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2. Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David.
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3. Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen.
   In: Empirica.
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5. Is Money Demand Really Unstable? Evidence from Divisia Monetary Aggregates. (2022). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan.
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6. Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A.
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8. Asymmetric impact of oil price on trade balance in BRICS countries: Multiplier dynamic analysis. (2021). Ahad, Muhammad ; Anwer, Zaheer.
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9. Is money demand really unstable? Evidence from divisia monetary aggregates. (2021). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan.
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10. Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas.
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11. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten.
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14. Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL. (2019). Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad .
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15. When do fixed exchange rates work? Evidence from the Gold Standard. (2019). Chen, Yao ; Ward, Felix.
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16. Money-financed fiscal stimulus: The effects of implementation lag. (2019). Tsuruga, Takayuki ; Wake, Shota.
    In: Journal of Economic Dynamics and Control.
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17. Nonlinear Cointegrating Power Function Regression with Endogeneity. (2019). Phillips, Peter ; Wang, Qiying ; PEter, ; Hu, Zhishui.
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18. On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States. (2018). Urga, Giovanni ; Mogliani, Matteo.
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19. Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Apergis, Nicholas ; Alam, Shaista ; Hussain, Syed Jawad.
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20. Bank Competition with Financing and Savings Substitutes. (2018). Martin-Oliver, Alfredo.
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21. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
    In: Journal of International Money and Finance.
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22. Money-Financed Fiscal Stimulus: The Effects of Implementation Lag. (2018). Tsuruga, Takayuki ; Wake, Shota.
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23. Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal. (2017). Parra-Amado, Daniel ; Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Ordoez-Callamand, Daniel.
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24. Rigid relations: External adjustment under the Gold Standard (1880-1913). (2016). Chen, Yao ; Ward, Felix.
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25. Money demand in the Arab Republic of Egypt : a vector equilibrium correction model. (2016). Rostom, Ahmed ; Tawfick, Ahmed Mohamed.
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26. Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis. (2015). Hassan, Syed ; Choudhry, Taufiq.
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27. Nonlinear regressions with nonstationary time series. (2015). Wang, Qiying ; Chan, Nigel .
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28. A residual-based ADF test for stationary cointegration in I(2) settings. (2015). Gómez Biscarri, Javier ; Gomez-Biscarri, Javier ; Hualde, Javier.
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29. Testing for near I(2) trends when the signal to noise ratio is small. (2014). juselius, katarina.
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30. A residual-based ADF test for stationary cointegration in I (2) settings. (2014). Gómez Biscarri, Javier ; Hualde, Javier.
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31. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
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32. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
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33. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Martins, Luis Filipe ; Miller, Stephen M..
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34. Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models. (2014). Yabe, Ryota .
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35. A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings. (2014). Gómez Biscarri, Javier ; Gomez-Biscarri, Javier ; Hualde, Javier.
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36. Dynamic Analysis of Money Demand Function: Case of Turkey*. (2013). dogru, bulent ; doru, bulent .
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37. Testing for Near I (2) Trends When the Signal to Noise Ratio is Small. (2013). juselius, katarina.
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38. Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs. (2013). Lucchetti, Riccardo (Jack) ; Fachin, Stefano ; Di Iorio, Francesca.
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39. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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40. On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan. (2012). Nakashima, Kiyotaka ; Saito, Makoto.
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41. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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42. On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan. (2012). Saito, Makoto ; Nakashima, Kiyotaka.
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43. Partial parametric estimation for nonstationary nonlinear regressions. (2012). Kim, Chang Sik.
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44. Likelihood-based inference for cointegration with nonlinear error-correction. (2010). Rahbek, Anders ; Kristensen, Dennis.
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45. Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. (2010). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael .
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46. The Paradox of Thrift and Crowding-In of Private Investment in a Simple IS-LM Model. (2009). Basu, Deepankar.
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47. An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application. (2009). Rahbek, Anders ; Nielsen, Heino Bohn ; Kurita, Takamitsu.
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48. Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments. (2009). Inagaki, Kazuyuki.
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49. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings. (2009). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael D..
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50. An Extremely Low Interest Rate Policy and the Shape of the Japanese Money Demand Function: A Nonlinear Cointegration Approach. (2008). Nakashima, Kiyotaka.
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51. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings. (2008). juselius, katarina ; Johansen, Soren ; Goldberg, Michael D. ; Frydman, Roman .
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52. Robust estimation for structural spurious regressions and a Hausman-type cointegration test. (2008). Ogaki, Masao ; Choi, Chi-Young ; Hu, Ling.
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53. Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets. (2008). Listorti, Giulia.
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54. Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate. (2008). juselius, katarina ; Johansen, Soren ; Frydberg, Roman ; Goldberg, Michael .
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55. Speed of Adjustment in Cointegrated Systems. (2007). Paruolo, Paolo ; Fanelli, Luca.
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56. Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?. (2007). Haug, Alfred ; Basher, Syed.
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