Alesina, A., and R. Perotti (1995), Taxation and Redistribution in an Open Economy, European Economic Review, 39, 961-979.
Baillie, R.T., and R.A. Pecchenino (1991), The Search for Equilibrium Relationships in International Finance: The Case of the Monetary Model, Journal of International Money and Finance,10, 582-593.
- Baumol, W.J., and W.G. Bowen (1966), Performing Arts: The Economic Dilemma, The Twentieth Century Fund, New York.
Paper not yet in RePEc: Add citation now
Caner, M. (1998), A Locally Optimal Seasonal Unit Root Test, Journal of Business and Economic Statistics, 16, 349-356.
Canzoneri, M.B., R.E. Cumby, and B. Diba (1999), Relative Labor Productivity and the Real Exchange Rate in the Long-Run: Evidence from a Panel of OECD Countries, Journal of International Economics, 47, 245-266.
Cheung, Y.-W., and K. S. Lai (1998), Parity Reversion in Real Exchange Rates During the PostBretton Woods Period, Journal of International Money and Finance, 17, 597-614.
Cheung, Y.-W., and M. Chinn (1997), Further Investigation of the Uncertain Unit Root in GNP, Journal of Business and Economic Statistics, 15, 68-72.
Choi, I. (1994), Residual-Based Tests for the Null of Stationarity with Applications to U.S.
Culver, S.E., and D.H. Papell (1997), Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models, Journal of Applied Econometrics, 12, 435-444.
Culver, S.E., and D.H. Papell (1999), Long-Run Purchasing Power Parity with Short-Run Data: Evidence with a Null Hypothesis of Stationarity, Journal of International Money and Finance, 18, 751-768.
Diebold, F.X., and A.S. Senhadji (1996), The Uncertain Unit Root in Real GNP: Comment, American Economic Review, 86, 1291-1298.
Elliott, G., T.J. Rothenberg, and J.H. Stock (1996), Efficient Tests for an Autoregressive Unit Root, Econometrica, 64, 813-836.
Ely, D.P., and K.J. Robinson (1997), Are Stocks a Hedge Against Inflation? International Evidence using a Long-Run Approach, Journal of International Money and Finance, 16, 141-167.
Engel, C. and C.-J. Kim (1998), The Long-Run U.S.-U.K. Real Exchange Rate, forthcoming: Journal of Money, Credit, and Banking.
Hargreaves (ed.), Nonstationary Time Series Analysis and Cointegration, Oxford University Press, Oxford. Hobijn, B., P.H. Franses, and M. Ooms (1998), Generalizations of the KPSS-Test for Stationarity, Report 9802/A, Econometric Institute, Erasmus University Rotterdam.
- Harris, D., and B. Inder (1994), A Test of the Null Hypothesis of Cointegration, in C.P.
Paper not yet in RePEc: Add citation now
Kuo, B.-S., and A. Mikkola (1999), Re-Examining Long-Run Purchasing Power Parity, Journal of International Money and Finance, 18, 251-266.
Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, and Y. Shin (1992), Testing the Null of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? Journal of Econometrics, 54, 159-178.
Lee, J. (1996), On the Power of Stationarity Tests Using Optimal Bandwidth Estimates, Economics Letters, 51, 131-137.
Lee, K., M.H. Pesaran, and R. Smith (1997), Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model, Journal of Applied Econometrics, 12, 357-392.
Lewbel, A. (1996), Aggregation without Separability: A Generalized Composite Commodity Theorem, American Economic Review, 86, 524-543.
Leybourne, S.J., and B.P.M. McCabe (1994), A Consistent Test for a Unit Root, Journal of Business and Economic Statistics, 12, 157-166.
Lothian, J.R., and M.P. Taylor (1996), Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries, Journal of Political Economy, 104, 488-510.
McCabe, P.B.M., S.J. Leybourne, and Y. Shin (1997), A Parametric Approach to Testing the Null of Cointegration, Journal of Time Series Analysis, 18, 396-413.
Moreno, R. (1997), Saving-Investment Dynamics and Capital Mobility in the U.S. and Japan, Journal of International Money and Finance, 16, 837-863.
Murray, C.J., and D.H. Papell (1999), The Purchasing Power Parity Persistence Paradigm, manuscript, Department of Economics, University of Houston.
Nelson, C., and C. Plosser (1982), Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications, Journal of Monetary Economics, 10, 130-162.
Rothman, P. (1997), More Uncertainty about the Unit Root in U.S. Real GNP, Journal of Macroeconomics, 19, 771-780.
Rudebusch, G. D. (1993), The Uncertain Unit Root in Real GNP, American Economic Review, 83(1), 264-272.
Sephton, P.S. (1995), Response-Surface Estimates of the KPSS Stationarity Test, Economics Letters, 47, 255-261.
Shin, Y. (1994), A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration, Econometric Theory, 10, 91-115.
Wolters, J., T. Teräsvirta, and H. Lütkepohl (1998), Modeling the Demand for M3 in the Unified Germany, Review of Economics and Statistics, 80, 399-409.