This document has not been cited yet.

1. (2008): “Oil prices and economic activity: an asymmetric cointegration approach”, Energy Economics, 30, 847–855.
   Paper not yet in RePEc: Add citation now
   
2. Baffes, J., A. Kose, F. Ohnsorge, M. Stocker, D. Chen, D. Cosic, X. Gong, R. Huidrom, E. Vashakmadze, J. Zhang, and Z. T. (2015): “Understanding the Plunge in Oil Prices: Sources and Implication,”, Global Economic Prospects, World Bank, chapter 4, 155–168.
   Paper not yet in RePEc: Add citation now
   
3. Brown, S. P. A., and M. K. Yucel (2002): “Energy Prices and aggregate economic activity: a Survey”, The Quarterly Review of Economics and Finance, 42, 193–208.
   Paper not yet in RePEc: Add citation now
   

4. Christiano, L. J. (1992): “Searching for a break in GNP”, Journal of Business & Economic Statistics, 10(3), 237–249.

5. Clemente, J., A. Montanes, and M. Reyes (1998): “Testing for a unit root in variables with a double change in the mean”, Economic Letters, 59, 175–182.

6. Dickey, D. A., and S. G. Pantula (1987): “Determining the Order of Differencing in Autoregressive Processes”, Journal of Business & Economic Sta-tistics, 5(4), 455–461.

7. Ferderer, J. P. (1996): “Oil Price volatility and the Macroeconomy”, Journal of Macroeconomics, 18(1), 1–26.

8. Giles, D. E., and R. T. Godwin (2012): “Testing for Multivariate Cointe-gration in the Presence of Structural Breaks: p-values and Critical Values”, Applied Economic Letters, 19, 1561– 1565.
   Paper not yet in RePEc: Add citation now
   
9. Gregory, A. W., and B. E. Hansen (1996a): “Residual-based tests for Cointegration in Models with Regime Shifts”, Journal of Econometrics, 70, 99–126.
   Paper not yet in RePEc: Add citation now
   
10. Gregory, A. W., and B. E. Hansen (1996b): “Test for Cointegration in Models with Regime and Trend shifts”, Oxford Bulletin of Economics and Statistics, 58(3), 555–560.
    Paper not yet in RePEc: Add citation now
    

11. Hamilton, J. D. (1983): “Oil and the Macroeconomy since World War II”, Journal of Political Economy, 91(2), 228–248.

12. Hamilton, J. D. (1996): “This is what happened to the oil price-macroeconomy relationship”, Journal of Monetary Economics, 38, 215–220.

13. Hamilton, J. D. (2005): “Oil and the Macroeconomy”, Palgrave dictionary of economics.
    Paper not yet in RePEc: Add citation now
    

14. Hooker, M. (1996): “What happened to the oil price-macroeconomy relationship?”, Journal of Monetary Economics, 38, 195–213.

15. Johansen, S., and K. Juselius (1990): “Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money”, Oxford Bulletin of Economics and Statistics, 52, 169–210.

16. Johansen, S., R. Mosconi, and B. Nielsen (2000): “Cointegration analysis in the presence of structural breaks in the deterministic trend”, Econometrics Journal, 3, 216–249.

17. Jones, T. C. (2012): “America, Oil and War in the Middle East”, Journal of American History, 99(1), 208–218.
    Paper not yet in RePEc: Add citation now
    
18. Joyeux, R. (2007): “How to deal with structural breaks in practical cointegration analysis”, Cointegration for the Applied Economists, pp. 195–222.
    Paper not yet in RePEc: Add citation now
    

19. Lardic, S., and V. Mignon (2006): “The impact of oil prices on GDP in European Countries: An empyrical investigation based on asymmetric cointegration”, Energy Policy, 34, 3910– 3915.

20. Lescaroux, F., and V. Mignon (2008): “On the influence of oil prices on economic activity and other macroeconomic financial variables”, OPEC Energy Review, 32(4), 343–380.

21. Lumsdaine, R., and D. H. Papell (1997): “Multiple Trend Breaks and the Unit-Root hypothesis”, The Review of Economics and Statistics, 79(2), 212– 218.

22. Mork, K. A. (1989): “Oil and the Macroeconomy when prices go up and down: an extension of Hamilton’s results”, Journal of Political Economy, 97(3), 740–744.

23. Mork, K. A., O. Olsen, and H. T. Mysen (1994): “Macroeconomic responses to oil prices increases and decreases in seven OECD Countries”, The Energy Journal, 15(4), 19–35.
    Paper not yet in RePEc: Add citation now
    

24. Ng, S., and P. Perron (2001): “Lag length selection and the construction of unit root tests with good size and power”, Econometrica, 69(6), 1519–1554.

25. Perron, P. (1989): “The Great Crash, the oil price shock, and the unit root hypothesis.”, Econometrica, 57, 1361–1401.

26. Perron, P., and T. Vogelsang (1992): “Nonstationarity hypothesis and level shifts with an application to purchasing power parity”, Journal of Busi-ness and Economic Statistics, 10, 301–320.

27. Review of Socio-Economic Perpectives Rubino, N. pp. 1-29 Vol. 2. No: 2/ December 2017 Lee, K., S. Ni, and R. A. ratti (1996): “Oil shocks and the macroeconomy: the role of price volatility”, The energy Journal, 16(4), 39–56.
    Paper not yet in RePEc: Add citation now
    

28. Rotemberg, J. J., and M. Woodford (1996): “Imperfect Competition and the effects of energy price increases on Economic Activity”, Journal of Money, Credit and banking, 28(4), 549–577.

29. Saikkonen, P., and H. Lütkepohl (2000a): “Testing for cointegrating rank of a VAR process with an intercept”, Econometric Theory, 16, 373–406.
    Paper not yet in RePEc: Add citation now
    
30. Saikkonen, P., and H. Lütkepohl (2000b): “Testing for the cointegrating rank of a VAR process with structural shifts”, Journal of Business & Economic Statistics, 18, 451–464.
    Paper not yet in RePEc: Add citation now
    
31. Saikkonen, P., and H. Lütkepohl (2000c): “Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process”, Journal of Time Series Analysis, 21, 435– 456.
    Paper not yet in RePEc: Add citation now
    

32. Zivot, E., and W. K. Andrews (1992): “Further Evidence on the Great Crash, the Oil-Price Shock and the Unit-Root Hypothesis”, Journal of Business & Economic Statistics, 10(3), 251–270.

1. Agricultural Growth in West Bengal (1949-50 to 2009-10): Evidence from Multiple Trend Break Unit Root Test. (2015). Kundu, Soumitra .
   In: Indian Journal of Agricultural Economics.
   RePEc:ags:inijae:229974.

   Full description at Econpapers || Download paper

2. Energy prices, multiple structural breaks, and efficient market hypothesis. (2009). Lee, Chien-Chiang.
   In: Applied Energy.
   RePEc:eee:appene:v:86:y:2009:i:4:p:466-479.

   Full description at Econpapers || Download paper

3. Time-series model forecasts and structural breaks: evidence from Spanish pre-EMU interest rates. (2008). Robles Fernandez, M. Dolores ; Robles-Fernandez, Dolores M. ; Fernandez-Serrano, Jose Luis.
   In: Applied Economics.
   RePEc:taf:applec:v:40:y:2008:i:13:p:1707-1721.

   Full description at Econpapers || Download paper

4. Identification of the true break date in innovational outlier unit root tests. (2007). Popp, Stephan .
   In: IBES Diskussionsbeiträge.
   RePEc:zbw:udewwd:152.

   Full description at Econpapers || Download paper

5. Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence. (2007). Blaszkiewicz-Schwartzman, Monika.
   In: Money Macro and Finance (MMF) Research Group Conference 2006.
   RePEc:mmf:mmfc06:144.

   Full description at Econpapers || Download paper

6. Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models. (2006). Harvie, Charles ; Pahlavani, Mosayeb .
   In: Economics Working Papers.
   RePEc:uow:depec1:wp06-09.

   Full description at Econpapers || Download paper

7. Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test. (2006). Saleh, Ali Salman ; Pahlavani, Mosayeb ; Harvie, Charles.
   In: Economics Working Papers.
   RePEc:uow:depec1:wp06-02.

   Full description at Econpapers || Download paper

8. Breaking trend panel unit root tests. (2006). Tam, Pui Sun.
   In: Computing in Economics and Finance 2006.
   RePEc:sce:scecfa:341.

   Full description at Econpapers || Download paper

9. Structural breaks and unit root: evidence from Pakistani macroeconomic time series. (2006). Waheed, Muhammad ; ghauri, saghir ; Alam, Tasneem.
   In: MPRA Paper.
   RePEc:pra:mprapa:1797.

   Full description at Econpapers || Download paper

10. Portugal–EU Convergence Revisited: Evidence for the Period 1960–2003. (2006). de Freitas, Miguel.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:12:y:2006:i:3:p:408-418:10.1007/s11294-006-9028-0.

    Full description at Econpapers || Download paper

11. Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis. (2006). Angelov, Nikolay.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_011.

    Full description at Econpapers || Download paper

12. Unit Roots and Structural Breaks: A Survey of the Literature. (2006). Perman, Roger ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2006_10.

    Full description at Econpapers || Download paper

13. Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001. (2005). Wilson, E. J. ; Verma, R..
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-23.

    Full description at Econpapers || Download paper

14. Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries. (2005). Wilson, E. J. ; Marashdeh, Hazem.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-22.

    Full description at Econpapers || Download paper

15. Structural Change and the Order of Integration in Univariate Time Series. (2005). Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp2005.

    Full description at Econpapers || Download paper

16. Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf. (2005). Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1905.

    Full description at Econpapers || Download paper

17. Mind your Ps and Qs! Improving ARMA forecasts with RBC priors. (2005). Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2005/02.

    Full description at Econpapers || Download paper

18. Regulation and the Macroeconomy. (2005). Dawson, John.
    In: Working Papers.
    RePEc:apl:wpaper:05-16.

    Full description at Econpapers || Download paper

19. Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987. (2005). Strazicich, Mark ; Dawson, John ; Millsaps, Steven.
    In: Working Papers.
    RePEc:apl:wpaper:04-04.

    Full description at Econpapers || Download paper

20. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

    Full description at Econpapers || Download paper

21. Tijuanas Dynamic Unemployment and Output Growth. (2004). Diaz-Bautista, Alejandro.
    In: Labor and Demography.
    RePEc:wpa:wuwpla:0401001.

    Full description at Econpapers || Download paper

22. Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots. (2004). Silva, Ricardo.
    In: Econometrics.
    RePEc:wpa:wuwpem:0405002.

    Full description at Econpapers || Download paper

23. Does Financial Structure Matter?. (2004). Luintel, Kul ; Arestis, Philip.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:61.

    Full description at Econpapers || Download paper

24. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_40.

    Full description at Econpapers || Download paper

25. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2004119.

    Full description at Econpapers || Download paper

26. Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework.. (2003). Deb, Surajit.
    In: Working papers.
    RePEc:cde:cdewps:115.

    Full description at Econpapers || Download paper

27. Markov regime switching and unit root tests. (2001). Piger, Jeremy ; Nelson, Charles ; Zivot, Eric .
    In: Working Papers.
    RePEc:fip:fedlwp:2001-013.

    Full description at Econpapers || Download paper

28. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

    Full description at Econpapers || Download paper

29. Outside the Club: New Zealands economic growth, 1870-1993. (2000). Oxley, Les.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:14:y:2000:i:2:p:173-192.

    Full description at Econpapers || Download paper

30. Real exchange rate behaviour: evidence from black markets. (2000). Luintel, Kul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:161-185.

    Full description at Econpapers || Download paper

31. US deficit sustainability: a new approach based on multiple endogenous breaks. (2000). Martin, Gael.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:1:p:83-105.

    Full description at Econpapers || Download paper

32. Markov regime-switching and unit root tests. (2000). Zivot, Eric ; Piger, Jeremy ; Nelson, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:683.

    Full description at Econpapers || Download paper

33. Unit Root Tests in the Presence of Markov Regime-Switching. (1999). Piger, Jeremy ; Nelson, Charles ; Zivot, Eric .
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0040.

    Full description at Econpapers || Download paper

34. Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks. (1998). Papell, David ; Ben-David, Dan ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6397.

    Full description at Econpapers || Download paper

35. GLS Detrending, Efficient Unit Root Tests and Structural Change. (1998). Rodríguez, Gabriel ; Perron, Pierre ; Rodriguez, G..
    In: Cahiers de recherche.
    RePEc:mtl:montde:9809.

    Full description at Econpapers || Download paper

36. Computation and Analysis of Multiple Structural-Change Models. (1998). Perron, Pierre ; Bai, Jushan.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9807.

    Full description at Econpapers || Download paper

37. Bootstrapping unit root tests. (1997). Fachin, Stefano ; Young, Alastair G. ; De Angelis, Daniela.
    In: Applied Economics.
    RePEc:taf:applec:v:29:y:1997:i:9:p:1155-1161.

    Full description at Econpapers || Download paper

38. Cyclical implications of the declining manufacturing employment share. (1997). Filardo, Andrew.
    In: Economic Review.
    RePEc:fip:fedker:y:1997:i:qii:p:63-87:n:v.82no.2.

    Full description at Econpapers || Download paper

39. Evaluating non-structural measures of the business cycle. (1997). Cogley, Timothy.
    In: Economic Review.
    RePEc:fip:fedfer:y:1997:p:3-21:n:3.

    Full description at Econpapers || Download paper

40. Are prices countercyclical? Evidence from East Asian countries. (1996). Kim, Yang-Woo.
    In: Review.
    RePEc:fip:fedlrv:y:1996:i:sep:p:69-82.

    Full description at Econpapers || Download paper

41. Small Sample Properties of GMM for Business Cycle Analysis. (1995). Denhaan, Wouter ; Christiano, Lawrence.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0177.

    Full description at Econpapers || Download paper

42. Small sample properties of GMM for business cycle analysis. (1995). Denhaan, Wouter ; Christiano, Lawrence.
    In: Staff Report.
    RePEc:fip:fedmsr:199.

    Full description at Econpapers || Download paper

43. The Mexican intertemporal budget constraint: Persistent signals of an eventual collapse. (1995). Urzúa, Carlos ; Urza, Carlos M. ; Nez, Jos A..
    In: EGAP Working Papers.
    RePEc:ega:docume:200303.

    Full description at Econpapers || Download paper

44. Testing the null of stationarity in the presence of structural breaks for multiple time series. (1994). Ahn, ; Chul, Byung.
    In: Econometrics.
    RePEc:wpa:wuwpem:9411001.

    Full description at Econpapers || Download paper

45. The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact. (1994). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4752.

    Full description at Econpapers || Download paper

46. Inflation, interest rates, and seasonality. (1993). Biehl, Andrew R. ; Judd, John P..
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:1993:i:oct15:n:93-35.

    Full description at Econpapers || Download paper

47. Global Versus Country-Specific Productivity Shocks and the Current Account. (1992). Rogoff, Kenneth ; Glick, Reuven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4140.

    Full description at Econpapers || Download paper

48. Macroeconomic shocks and business cycles in Australia. (1992). Moreno, Ramon.
    In: Economic Review.
    RePEc:fip:fedfer:y:1992:p:34-52:n:3.

    Full description at Econpapers || Download paper

49. The Dynamic Effects of Aggregate Demand and Supply Disturbances. (1988). Quah, Danny ; Blanchard, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2737.

    Full description at Econpapers || Download paper

50. Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?. (). Begoña Eguía, ; Cruz Echevarría, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:11.

    Full description at Econpapers || Download paper

Report date: 2025-02-24 21:32:58 || Missing content? Let us know