create a website

A simple modification to improve the finite sample properties of Ng and Perrons unit root tests. (2007). Qu, Zhongjun ; Perron, Pierre.
In: Economics Letters.
RePEc:eee:ecolet:v:94:y:2007:i:1:p:12-19.

Full description at Econpapers || Download paper

Cited: 137

Citations received by this document

Cites: 4

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Financial market development and carbon emissions: The transmission mechanisms and the role of political corruption. (2024). Topcu, Mert.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010887.

    Full description at Econpapers || Download paper

  2. Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo.
    In: Papers.
    RePEc:arx:papers:2402.16580.

    Full description at Econpapers || Download paper

  3. Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V.
    In: Russian Journal of Economics.
    RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen.
    In: Social Science & Medicine.
    RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

    Full description at Econpapers || Download paper

  6. Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order. (2022). Nielsen, Morten ; Jansson, Michael ; Brien, Samuel.
    In: Working Paper.
    RePEc:qed:wpaper:1429.

    Full description at Econpapers || Download paper

  7. Determining Pakistans Financial Dependency: The Role of Financial Globalization and Corruption. (2022). Ali, Amjad.
    In: MPRA Paper.
    RePEc:pra:mprapa:116097.

    Full description at Econpapers || Download paper

  8. Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test. (2022). Sephton, Peter.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10082-6.

    Full description at Econpapers || Download paper

  9. Revisiting the inflation-hedging properties of precious metals in Africa. (2022). Sephton, Peter S.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001830.

    Full description at Econpapers || Download paper

  10. Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

    Full description at Econpapers || Download paper

  11. A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten.
    In: Papers.
    RePEc:arx:papers:2211.06288.

    Full description at Econpapers || Download paper

  12. The dynamics between the stock market and exchange rates: Spain 1999–2015. (2021). Regulez-Castillo, Marta ; Luzarraga-Goitia, Joseba ; Rodriguez-Castellanos, Arturo.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:27:y:2021:i:7:p:655-678.

    Full description at Econpapers || Download paper

  13. Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty. (2021). Nibbering, Didier ; Wei, Wei ; van Buuren, Coos.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2021-19.

    Full description at Econpapers || Download paper

  14. Coal Pricing in China: Is It a Bit Too Crude?. (2021). Li, Raymond ; Broadstock, David.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:13:p:3752-:d:580137.

    Full description at Econpapers || Download paper

  15. Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

    Full description at Econpapers || Download paper

  16. Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:224:y:2021:i:1:p:198-214.

    Full description at Econpapers || Download paper

  17. Nearly Unbiased Estimation of Autoregressive Models for Bounded Near?Integrated Stochastic Processes*. (2021). Montañés, Antonio ; Carrion-i-Silvestre, Josep ; CarrioniSilvestre, Josep Lluis ; Montaes, Antonio ; Gadea, Maria Dolores.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:83:y:2021:i:1:p:273-297.

    Full description at Econpapers || Download paper

  18. Response surfaces for DF-GLS p-values. (2021). Cottrell, Allin.
    In: gretl working papers.
    RePEc:anc:wgretl:8.

    Full description at Econpapers || Download paper

  19. On the pernicious effects of oil price uncertainty on US real economic activities. (2020). Suardi, Sandy ; Darné, Olivier ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01801-6.

    Full description at Econpapers || Download paper

  20. Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0396.

    Full description at Econpapers || Download paper

  21. Geographical Indications and Price Volatility Dynamics of Lamb Prices in Spain. (2020). Ferrer Pérez, Hugo ; Gil, Jose M ; Abdelradi, Fadi ; Ferrer-Perez, Hugo.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:7:p:3048-:d:343927.

    Full description at Econpapers || Download paper

  22. Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

    Full description at Econpapers || Download paper

  23. Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

    Full description at Econpapers || Download paper

  24. COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter.
    In: Papers.
    RePEc:arx:papers:2009.02486.

    Full description at Econpapers || Download paper

  25. Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik.
    In: Papers.
    RePEc:arx:papers:2002.09968.

    Full description at Econpapers || Download paper

  26. Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root. (2019). Ferrer Pérez, Hugo ; Ayuda, María-Isabel ; Aznar, Antonio ; Ferrer-Perez, Hugo.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:70:y:2019:i:2:d:10.1111_jere.12185.

    Full description at Econpapers || Download paper

  27. A note on the evidence of inflation persistence around the world. (2019). Belaire-Franch, Jorge.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1403-6.

    Full description at Econpapers || Download paper

  28. Integration between Economic Growth and Financial Development in India: An Analysis. (2019). , Rjumohan.
    In: MPRA Paper.
    RePEc:pra:mprapa:101856.

    Full description at Econpapers || Download paper

  29. How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015. (2019). Hoarau, Jean-François ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-02053296.

    Full description at Econpapers || Download paper

  30. Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

    Full description at Econpapers || Download paper

  31. Is Spain benefiting from the Arab Spring? On the impact of terrorism on a tourist competitor country. (2018). Santana Gallego, Maria ; Santana-Gallego, Maria ; Afonso-Rodriguez, Julio A.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:52:y:2018:i:3:d:10.1007_s11135-017-0527-2.

    Full description at Econpapers || Download paper

  32. Public debt and economic growth in Spain, 1851–2013. (2018). Tamarit, Cecilio ; Esteve, Vicente.
    In: Cliometrica.
    RePEc:spr:cliomt:v:12:y:2018:i:2:d:10.1007_s11698-017-0159-8.

    Full description at Econpapers || Download paper

  33. Bootstrap Model Averaging Unit Root Inference. (2018). Racine, Jeffrey ; Hansen, Bruce E.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2018-09.

    Full description at Econpapers || Download paper

  34. How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015. (2018). Hoarau, Jean-François ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01943891.

    Full description at Econpapers || Download paper

  35. On the Performance of Wavelet Based Unit Root Tests. (2018). Soybilgen, Barış ; Erolu, Burak Alparslan.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:47-:d:163515.

    Full description at Econpapers || Download paper

  36. On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158.

    Full description at Econpapers || Download paper

  37. Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T.
    In: CREATES Research Papers.
    RePEc:aah:create:2018-09.

    Full description at Econpapers || Download paper

  38. Explaining the Historic Rise in Financial Profits in the U.S. Economy JEL Classification: E11, E44, G20. (2017). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan.
    In: Working Paper Series, Department of Economics, University of Utah.
    RePEc:uta:papers:2017_06.

    Full description at Econpapers || Download paper

  39. Are state–local government expenditures converging? New evidence based on sequential unit root tests. (2017). Westerlund, Joakim ; Mahdavi, Saeid.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1123-3.

    Full description at Econpapers || Download paper

  40. Explaining the Historic Rise in Financial Profits in the US Economy. (2017). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Lapavitsas, Costas.
    In: Working Papers.
    RePEc:soa:wpaper:205.

    Full description at Econpapers || Download paper

  41. Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun.
    In: MPRA Paper.
    RePEc:pra:mprapa:83617.

    Full description at Econpapers || Download paper

  42. “Unbiased estimation of autoregressive models for bounded stochastic processes”. (2017). Montañés, Antonio ; Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201719.

    Full description at Econpapers || Download paper

  43. Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. (2017). Rodríguez, Gabriel ; Quineche, Ricardo ; Rodriguez, Gabriel.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932.

    Full description at Econpapers || Download paper

  44. Re-examining Exchange Rate Regimes and Inflation Nexus: An ARDL Analysis for Nigerian Case. (2017). BOKANA, KOYE ; Soluade, Adebowale ; Oke, David Mautin.
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2017:i:6:p:253-266.

    Full description at Econpapers || Download paper

  45. Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

    Full description at Econpapers || Download paper

  46. “Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Montañés, Antonio ; Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio.
    In: AQR Working Papers.
    RePEc:aqr:wpaper:201710.

    Full description at Econpapers || Download paper

  47. Wage led aggregate demand in the United Kingdom. (2016). Mendieta-Muñoz, Ivan ; Calvert Jump, Robert ; Mendieta-Muoz, Ivan.
    In: Economics Discussion Papers.
    RePEc:ris:kngedp:2016_004.

    Full description at Econpapers || Download paper

  48. Wage Led Aggregate Demand in the United Kingdom. (2016). Mendieta-Muñoz, Ivan ; Calvert Jump, Robert ; Mendieta-Muoz, Ivan.
    In: MPRA Paper.
    RePEc:pra:mprapa:69630.

    Full description at Econpapers || Download paper

  49. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard.
    In: Working Papers.
    RePEc:ost:wpaper:357.

    Full description at Econpapers || Download paper

  50. Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Lubian, Diego ; Cappuccio, Nunzio.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21-:d:67747.

    Full description at Econpapers || Download paper

  51. Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility. (2016). Taylor, Robert ; Skrobotov, Anton ; Cavaliere, Giuseppe.
    In: Working Papers.
    RePEc:gai:wpaper:wpaper-2016-269.

    Full description at Econpapers || Download paper

  52. On Trend Breaks and Initial Condition in Unit Root Testing. (2016). Skrobotov, Anton.
    In: Working Papers.
    RePEc:gai:wpaper:0097.

    Full description at Econpapers || Download paper

  53. How Should Central Banks Respond to Non-neutral Inflation Expectations. (2016). Shah, Imran Hussain ; Saboor, Abdul ; Corrick, Ian.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:58123.

    Full description at Econpapers || Download paper

  54. How did the US economy react to shale gas production revolution? An advanced time series approach. (2016). koçak, emrah ; Bilgili, Faik ; Koak, Emrah ; Sualp, Nedim M ; Bulut, Umit.
    In: Energy.
    RePEc:eee:energy:v:116:y:2016:i:p1:p:963-977.

    Full description at Econpapers || Download paper

  55. Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown. (2016). Leybourne, Stephen ; Harvey, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:145:y:2016:i:c:p:239-245.

    Full description at Econpapers || Download paper

  56. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

    Full description at Econpapers || Download paper

  57. Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

    Full description at Econpapers || Download paper

  58. Are US real house prices stationary? New evidence from univariate and panel data. (2016). Haurin, Donald ; de jong, Robert ; Donald, Haurin ; Jing, Zhang.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:1:p:1-18:n:1.

    Full description at Econpapers || Download paper

  59. Bounds, Breaks and Unit Root Tests. (2016). Gadea, María ; Carrion-i-Silvestre, Josep.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:37:y:2016:i:2:p:165-181.

    Full description at Econpapers || Download paper

  60. Semi-Parametric Seasonal Unit Root Tests. (2015). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, Tomás ; Robert, A M.
    In: DEA Working Papers.
    RePEc:ubi:deawps:72.

    Full description at Econpapers || Download paper

  61. Making the most of high inflation. (2015). Charemza, Wojciech ; Shah, Imran ; Makarova, Svetlana .
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:34-35:p:3723-3739.

    Full description at Econpapers || Download paper

  62. Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach. (2015). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:15/09.

    Full description at Econpapers || Download paper

  63. Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors. (2015). Divino, Jose Angelo ; ALMEIDA, FERNANDA DANTAS .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:29-39.

    Full description at Econpapers || Download paper

  64. Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shifts. (2015). Payne, James ; Apergis, Nicholas ; Bowden, Nicholas .
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:82-92.

    Full description at Econpapers || Download paper

  65. Confidence sets for the date of a break in level and trend when the order of integration is unknown. (2015). Leybourne, Stephen ; Harvey, David.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:184:y:2015:i:2:p:262-279.

    Full description at Econpapers || Download paper

  66. The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series. (2015). Murasawa, Yasutomo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:137:y:2015:i:c:p:157-162.

    Full description at Econpapers || Download paper

  67. Recent developments in bootstrap methods for dependent data. (2015). Smeekes, Stephan ; Cavaliere, Giuseppe ; Rahbek, Anders ; Politis, Dimitris N.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:36:y:2015:i:3:p:398-415.

    Full description at Econpapers || Download paper

  68. The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxii:y:2015:i:4(605):p:133-144.

    Full description at Econpapers || Download paper

  69. The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:135-146.

    Full description at Econpapers || Download paper

  70. The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:133-144.

    Full description at Econpapers || Download paper

  71. Is there any relationship between the rates of interest and profit in the U.S. economy?. (2014). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1416.

    Full description at Econpapers || Download paper

  72. Smooth transition trends and labor force participation rates in the United States. (2014). Venetis, Ioannis ; Salamaliki, Paraskevi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:2:p:629-652.

    Full description at Econpapers || Download paper

  73. An empirical testing of informational efficiency in Bangladesh capital market. (2014). Joarder, Mohammad Abdul Munim ; Ahmed, Monir ; Haque, Tahsina ; Hasanuzzaman, Syed .
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:47:y:2014:i:1:p:63-87.

    Full description at Econpapers || Download paper

  74. Asymmetry of the Oil Price Pass–Through to Inflation in Iran. (2014). Amiri, Ashkan ; Nazarian, Rafik .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2014-03-15.

    Full description at Econpapers || Download paper

  75. Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date. (2014). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:1:p:93-111.

    Full description at Econpapers || Download paper

  76. Detrending Bootstrap Unit Root Tests. (2013). Smeekes, Stephan.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:32:y:2013:i:8:p:869-891.

    Full description at Econpapers || Download paper

  77. Breaks and unit roots in global and hemispheric temperatures: an updated analysis. (2013). Mills, Terence .
    In: Climatic Change.
    RePEc:spr:climat:v:118:y:2013:i:3:p:745-755.

    Full description at Econpapers || Download paper

  78. Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions. (2013). Olmos, Lorena ; Montañés, Antonio ; Montaes, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:47633.

    Full description at Econpapers || Download paper

  79. Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions. (2013). Skrobotov, Anton.
    In: Working Papers.
    RePEc:gai:wpaper:0083.

    Full description at Econpapers || Download paper

  80. Local Structural Trend Break in Stationarity Testing. (2013). Skrobotov, Anton.
    In: Working Papers.
    RePEc:gai:wpaper:0074.

    Full description at Econpapers || Download paper

  81. Unit roots, non-linearities and structural breaks. (2013). Haldrup, Niels ; Tersvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T..
    In: Chapters.
    RePEc:elg:eechap:14327_4.

    Full description at Econpapers || Download paper

  82. Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock. (2013). Venetis, Ioannis ; Salamaliki, Paraskevi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:108-121.

    Full description at Econpapers || Download paper

  83. Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics. (2013). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Taylor, A. M. Robert, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:265-284.

    Full description at Econpapers || Download paper

  84. GLS-based unit root tests for bounded processes. (2013). Gadea, María ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Lluis, .
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:2:p:184-187.

    Full description at Econpapers || Download paper

  85. Recursive adjustment, unit root tests and structural breaks. (2013). Rodrigues, Paulo ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:34:y:2013:i:1:p:62-82.

    Full description at Econpapers || Download paper

  86. IS PHYSICAL INVESTMENT THE KEY TO CHINAS GROWTH MIRACLE?. (2013). Romero-Ávila, Diego ; Romero-Avila, Diego .
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:51:y:2013:i:4:p:1948-1971.

    Full description at Econpapers || Download paper

  87. Macroeconomic Aspects of Ghanas Export Performance. (2013). Pujula, Aude Liliana ; Zapata, Hector O..
    In: 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida.
    RePEc:ags:saea13:143039.

    Full description at Econpapers || Download paper

  88. A revisit on real interest rate parity hypothesis -- simulation evidence from efficient unit root tests. (2012). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:24:p:3089-3099.

    Full description at Econpapers || Download paper

  89. Disaggregate evidence on Spanish inflation persistence. (2012). Usabiaga, Carlos ; Romero-Ávila, Diego.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:23:p:3029-3046.

    Full description at Econpapers || Download paper

  90. Testing the covariance stationarity of CEE stocks. (2012). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:43432.

    Full description at Econpapers || Download paper

  91. Constructing weekly returns based on daily stock market data: A puzzle for empirical research?. (2012). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:43431.

    Full description at Econpapers || Download paper

  92. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests. (2012). Taylor, Robert ; Osborn, Denise ; del Barrio Castro, Tomás ; A. M. Robert Taylor, ; Tomas del Barrio Castro, .
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:1228.

    Full description at Econpapers || Download paper

  93. New Disaggregate Evidence on Spanish Inflation Persistence. (2012). Usabiaga, Carlos ; Romero-Avila, Diego .
    In: EcoMod2012.
    RePEc:ekd:002672:3800.

    Full description at Econpapers || Download paper

  94. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:227-240.

    Full description at Econpapers || Download paper

  95. Unit root testing under a local break in trend. (2012). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Taylor, A. M. Robert, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:140-167.

    Full description at Econpapers || Download paper

  96. Is there an environmental Kuznets curve for Spain? Fresh evidence from old data. (2012). Tamarit, Cecilio ; Esteve, Vicente.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2696-2703.

    Full description at Econpapers || Download paper

  97. Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. (2011). Taylor, Robert ; Smeekes, Stephan ; Phillips, Peter ; Cavaliere, Giuseppe ; Phillips Peter C. B., ; Taylor A. M. Robert, .
    In: Research Memorandum.
    RePEc:unm:umamet:2011056.

    Full description at Econpapers || Download paper

  98. Bootstrap Sequential Tests to Determine the Stationary Units in a Panel. (2011). Smeekes, Stephan.
    In: Research Memorandum.
    RePEc:unm:umamet:2011003.

    Full description at Econpapers || Download paper

  99. Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices. (2011). Taylor, Robert ; Leybourne, Stephen ; Harvey, David.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:30:y:2011:i:5:p:514-547.

    Full description at Econpapers || Download paper

  100. Covariate selection for testing purchasing power parity. (2011). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:15:p:1923-1933.

    Full description at Econpapers || Download paper

  101. Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:6:p:530-544.

    Full description at Econpapers || Download paper

  102. Structural Breaks and the Fisher Effect. (2011). Haug, Alfred ; Beyer, Andreas ; Dewald, William.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:9.

    Full description at Econpapers || Download paper

  103. A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4. (2011). Perron, Pierre ; Estrada, Francisco ; Martinez-Lopez, Benjamin ; Gay-Garcia, Carlos .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-051.

    Full description at Econpapers || Download paper

  104. Stationarity, structural breaks, and economic growth in Mexico: 1895-2008. (2011). Noriega, Antonio ; Rodriguez-Perez, Cid Alonso .
    In: Working Papers.
    RePEc:bdm:wpaper:2011-11.

    Full description at Econpapers || Download paper

  105. A Simple Test for Spurious Regressions. (2011). Ventosa-Santaulària, Daniel ; Noriega, Antonio ; Ventosa-Santaularia, Daniel .
    In: Working Papers.
    RePEc:bdm:wpaper:2011-05.

    Full description at Econpapers || Download paper

  106. Fertility and the Personal Exemption: Comment. (2011). Mumford, Kevin ; Goda, Gopi ; Crump, Richard.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:4:p:1616-28.

    Full description at Econpapers || Download paper

  107. A Simple Test for Spurious Regressions. (2011). Ventosa-Santaulària, Daniel ; Noriega, Antonio ; Ventosa-Santaularia, Daniel .
    In: CREATES Research Papers.
    RePEc:aah:create:2011-15.

    Full description at Econpapers || Download paper

  108. Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; Taylor A. M. Robert, .
    In: Research Memorandum.
    RePEc:unm:umamet:2010015.

    Full description at Econpapers || Download paper

  109. Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach. (2010). Tsong, Ching-Chuan .
    In: International Economic Journal.
    RePEc:taf:intecj:v:24:y:2010:i:3:p:397-412.

    Full description at Econpapers || Download paper

  110. Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:10/03.

    Full description at Econpapers || Download paper

  111. Fertility and the Personal Exemption: Comment. (2010). Mumford, Kevin ; Goda, Gopi ; Crump, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15984.

    Full description at Econpapers || Download paper

  112. A New Approach to Unit Root Testing. (2010). .
    In: Computational Economics.
    RePEc:kap:compec:v:36:y:2010:i:4:p:365-384.

    Full description at Econpapers || Download paper

  113. International capital mobility: An alternative test based on intertemporal current account models. (2010). Huang, Chao-Hsi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:3:p:467-482.

    Full description at Econpapers || Download paper

  114. Testing for nonlinear deterministic components when the order of integration is unknown. (2010). Leybourne, Stephen ; Harvey, David ; Xiao, Lisa .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:31:y:2010:i:5:p:379-391.

    Full description at Econpapers || Download paper

  115. A new approach to unit root testing. (2009). Siedenburg, Florian ; Herwartz, Helmut.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:200906.

    Full description at Econpapers || Download paper

  116. Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:09/05.

    Full description at Econpapers || Download paper

  117. Testing for nonlinear trends when the order of integration is unknown. (2009). Leybourne, Stephen ; Harvey, David ; Xiao, Lisa .
    In: Discussion Papers.
    RePEc:not:notgts:09/04.

    Full description at Econpapers || Download paper

  118. Unit Root CADF Testing with R. (2009). Lupi, Claudio.
    In: Journal of Statistical Software.
    RePEc:jss:jstsof:32:i02.

    Full description at Econpapers || Download paper

  119. Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006. (2009). Winograd, Carlos ; Urga, Giovanni.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00575107.

    Full description at Econpapers || Download paper

  120. Employment Responses of Skilled and Unskilled Workers at Mexican Maquiladoras: The Effects of External Factors. (2009). Mollick, Andre.
    In: World Development.
    RePEc:eee:wdevel:v:37:y:2009:i:7:p:1285-1296.

    Full description at Econpapers || Download paper

  121. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

    Full description at Econpapers || Download paper

  122. Structural breaks, cointegration and the Fisher effect. (2009). Haug, Alfred ; Beyer, Andreas ; Dewald, William G..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091013.

    Full description at Econpapers || Download paper

  123. On the dynamics of inflation persistence around the world. (2009). Noriega, Antonio ; Francia, Manuel Ramos .
    In: Working Papers.
    RePEc:bdm:wpaper:2009-02.

    Full description at Econpapers || Download paper

  124. International stock markets comovements: the role of economic and financial integration. (2008). MORANA, CLAUDIO.
    In: Empirical Economics.
    RePEc:spr:empeco:v:35:y:2008:i:2:p:333-359.

    Full description at Econpapers || Download paper

  125. A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic. (2008). Nielsen, Morten.
    In: Working Papers.
    RePEc:qed:wpaper:1185.

    Full description at Econpapers || Download paper

  126. A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis. (2008). Nielsen, Morten.
    In: Working Papers.
    RePEc:qed:wpaper:1175.

    Full description at Econpapers || Download paper

  127. Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:08/04.

    Full description at Econpapers || Download paper

  128. Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:08/03.

    Full description at Econpapers || Download paper

  129. A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis. (2008). Nielsen, Morten.
    In: Working Papers.
    RePEc:ecl:corcae:08-05.

    Full description at Econpapers || Download paper

  130. A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic. (2008). Nielsen, Morten.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-36.

    Full description at Econpapers || Download paper

  131. Unit root testing in practice: dealing with uncertainty over the trend and initial condition. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:07/03.

    Full description at Econpapers || Download paper

  132. Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:06/03.

    Full description at Econpapers || Download paper

  133. GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses. (2007). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Josep Lluis Carrion-i-Silvestre, .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2008-019.

    Full description at Econpapers || Download paper

  134. Detection and attribution of climate change through econometric methods. (2001). Perron, Pierre ; Estrada, Francisco.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-015.

    Full description at Econpapers || Download paper

  135. Saddlepoint Approximations for Optimal Unit Root Tests. (). Marsh, Patrick.
    In: Discussion Papers.
    RePEc:yor:yorken:09/31.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Elliott, G. ; Rothenberg, T.J. ; Stock, J.H. Efficient tests for an autoregressive unit root. 1996 Econometrica. 64 813-836

  2. Haldrup, N. ; Jansson, M. “Improving size and power in unit root testing”. 2006 En : Patterson, K. ; Mills, T.C. . :
    Paper not yet in RePEc: Add citation now
  3. Ng, S. ; Perron, P. Lag length selection and the construction of unit root tests with good size and power. 2001 Econometrica. 69 1519-1554

  4. Seo, M.H., 2005. “Improving unit root tests by a generalization of the autoregressive spectral density estimator at frequency zero,” Unpublished Manuscript, Department of Economics, London School of Economics.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Vertical price transmission along the diary supply chain in Russia. (2015). Kharin, Sergei .
    In: Studies in Agricultural Economics.
    RePEc:ags:stagec:208888.

    Full description at Econpapers || Download paper

  2. Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production. (2013). Smyth, Russell.
    In: Applied Energy.
    RePEc:eee:appene:v:104:y:2013:i:c:p:371-378.

    Full description at Econpapers || Download paper

  3. A VECX* Model of the Swiss Economy. (2008). Assenmacher, Katrin ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0809.

    Full description at Econpapers || Download paper

  4. Efficiency of the foreign exchange markets in South Asian Countries. (2008). Noman, Abullah M ; Ahmed, Minhaz U.
    In: AIUB Bus Econ Working Paper Series.
    RePEc:aiu:abewps:18.

    Full description at Econpapers || Download paper

  5. Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures. (2006). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0634.

    Full description at Econpapers || Download paper

  6. A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests. (2006). Qu, Zhongjun ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-010.

    Full description at Econpapers || Download paper

  7. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Golinelli, Roberto ; Parigi, Giuseppe .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5302.

    Full description at Econpapers || Download paper

  8. Total Factor Productivity: An Unobserved Components Approach. (2005). Crespo, Raul.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:05/579.

    Full description at Econpapers || Download paper

  9. Long Run Effects of Money on Real Consumption and Investment in the U.S.. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0404007.

    Full description at Econpapers || Download paper

  10. Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?. (2004). Silva Lopes, Artur.
    In: Econometrics.
    RePEc:wpa:wuwpem:0402007.

    Full description at Econpapers || Download paper

  11. Regional convergence across European Union. (2004). Gutierrez, Luciano ; Brasili, Cristina.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0402002.

    Full description at Econpapers || Download paper

  12. Dynamics of Intra-EMS Interest Rate Linkages. (2004). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:492.

    Full description at Econpapers || Download paper

  13. State of the Art Unit Root Tests and the PPP Puzzle. (2003). Papell, David ; Murray, Chris ; Lopez, Claude.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0310009.

    Full description at Econpapers || Download paper

  14. Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models. (2003). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; Dufrénot, Gilles ; PEGUIN-FEISSOLE, Anne.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0309002.

    Full description at Econpapers || Download paper

  15. Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
    In: Econometrics.
    RePEc:wpa:wuwpem:0311008.

    Full description at Econpapers || Download paper

  16. EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
    In: Econometrics.
    RePEc:wpa:wuwpem:0311007.

    Full description at Econpapers || Download paper

  17. An Improved Panel Unit Root Test Using GLS-Detrending. (2003). Lopez, Claude.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310006.

    Full description at Econpapers || Download paper

  18. Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison. (2003). Gutierrez, Luciano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310004.

    Full description at Econpapers || Download paper

  19. An Improved Panel Unit Root Test Using GLS-Detrending. (2003). Lopez, Claude.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310003.

    Full description at Econpapers || Download paper

  20. Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets. (2003). Leon-Ledesma, Miguel ; Ferreira, Alex.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0301.

    Full description at Econpapers || Download paper

  21. A Decomposition of Global Linkages in Financial Markets Over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9555.

    Full description at Econpapers || Download paper

  22. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10047.

    Full description at Econpapers || Download paper

  23. Efficient Tests of Stock Return Predictability. (2003). Yogo, Motohiro ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10026.

    Full description at Econpapers || Download paper

  24. Interest Rate Transmission to Commercial Credit Rates in Austria. (2003). Burgstaller, Johann.
    In: Economics working papers.
    RePEc:jku:econwp:2003_06.

    Full description at Econpapers || Download paper

  25. Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data. (2003). Rault, Christophe ; L'Horty, Yannick.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp861.

    Full description at Econpapers || Download paper

  26. Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test. (2003). Jönsson, Kristian.
    In: Working Papers.
    RePEc:hhs:lunewp:2003_010.

    Full description at Econpapers || Download paper

  27. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence. (2003). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0346.

    Full description at Econpapers || Download paper

  28. Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era. (2002). Ahking, Francis.
    In: Working papers.
    RePEc:uct:uconnp:2002-17.

    Full description at Econpapers || Download paper

  29. Dynamics of Intra-EMS Interest Rate Linkages. (2002). Barkoulas, John ; Baum, Christopher.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:13.

    Full description at Econpapers || Download paper

  30. Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints. (2002). MIYAO, Ryuzo ; Ryuzo, MIYAO .
    In: ESRI Discussion paper series.
    RePEc:esj:esridp:011.

    Full description at Econpapers || Download paper

  31. Structural Unemployment and the Output Gap in Germany: Evidence from an SVAR Analysis within a Hysteresis Framework. (2002). Logeay, Camille ; Fritsche, Ulrich.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp312.

    Full description at Econpapers || Download paper

  32. An I(2) analysis of inflation and the markup. (2001). Russell, Bill ; Banerjee, Anindya ; Cockerell, Lynne .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:3:p:221-240.

    Full description at Econpapers || Download paper

  33. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:461.

    Full description at Econpapers || Download paper

  34. Internal Versus External Convertibility and Developing-Country Financial. (2000). Taylor, Alan ; della Paolera, Gerardo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0004002.

    Full description at Econpapers || Download paper

  35. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8012.

    Full description at Econpapers || Download paper

  36. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7880.

    Full description at Econpapers || Download paper

  37. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
    In: Economic Review.
    RePEc:fip:fedcer:y:2000:i:qi:p:14-21.

    Full description at Econpapers || Download paper

  38. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power. (2000). Perron, Pierre ; Ng, Serena.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:369.

    Full description at Econpapers || Download paper

  39. Internal Versus External Convertibility and Developing-Country Financial Crises: Lessons from the Argentine Bank Bailout of the 1930s.. (1999). Taylor, Alan ; della Paolera, Gerardo.
    In: Center for International and Development Economics Research (CIDER) Working Papers.
    RePEc:ucb:calbcd:c99-106.

    Full description at Econpapers || Download paper

  40. Internal Versus External Convertibility and Developing-Country FinancialCrises: Lessons from the Argentine Bank Bailout of the 1930s. (1999). Taylor, Alan ; della Paolera, Gerardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7386.

    Full description at Econpapers || Download paper

  41. Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-063.

    Full description at Econpapers || Download paper

  42. Is hysteresis important for U.S. unemployment?. (1999). Roberts, John ; Morin, Norman J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-56.

    Full description at Econpapers || Download paper

  43. Intraperiod and Intertemporal Substitution in Import Demand. (1999). Wirjanto, Tony ; Ho, Wai-Ming ; Amano, Robert.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:84.

    Full description at Econpapers || Download paper

  44. Forecasting Dynamic Time Series in the Presence of Deterministic Components. (1999). Vogelsang, Timothy.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:445.

    Full description at Econpapers || Download paper

  45. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. (1998). Papell, David.
    In: Working Papers.
    RePEc:onb:oenbwp:30.

    Full description at Econpapers || Download paper

  46. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series. (1998). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6607.

    Full description at Econpapers || Download paper

  47. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

  48. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian .
    In: Computational Economics.
    RePEc:wpa:wuwpco:9702001.

    Full description at Econpapers || Download paper

  49. Forecasting EMU macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:216.

    Full description at Econpapers || Download paper

  50. Forecast pooling for short time series of macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:212.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 17:13:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy