. Sáenz Rodríguez, Estela & Sabaté Sort, Marcela & Gadea Rivas, María Dolores, 2009. "La medición del riesgo externo. Un estudio aplicado al caso español en el periodo 1960-2000/The Measurement of External Risk. An Applied Study to the Spanish Case in the Period 1960-2000," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 27, pages 575 (16 Pág, Agosto.
  43. Rathinam, Francis Xavier & Raja, Angara V., 2010. "Law, regulation and institutions for financial development: Evidence from India," Emerging Markets Review, Elsevier, vol. 11(2), pages 106-118, June.
  44. George E. HALKOS & Marianna K. TRIGONI, 2010. "231 Financial And Real Sector Interactions: The Case Of Greece," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(3(13)/Fal), pages 231-246.
  45. Regina Escario & María Dolores Gadea & Marcela Sabaté, 2009. "Government Solvency or just Pseudo-Sustainability? a Long-Run Multicointegration Approach for Spain," Documentos de Trabajo dt2009-07, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  46. Tang, Chor Foon & Lai, Yew Wah, 2011. "The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons," MPRA Paper 27962, University Library of Munich, Germany.
  47. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. EGSeI.
  48. Alain Maurin & Roland Craigwell & Sébastien Mathouraparsad, 2011. "Modeling time series of unemployment rates in the Caribbean basin," EcoMod2011 3296, EcoMod.
  49. Abo-Zaid Salem M, 2011. "The Trade-Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004," Review of Middle East Economics and Finance, De Gruyter, vol. 6(3), pages 63-93, February.
  50. Park, Cheolbeom & Park, Sookyung, 2013. "Exchange rate predictability and a monetary model with time-varying cointegration coefficients," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 394-410.
  51. Balázs Égert, 2005. "Equilibrium Exchange Rates in Southeastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) Diseased?," William Davidson Institute Working Papers Series wp770, William Davidson Institute at the University of Michigan.
  52. Jesús Otero & Jeremy Smith, 2013. "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots," Computational Economics, Society for Computational Economics, vol. 41(1), pages 1-9, January.
  53. Sam Jones, 2011. "Aid Supplies Over Time Accounting for Heterogeneity, Trends, and Dynamics," Working Paper Series UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
  54. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economics Papers from University Paris Dauphine 123456789/6970, Paris Dauphine University.
  55. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "Housing and the Great Depression," Working papers 2012-47, University of Connecticut, Department of Economics.
  56. Reed, Albert J. & Levedahl, J. William & Clark, J. Stephen, 2003. "Commercial Disappearance and Composite Demand for Food with an Application to U.S. Meats," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(01), April.
  57. Westerlund, Joakim, 2005. "New Simple Tests for Panel Cointegration," Working Papers 2005:8, Lund University, Department of Economics.
  58. Balaguer, Jacint & Ripollés, Jordi, 2014. "Are the transport fuel retail markets regionally integrated in Spain? Evidence from price transmission," Economic Modelling, Elsevier, vol. 42(C), pages 323-332.
  59. Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
  60. Czudaj, Robert, 2011. "P-star in times of crisis - Forecasting inflation for the euro area," Economic Systems, Elsevier, vol. 35(3), pages 390-407, September.
  61. Aslanidis, Nektarios & Kouretas, Georgios P., 2005. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Economic Modelling, Elsevier, vol. 22(4), pages 665-682, July.
  62. Rubaszek, Michał, 2008. "Economic convergence and the fundamental equilibrium exchange rate in Poland," MPRA Paper 12910, University Library of Munich, Germany.
  63. Jafari Samimi, Ahmad & Ghaderi, Saman & Sanginabadi, Bahram, 2012. "The Effects of Openness and Globalization on Inflation: An ARDL Bounds Test Approach," MPRA Paper 52407, University Library of Munich, Germany.
  64. Levent, Korap, 2006. "Seigniorage revenue and Turkish economy," MPRA Paper 20106, University Library of Munich, Germany.
  65. Johnson, Andreas, 2006. "FDI and Exports: the case of the High Performing East Asian Economies," Working Paper Series in Economics and Institutions of Innovation 57, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  66. Erie Febrian & Aldrin Herwany, 2009. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS) 200911, Department of Economics, Padjadjaran University, revised Sep 2009.
  67. Sims, Charles & Finnoff, David, 2013. "When is a “wait and see” approach to invasive species justified?," Resource and Energy Economics, Elsevier, vol. 35(3), pages 235-255.
  68. J. Stephen Ferris, 2007. "Is the Bank of Canada any more or less independent than the Fed? – revised version: Electoral Politics and Monetary Policy: Does the Bank of Canada Contribute to a Political Business Cycle?," Carleton Economic Papers 07-02, Carleton University, Department of Economics, revised 08 Jan 2008.
  69. Ana S. Branca & Joaquim P. Pina & Margarida Catalão-Lopes, 2012. "Corporate Giving, Competition and the Economic Cycle," Working Papers Department of Economics 2012/15, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  70. Dungey, Mardi & Fry, Renée, 2009. "The identification of fiscal and monetary policy in a structural VAR," Economic Modelling, Elsevier, vol. 26(6), pages 1147-1160, November.
  71. Costas Milas, 2014. "Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013," Working Paper Series 13_14, The Rimini Centre for Economic Analysis.
  72. Hipòlit Torró, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," Working Papers 2007.88, Fondazione Eni Enrico Mattei.
  73. Amber, Fatima & Muhammad, Shahbaz & Faridul, Islam, 2012. "Nexus of trade, investment and poverty: evidence from Pakistan," MPRA Paper 39068, University Library of Munich, Germany, revised 20 May 2012.
  74. Levent, Korap, 2007. "Testing quantity theory of money for the Turkish economy," MPRA Paper 21704, University Library of Munich, Germany.
  75. Evan Lau & Koon Po Lee, 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, December.
  76. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
  77. Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010. "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers 0123, Dipartimento di Scienze Economiche "Marco Fanno".
  78. Jiranyakul, Komain, 2010. "The Effects of Real Exchange Rate Volatility on Thailand's Exports to the United States and Japan under the Recent Float," MPRA Paper 45030, University Library of Munich, Germany.
  79. Stephen Wilcox & John Geppert, 2007. "An error-correction model for forecasting changes in foreign currency futures spreads," Journal of Economics and Finance, Springer, vol. 31(1), pages 122-142, March.
  80. Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013. "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 389-402.
  81. Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015. "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers 3815, Center for Quantitative Economics (CQE), University of Muenster.
  82. Algieri, Bernardina, 2013. "An empirical analysis of the nexus between external balance and government budget balance: The case of the GIIPS countries," Economic Systems, Elsevier, vol. 37(2), pages 233-253.
  83. Zachariadis, Theodoros & Pashourtidou, Nicoletta, 2007. "An empirical analysis of electricity consumption in Cyprus," Energy Economics, Elsevier, vol. 29(2), pages 183-198, March.
  84. Baumöhl, Eduard & Lyócsa, Štefan, 2009. "Stationarity of time series and the problem of spurious regression," MPRA Paper 27926, University Library of Munich, Germany.
  85. Enzo Weber, 2006. "The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis," SFB 649 Discussion Papers SFB649DP2006-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  86. Tiwari, Aviral, 2010. "Impact of supply of money on food prices in India: A causality analysis," MPRA Paper 24679, University Library of Munich, Germany.
  87. Christian Bayer & Christoph Hanck, 2008. "Is Double Trouble? – How to Combine Cointegration Tests," Ruhr Economic Papers 0048, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  88. Levent, Korap, 2007. "Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks," MPRA Paper 19479, University Library of Munich, Germany.
  89. Hein, Eckhard & Schoder, Christian, 2009. "Interest rates, distribution and capital accumulation – A Post-Kaleckian perspective on the US and Germany," MPRA Paper 18223, University Library of Munich, Germany.
  90. SILVESTRINI, Andrea, . "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," CORE Discussion Papers RP -2220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  91. Westerheide, Peter & Meitner, Matthias, 2005. "The Impact of a Stock Market Downturn on Corporate Financing Activities in Germany," ZEW Discussion Papers 05-91, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  92. Jamil, Faisal & Ahmad, Eatzaz, 2011. "Income and price elasticities of electricity demand: Aggregate and sector-wise analyses," Energy Policy, Elsevier, vol. 39(9), pages 5519-5527, September.
  93. 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.
  94. Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
  95. Robinson, Terry, 2007. "Have European gas prices converged?," Energy Policy, Elsevier, vol. 35(4), pages 2347-2351, April.
  96. Haluk Erlat, 2009. "Persistence in Turkish Real Exchange Rates: Panel Approaches," FIW Working Paper series 029, FIW.
  97. Wong Hock Tsen, 2006. "Granger causality tests among openness to international trade, human capital accumulation and economic growth in China: 1952-1999," International Economic Journal, Taylor & Francis Journals, vol. 20(3), pages 285-302.
  98. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
  99. Maswana, Jean-Claude, 2010. "Will China’s Recovery Affect Africa’s Prospects for Economic Growth?," Working Papers 19, JICA Research Institute.
  100. Frömmel, Michael & Schmidt, Torsten, 2006. "Bank Lending and Asset Prices in the Euro Area," Hannover Economic Papers (HEP) dp-342, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  101. Theodorou, Petros & Karyampas, Dimitrios, 2008. "Modeling the return and volatility of the Greek electricity marginal system price," Energy Policy, Elsevier, vol. 36(7), pages 2601-2609, July.
  102. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics.
  103. Michael KUEHL, . "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008 23800071, EcoMod.
  104. Chuanglian Chen & Guojin Chen & Shujie Yao, . "Do Imports Crowd Out Domestic Consumption? A Comparative Study of China, Japan and Korea," Discussion Papers 11/03, University of Nottingham, GEP.
  105. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
  106. Alam, Mohammad Jahangir & Begum, Ismat Ara, 2012. "World and Bangladesh Rice Market Integration: An Application of Threshold Cointegration and Threshold Vector Error Correction Model (TVECM)," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 135119, Agricultural Economics Society.
  107. Edgardo Sica, 2007. "Causality between Energy and Economic Growth: the Italian case," Quaderni DSEMS 03-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  108. Jiranyakul, Komain, 2009. "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper 45582, University Library of Munich, Germany.
  109. Gomes, Fábio A. R. & Franchini, Douglas de S., 2008. "The Stationarity of Consumption–Income Ratios: Evidence from South American Countries," Insper Working Papers wpe_123, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  110. Onay, Ceylan, 2006. "A Co-integration Analysis Approach to European Union Integration: The Case of Acceding and Candidate Countries," European Integration online Papers (EIoP), European Community Studies Association Austria (ECSA-A), vol. 10, 09.
  111. Enzo Weber, 2007. "What Happened to the Transatlantic Capital Market Relations?," SFB 649 Discussion Papers SFB649DP2007-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  112. Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," CAMA Working Papers 2011-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  113. Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.
  114. Ariff, Mohamed & Chung, Tin-fah & M., Shamsher, 2012. "Money supply, interest rate, liquidity and share prices: A test of their linkage," Global Finance Journal, Elsevier, vol. 23(3), pages 202-220.
  115. Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2013. "Trivariate causality between economic growth, urbanisation and electricity consumption in Angola: Cointegration and causality analysis," Energy Policy, Elsevier, vol. 60(C), pages 876-884.
  116. Yousefi, Ayoub & Wirjanto, Tony S., 2003. "Exchange rate of the US dollar and the J curve: the case of oil exporting countries," Energy Economics, Elsevier, vol. 25(6), pages 741-765, November.
  117. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
  118. Eduardo López E. & Víctor Riquelme P., 2010. "Auge, Colapso y Recuperación de los Precios de Materias Primas entre 2002 y 2010: ¿Qué Hay Detrás?," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 129-145, April.
  119. Longjiang Chen, 2011. "The effect of China's RMB exchange rate movement on its agricultural export: A case study of export to Japan," China Agricultural Economic Review, Emerald Group Publishing, vol. 3(1), pages 26-41, January.
  120. Juan Carlos Cuestas & Javier Ordoñez Monfort & Maria Amparo Camarero Olivas, 2006. "Nonlinear trend stationary of real exchange rates: The case of the Mediterranean countries," Working Papers. Serie AD 2006-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  121. Abdelhafidh, Samir, 2013. "Potential financing sources of investment and economic growth in North African countries: A causality analysis," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 150-169.
  122. José García-Solanes & Jesús Rodríguez López & José Luis Torres Chacón, 2007. "Demand Shocks and Trade Balance Dynamics," Working Papers 07.10, Universidad Pablo de Olavide, Department of Economics.
  123. Shrestha, Keshab, 2014. "Price discovery in energy markets," Energy Economics, Elsevier, vol. 45(C), pages 229-233.
  124. Guan-Ru Chen & Ming-Hung Wu, 2013. "How does Monetary Policy Influence Capital Markets? Using a Threshold Regression Model," Asia-Pacific Financial Markets, Springer, vol. 20(1), pages 31-47, March.
  125. Jean Louis, Rosmy & Balli, Faruk & Osman, Mohammad, 2009. "Is the US dollar a suitable anchor for the newly proposed GCC currency?," MPRA Paper 34003, University Library of Munich, Germany, revised 2010.
  126. Dirk HOORELBEKE, . "Testing for Hysteresis in Unemployment in the Belgian Regions," EcoMod2010 259600075, EcoMod.
  127. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011. "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 623-640, June.
  128. T. Panagiotidis & G. Pelloni, 2004. "Non-Linearity in the Canadian and US Labour Markets: Univariate and Multivariate Evidence from A Battery of Tests," Working Papers 506, Dipartimento Scienze Economiche, Universita' di Bologna.
  129. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, vol. 70(C), pages 201-206.
  130. Fiuza, Eduardo P.S. & Tito, Fabiana F.M., 2010. "Post-merger time series analysis: Iron ore mining," Resources Policy, Elsevier, vol. 35(3), pages 141-155, September.
  131. Westerlund, Joakim, 2013. "Simple unit root testing in generally trending data with an application to precious metal prices in Asia," Journal of Asian Economics, Elsevier, vol. 28(C), pages 12-27.
  132. Moura, Marcelo, 2008. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Insper Working Papers wpe_119, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  133. Algieri, Bernardina & Kalkuhl, Matthias, 2014. "Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers," Discussion Papers 187159, University of Bonn, Center for Development Research (ZEF).
  134. I-Chun Tsai & Cheng-Feng Lee & Ming-Chu Chiang, 2012. "The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 1005-1020, November.
  135. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr.
  136. Gianluca Di Lorenzo & Giuseppe Marotta, 2006. "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy 0602, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
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  408. Giulio PALOMBA & Emma SARNO & Alberto ZAZZARO, 2007. "Testing similarities of short-run inflation dynamics among EU countries after the Euro," Working Papers 289, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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  419. Hanck, Christoph, 2008. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," MPRA Paper 11988, University Library of Munich, Germany.
  420. Debabrata Mukhopadhyay & Nityananda Sarkar, 2013. "Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India," International Econometric Review (IER), Econometric Research Association, vol. 5(1), pages 1-19, April.
  421. Jiranyakul, Komain, 2007. "The Relation between Government Expenditures and Economic Growth in Thailand," MPRA Paper 46070, University Library of Munich, Germany.
  422. Erdal, Gülistan & Erdal, Hilmi & Esengün, Kemal, 2008. "The causality between energy consumption and economic growth in Turkey," Energy Policy, Elsevier, vol. 36(10), pages 3838-3842, October.
  423. Logan Rangasamy, 2009. "Exports and economic growth: The case of South Africa," Journal of International Development, John Wiley & Sons, Ltd., vol. 21(5), pages 603-617.
  424. Ronald Kumar, 2014. "Exploring the nexus between capital inflows and growth in Latin America and the Caribbean: a study of clusters led by Brazil and Mexico," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2537-2552, September.
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  426. Sinha, Dipendra, 2007. "Does the Wagner’s Law hold for Thailand? A Time Series Study," MPRA Paper 2560, University Library of Munich, Germany.
  427. Giovanni Baiocchi & Walter Distaso, 2003. "GRETL: Econometric software for the GNU generation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 105-110.
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  430. Helmut Herwartz & Hans-Eggert Reimers, 2006. "Panel non stationary tests of the Fisher hypothesis in a world wide context. An analysis of 114 economies during the period 1960-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
  431. Kappler, Marcus, 2007. "Projecting the Medium-Term: Outcomes and Errors for GDP Growth," ZEW Discussion Papers 07-068, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  432. Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David, 2008. "Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960," MPRA Paper 6993, University Library of Munich, Germany.
  433. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
  434. Lin, Boqiang & Xie, Chunping, 2013. "Estimation on oil demand and oil saving potential of China's road transport sector," Energy Policy, Elsevier, vol. 61(C), pages 472-482.
  435. Borozan, Djula, 2013. "Exploring the relationship between energy consumption and GDP: Evidence from Croatia," Energy Policy, Elsevier, vol. 59(C), pages 373-381.
  436. Lee, Jiho, 2013. "Consumption, financial wealth and labor income in Korea," Japan and the World Economy, Elsevier, vol. 25, pages 59-67.
  437. Joakim Westerlund, 2006. "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 101-132, 02.
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  439. Halkos, George, 2010. "Financial and real sector interactions:the case of Greece," MPRA Paper 24391, University Library of Munich, Germany.
  440. Macide Cicek, 2014. "A Cointegration Test for Turkish Foreign Exchange Market Efficiency," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(4), pages 451-471, April.
  441. Jesus Crespo Cuaresma & Jarko Fidrmuc & Maria Antoinette Silgoner, 2004. "Exchange Rate Developments and Fundamentals in Four EU Accession and Candidate Countries: Bulgaria, Croatia, Romania and Turkey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 119-137.
  442. 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.
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  444. Oikarinen, Elias, 2005. "Is Housing Overvalued in the Helsinki Metropolitan Area?," Discussion Papers 992, The Research Institute of the Finnish Economy.
  445. Levent, Korap, 2007. "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper 19584, University Library of Munich, Germany.
  446. Habibullah, M.S. & Law, Siong-Hook, 2008. "Property crime and macroeconomic variables in Malaysia: Some empirical evidence from a vector error-correction model," MPRA Paper 12112, University Library of Munich, Germany.
  447. Balaguer, Jacint & Ripollés, Jordi, 2013. "Asymmetric fuel price responses under heterogeneity," MPRA Paper 52481, University Library of Munich, Germany.
  448. Gao, Quansheng & Hu, Chengjun, 2009. "Dynamic mortality factor model with conditional heteroskedasticity," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 410-423, December.
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  452. Gatt, William, 2014. "The determinants of household saving behaviour in Malta," MPRA Paper 57707, University Library of Munich, Germany.
  453. Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013. "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, vol. 28(2), pages 701-734, April.
  454. Lau, Evan & Puah, Chin-Hong & Oh, Swee-Ling & Lo, Yan-Ching, 2008. "Causality between White Pepper and Black Pepper: Evidence from Six Markets in Sarawak," MPRA Paper 6552, University Library of Munich, Germany.
  455. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004.
  456. Estela Sáenz & María Dolores Gadea & Marcela Sabaté, 2009. "Measuring the external risk in the United Kingdom," Economics Bulletin, AccessEcon, vol. 29(2), pages 1182-1189.
  457. Mohamed Amine Boutaba, 2009. "Dynamic linkages among European carbon markets," Economics Bulletin, AccessEcon, vol. 29(2), pages 499-511.
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  481. repec:lan:wpaper:2381 is not listed on IDEAS
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