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Mar 30 2023 |
Adam J. Check , Ming Chien Lo and Kwok Ping Tsang |
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Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 30 2022 |
Joseph Siani |
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The impact of remittances on human development in developing countries: an empirical evidence from cross-sectionally dependent heterogeneous panel data with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 30 2022 |
Zeineb Gouasmi and Riadh El Ferktaji |
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Detecting and date-stamping unsustainability: The case of Tunisian Budget Deficit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 30 2022 |
Cesar Sobrino |
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The persistence of regional disparities in labor markets: Evidence from Puerto Rico |
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Abstract Contact Information Citation Full Text - Note |
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Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
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Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 17 2021 |
Fumitaka Furuoka |
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Testing hysteresis in unemployment using artificial network (ANN) unit root test
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Abstract Contact Information Citation Full Text - Note |
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Sep 17 2021 |
Gökhan Konat and Fatma Zeren |
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Is Real Gross Domestic Product (GDP) Series Stationary in EU Countries? Evidence from the RALS-CIPS Test |
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Abstract Contact Information Citation Full Text - Note |
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Apr 09 2021 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Zahra Elmi and Omid Ranjbar |
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Testing the degree of persistence of Covid-19 using Fourier quantile unit root test |
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Abstract Contact Information Citation Full Text - Note |
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Apr 09 2021 |
Pedro Clavijo-Cortes |
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How persistent is unemployment in major Latin American economies? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 31 2020 |
Arsène Aurelien Njamen Kengdo , Tii N. Nchofoung and Philemon Bonaventure Ntang |
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Effect of external debt on the level of infrastructure in Africa |
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Abstract Contact Information Citation Full Text - Note |
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Oct 12 2020 |
Sridevi Narayanan , Chee Keong Choong and Lin Sea Lau |
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An investigation on the role of good governance as a mediating factor in the FDI-Growth nexus: An ASEAN Perspective |
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Abstract Contact Information Citation Full Text - Note |
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Jul 14 2020 |
Olivier Habimana , Jamel Dugbeh and Jacqueline Muhawenayo |
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Are African current accounts on a sustainable path? A tale of two components |
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Abstract Contact Information Citation Full Text - Note |
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Jun 02 2020 |
Joseph Siani |
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International remittances, poverty and growth into WAEMU countries: evidence from panel cointegration approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 25 2020 |
Christina Christou , Giray Gozgor , Rangan Gupta and Chi keung Marco Lau |
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Are Uncertainties across the World Convergent? |
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Abstract Contact Information Citation Full Text - Note |
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Dec 18 2019 |
Bhushan P Jangam and Vaseem Akram |
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Does participation in global value chain foster export concentration? |
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Abstract Contact Information Citation Full Text - Note |
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Mar 16 2019 |
Debi P Bal and Badri N Rath |
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Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment |
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Abstract Contact Information Citation Full Text - Comment |
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Feb 18 2019 |
Esra Hasdemir , Tolga Omay and Zulal S Denaux |
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Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 27 2018 |
Md. Sharif Hossain , Rajarshi Mitra and Md. Iqbal Hossain |
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The Determinants of Inbound FDI: Asia on a Reappraisal |
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Abstract Contact Information Citation Full Text - Note |
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Dec 02 2018 |
Vaseem Akram |
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Does export diversification converge? Evidence from cross-country analysis |
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Abstract Contact Information Citation Full Text - Note |
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Jun 21 2018 |
Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan |
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Are Fluctuations in Military Spending Transitory or Permanent? International Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 12 2018 |
Yifei Cai |
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Testing the Fisher Effect in the US |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 15 2018 |
Kais Saidi and Chebli Mongi |
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The Effect of Education, R&D and ICT on Economic Growth in High Income Countries |
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Abstract Contact Information Citation Full Text - Note |
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Nov 19 2017 |
Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide |
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Are African stock markets efficient? Evidence from wavelet unit root test for random walk |
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Abstract Contact Information Citation Full Text - Note |
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Nov 19 2017 |
Simeon Ebechidi and Eleanya K. Nduka |
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Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria |
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Abstract Contact Information Citation Full Text - Note |
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Oct 26 2017 |
Vicente German-Soto , Luis Gutierrez Flores and Hector Alonso Barajas Bustillos |
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An analysis of the relationship between infrastructure investment and economic growth in Mexican urban areas, 1985-2008 |
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Abstract Contact Information Citation Full Text - Note |
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Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
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Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
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Abstract Contact Information Citation Full Text - Note |
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Oct 26 2017 |
Ehrhart Christophe and Matthieu Llorca |
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Fiscal Sustainability in Central and Latin America Countries: Evidence from a Panel Cointegration Approach |
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Abstract Contact Information Citation Full Text - Note |
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Sep 27 2017 |
Claudiu T Albulescu , Cornel Oros and Aviral K Tiwari |
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Is there any convergence in health expenditures across EU countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 08 2017 |
Aysegul Corakcı , Furkan Emirmahmutoglu and Omay Tolga |
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PPP hypothesis and temporary structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 05 2017 |
Duc Hong Vo and Anh The Vo |
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Currency evaluation using a big mac index for Thailand – lessons for Vietnam |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 20 2017 |
Margherita Gerolimetto and Stefano Magrini |
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On the power of the simulation-based ADF test in bounded time series |
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Abstract Contact Information Citation Full Text - Note |
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Nov 26 2016 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng |
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"Revisiting the efficient market hypothesis in transition countries using quantile unit root test." |
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Abstract Contact Information Citation Full Text - Note |
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Aug 24 2016 |
Muhammad Shahbaz , Aviral Kumar Tiwari and Saleheen Khan |
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Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 24 2016 |
Najibullah Hassanzoy , Shoichi Ito , Hiroshi Isoda and Yuichiro Amekawa |
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A comparison of asymmetric price transmission from global to domestic markets between high and low quality grains: a case of Afghan rice markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 19 2015 |
Rajarshi Mitra |
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Saving-Investment Correlation and Capital Flows: The Philippines 1960-2014 |
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Abstract Contact Information Citation Full Text - Note |
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Dec 18 2015 |
Jeremy Nguyen and Jen-je Su |
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Combining linear and nonlinear unit root tests with an application to PPP. |
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Abstract Contact Information Citation Full Text - Note |
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Sep 07 2015 |
Aviral Kumar Tiwari , Aruna Kumar Dash and Subhendu Dutta |
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Testing the mean reversion in prices of agricultural commodities in India |
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Abstract Contact Information Citation Full Text - Note |
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Aug 12 2015 |
Rajarshi Mitra , Md. Sharif Hossain and Md. Iqbal Hossain |
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Aid and Per-Capita Economic Growth in Asia: A Panel Cointegration Test |
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Abstract Contact Information Citation Full Text - Note |
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Nov 05 2014 |
Juan carlos Cuestas and Barry Harrison |
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Unemployment hysteresis in the EU15: Has anything changed? |
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Abstract Contact Information Citation Full Text - Note |
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Aug 25 2014 |
Mohamed Siry Bah |
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Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010? |
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Abstract Contact Information Citation Full Text - Note |
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Jun 01 2014 |
Alberto Rinaldi and Barbara Pistoresi |
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A note on Italy's current account sustainability: 1861-2010 |
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Abstract Contact Information Citation Full Text - Note |
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Mar 03 2014 |
Cleomar Gomes da Silva and Flávio Vilela Vieira |
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BRICS countries: real interest rates and long memory |
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Abstract Contact Information Citation Full Text - Note |
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Feb 28 2014 |
Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar |
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Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? |
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Abstract Contact Information Citation Full Text - Comment |
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Feb 12 2014 |
Olalekan Bashir Aworinde |
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Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 06 2014 |
Alexander Ludwig |
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What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration |
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Abstract Contact Information Citation Full Text - Note |
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Dec 23 2013 |
Mohammed I Shuaibu and Mutiu A Oyinlola |
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Do structural breaks matter in the growth-environment nexus in Nigeria? |
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Abstract Contact Information Citation Full Text - Note |
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Oct 24 2013 |
Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik |
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A panel cointegration analysis of the exchange rate pass-through |
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Abstract Contact Information Citation Full Text - Note |
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Oct 04 2013 |
Junsoo Lee and Mark C. Strazicich |
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Minimum LM unit root test with one structural break |
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Abstract Contact Information Citation Full Text - Note |
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Jun 24 2013 |
Md. Sharif Hossain and Rajarshi Mitra |
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A Dynamic Panel Analysis of the Determinants of FDI in Africa |
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Abstract Contact Information Citation Full Text - Note |
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Jan 08 2013 |
Baotai Wang and D. Ajit |
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Stock Market and Economic Growth in China |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 08 2012 |
Serge Rey and Florent Deisting |
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GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs |
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Abstract Contact Information Citation Full Text - Note |
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Sep 27 2012 |
Ibrahim ARISOY |
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Structural breaks and nonlinearities in hours worked: are they really nonstationary? |
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Abstract Contact Information Citation Full Text - Note |
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Sep 05 2012 |
Olivier Darné and Amélie Charles |
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A note on the uncertain trend in US real GNP: Evidence from robust unit root tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 28 2012 |
Shigeyuki Hamori and Yoshihiro Hashiguchi |
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Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity |
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Abstract Contact Information Citation Full Text - Note |
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Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
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Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
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Are the emerging bric stock markets efficient? |
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Abstract Contact Information Citation Full Text - Note |
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Apr 03 2012 |
Paresh Kumar Narayan and Stephan Popp |
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Comparing the small sample properties of two break Lagrange Multiplier unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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Mar 04 2012 |
Frederick H Wallace |
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Testing for a nonlinear Fisher relationship |
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Abstract Contact Information Citation Full Text - Note |
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Nov 21 2011 |
Munic Boungnarasy |
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Health care expenditures in Asia countries: Panel data analysis |
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Abstract Contact Information Citation Full Text - Note |
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Oct 10 2011 |
Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik |
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Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 20 2011 |
Ozlem Goktas and Aycan Hepsag |
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Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis |
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Abstract Contact Information Citation Full Text - Note |
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Jul 06 2011 |
Jamel Saadaoui |
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Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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Jul 05 2011 |
Andrew Phiri and Peter Lusanga |
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Can asymmetries account for the empirical failure of the Fisher effect in South Africa? |
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Abstract Contact Information Citation Full Text - Note |
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Jun 25 2011 |
Tapas Mishra , Bazoumana Ouattara and Mamata Parhi |
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A Note on Shock Persistence in Total Factor Productivity Growth |
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Abstract Contact Information Citation Full Text - Note |
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Jun 18 2011 |
Aviral Kumar Tiwari |
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A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 15 2011 |
Giray Gozgor |
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Purchasing power parity hypothesis among the main trading partners of Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 12 2011 |
Fumitaka Furuoka |
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Is GDP in ASEAN countries stationary? New evidence from panel unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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Apr 22 2011 |
Richard Paul Gregory and Gary Shelley |
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Purchasing Power Parity and the Chinese Yuan |
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Abstract Contact Information Citation Full Text - Note |
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Apr 15 2011 |
Serge Rey |
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Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France |
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Abstract Contact Information Citation Full Text - Note |
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Feb 25 2011 |
Shu-Yi Liao , Mao-Lung Huang and Lan-Hsun Wang |
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Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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Feb 15 2011 |
Terence Tai-Leung Chong , Ning Zhang and Qu Feng |
|
Structural Changes and Regional Disparity in China's Inflation |
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Abstract Contact Information Citation Full Text - Note |
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Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
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Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 09 2010 |
Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong |
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Linearity and stationarity of G7 government bond returns |
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Abstract Contact Information Citation Full Text - Note |
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Oct 02 2010 |
Shabbir Ahmad |
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Fisher effect in nonlinear STAR framework: some evidence from Asia |
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Abstract Contact Information Citation Full Text - Note |
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Sep 09 2010 |
Charbel Bassil |
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An analysis of the ex post Fisher hypothesis at short and long term |
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Abstract Contact Information Citation Full Text - Note |
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Sep 02 2010 |
Jean françois Hoarau , Claude Lopez and Michel Paul |
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Short Note on the Unemployment Rate of the “French overseas regions” |
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Abstract Contact Information Citation Full Text - Note |
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Jul 30 2010 |
Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo |
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On the power of modified Kapetanios-Snell-Shin (KSS) tests |
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Abstract Contact Information Citation Full Text - Note |
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Jul 19 2010 |
Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang |
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note |
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Abstract Contact Information Citation Full Text - Note |
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May 21 2010 |
Shyh-Wei Chen |
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Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation |
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Abstract Contact Information Citation Full Text - Note |
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May 18 2010 |
Alper ASLAN |
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The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries |
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Abstract Contact Information Citation Full Text - Note |
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May 03 2010 |
Jaunky Chandr Vishal |
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Inflation divergence within the SADC |
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Abstract Contact Information Citation Full Text - Note |
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Apr 22 2010 |
Alberto Bagnai |
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Twin deficits in CEEC economies: evidence from panel unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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Jan 19 2010 |
Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong |
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Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka |
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Abstract Contact Information Citation Full Text - Note |
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Jan 06 2010 |
Chrysost Bangaké and Jude Eggoh |
|
International Capital Mobility in African Countries: Do the legal origins matter? |
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Abstract Contact Information Citation Full Text - Note |
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Jan 06 2010 |
Dara Long |
|
The Long-Run of Purchasing Power Parity: The Case of Japan |
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Abstract Contact Information Citation Full Text - Note |
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Dec 23 2009 |
Herve Queneau and Amit Sen |
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Further Evidence on the Dynamics of Unemployment by Gender |
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Abstract Contact Information Citation Full Text - Note |
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Dec 11 2009 |
Iuliana Matei |
|
Testing for price convergence: how close are EU New Member's States to
euro zone? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 23 2009 |
Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue |
|
Exchange rate regime and real exchange rate behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 13 2009 |
Manish Kumar |
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A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 09 2009 |
Evan Lau and Tuck Cheong Tang |
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Twin deficits in Cambodia: An Empirical Study
|
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Abstract Contact Information Citation Full Text - Note |
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Oct 12 2009 |
António Afonso and Christophe Rault |
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Spend-and-tax: a panel data investigation for the EU |
|
Abstract Contact Information Citation Full Text - Note |
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Oct 02 2009 |
Vasudeva N. R. Murthy and Emmanuel Anoruo |
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Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?
|
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Abstract Contact Information Citation Full Text - Note |
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Sep 02 2009 |
Stephen Norman |
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Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one. |
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Abstract Contact Information Citation Full Text - Note |
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Aug 17 2009 |
Shigeyuki Hamori and Yoichi Matsubayashi |
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Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
|
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Abstract Contact Information Citation Full Text - Note |
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Jul 24 2009 |
Matei Demetrescu |
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Panel unit root testing and the martingale difference hypothesis for German stocks |
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Abstract Contact Information Citation Full Text - Note |
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Jun 28 2009 |
Yoichi Matsubayashi and Shigeyuki Hamori |
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Empirical analysis of import demand behavior of least developed countries |
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Abstract Contact Information Citation Full Text - Note |
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Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
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Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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Jun 01 2009 |
Nilgün Çil Yavuz |
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Purchasing power parıty with multiple structural breaks: evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 05 2009 |
Frédérique Bec and Charbel Bassil |
|
Federal Funds Rate Stationarity: New Evidence |
|
Abstract Contact Information Citation Full Text - Note |
|
Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
|
Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
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Abstract Contact Information Citation Full Text - Note |
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Mar 11 2009 |
Aaron Lowen and Chung-Hua Shen |
|
The random walk hypothesis revisited: evidence from the 16 OECD stock prices |
|
Abstract Contact Information Citation Full Text - Note |
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Mar 05 2009 |
Claude Lopez |
|
Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes |
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Abstract Contact Information Citation Full Text - Note |
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Feb 20 2009 |
Juan Carlos Cuestas and Javier Ordoñez |
|
Nonlinearities in price convergence among Mercosur countries |
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Abstract Contact Information Citation Full Text - Note |
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Dec 08 2008 |
Baotai Wang , Ajit Dayanandan and Xiaofei Tian |
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The Impact of Economic Globalization on Income Distribution: Empirical Evidence in China |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 02 2008 |
Sifunjo E. Kisaka , Wainaina Gituro , Pokhariyal Ganesh and Ngugi W. Rose |
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An analysis of the efficiency of the foreign exchange market in Kenya |
|
Abstract Contact Information Citation Full Text - Note |
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Sep 17 2008 |
Stephen Pilgrim and Sunday Iyare |
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Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 25 2008 |
Frederick Wallace |
|
Nonlinear unit root tests of PPP using long-horizon data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 21 2008 |
Veli YILANCI |
|
Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 26 2008 |
Steve Cook |
|
Non-linear unit root testing in the presence of heavy-tailed innovation processes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 18 2008 |
Andrea Cerasa |
|
Panel Unit Root Tests and the Specification of Cross-sectional Dependence |
|
Abstract Contact Information Citation Full Text - Note |
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May 30 2008 |
Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee |
|
Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 16 2008 |
Juan Carlos Cuestas and Paulo José Regis |
|
Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives |
|
Abstract Contact Information Citation Full Text - Note |
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May 14 2008 |
Johan Lyhagen |
|
Why not use standard panel unit root test for testing PPP |
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Abstract Contact Information Citation Full Text - Note |
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Mar 19 2008 |
Andrea Cerasa |
|
CIPS test for Unit Root in Panel Data: further Monte Carlo results |
|
Abstract Contact Information Citation Full Text - Note |
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Feb 27 2008 |
Shyh-Wei Chen |
|
Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries |
|
Abstract Contact Information Citation Full Text - Note |
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Jan 31 2008 |
Jue-Shyan Wang and Mei-Yin Lin |
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Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 13 2008 |
Shyh-Wei Chen |
|
Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit |
|
Abstract Contact Information Citation Full Text - Note |
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Nov 14 2007 |
Amit Sen and Herve Queneau |
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Evidence Regarding Persistence in the Gender Unemployment Gap Based on the Ratio of Female to Male Unemployment Rate |
|
Abstract Contact Information Citation Full Text - Note |
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Aug 14 2007 |
Mohsen Bahmani-Oskooee , Su Zhou and Ali Kutan |
|
A Century of Purchasing Power Parity: Further Evidence |
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Abstract Contact Information Citation Full Text - Note |
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Aug 13 2007 |
Paresh Narayan and Arti Prasad |
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Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries |
|
Abstract Contact Information Citation Full Text - Note |
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Jul 16 2007 |
Chi-Wei Su , Yi-Sung Huang , Peirchyi Lii and Ning-Jun Zhang |
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IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 15 2007 |
Chien-Chiang Lee and Chun-Ping Chang |
|
Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 11 2007 |
Marcelo Mello and Roberto Guimaraes-Filho |
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A note on fractional stochastic convergence |
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Abstract Contact Information Citation Full Text - Note |
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Mar 27 2007 |
Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang |
|
Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 24 2007 |
Amit Sen |
|
On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified |
|
Abstract Contact Information Citation Full Text - Note |
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Oct 30 2006 |
Brian Francis and Sunday Iyare |
|
Do exchange rates in caribbean and latin american countries exhibit nonlinearities? |
|
Abstract Contact Information Citation Full Text - Note |
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Jun 14 2006 |
Baotai Wang and Ajit Dayanandan |
|
Unit Root Tests of Canadian Poverty Measures |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 12 2006 |
Mario Cerrato and Nick Sarantis |
|
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies |
|
Abstract Contact Information Citation Full Text - Note |
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May 25 2006 |
Johan Lyhagen |
|
The seasonal KPSS statistic |
|
Abstract Contact Information Citation Full Text - Note |
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Feb 22 2006 |
Barry Falk and Anindya Roy |
|
Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model |
|
Abstract Contact Information Citation Full Text - Note |
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Dec 06 2005 |
Jin Lee |
|
Long horizon regressions with moderate deviations from a unit root |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Sep 01 2005 |
Kian-Ping Lim , M. Azali and Hock-Ann Lee |
|
Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? |
|
Abstract Contact Information Citation Full Text - Note |
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May 04 2005 |
Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh |
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Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 05 2005 |
Daiki Maki |
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The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework |
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Abstract Contact Information Citation Full Text - Note |
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Jan 17 2005 |
Robert Taylor |
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On the limiting behaviour of augmented seasonal unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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Oct 08 2004 |
Peter E. Kennedy and John Elder |
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More on F versus t tests for unit roots when there is no trend |
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Abstract Contact Information Citation Full Text - Comment |
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Aug 12 2004 |
Baotai Wang and Tomson Ogwang |
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Is the Size Distribution of Income in Canada a Random Walk? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2004 |
Paulo M. M. Rodrigues and Andrew Tremayne |
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F versus t tests for unit roots: a comment |
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Abstract Contact Information Citation Full Text - Comment |
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Mar 16 2004 |
Steven Cook |
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On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition |
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Abstract Contact Information Citation Full Text - Note |
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Mar 02 2004 |
Shunsuke Managi |
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Unit root cycles in the US unemployment rate |
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Abstract Contact Information Citation Full Text - Note |
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Nov 26 2003 |
Boriss Siliverstovs |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment |
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Abstract Contact Information Citation Full Text - Comment |
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Jul 27 2003 |
Francis Ahking |
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Efficient unit root tests of real exchange rates in the post-Bretton Woods era |
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Abstract Contact Information Citation Full Text - Note |
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Jun 13 2003 |
Steve Cook |
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 03 2003 |
Sofiane Hicham Sekioua |
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The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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Jul 06 2002 |
Dimitris Christopoulos and Eftymios Tsionas |
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Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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May 17 2002 |
Steven Cook and Neil Manning |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 17 2001 |
David O. Cushman |
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Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period |
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Abstract Contact Information Citation Full Text - Note |
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May 04 2001 |
Peter E. Kennedy and John Elder |
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F versus t tests for unit roots |
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Abstract Contact Information Citation Full Text - Note |
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