Mar 30 2023 Adam J. Check , Ming Chien Lo and Kwok Ping Tsang   Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Zeineb Gouasmi and Riadh El Ferktaji   Detecting and date-stamping unsustainability: The case of Tunisian Budget Deficit   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Cesar Sobrino   The persistence of regional disparities in labor markets: Evidence from Puerto Rico   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Fumitaka Furuoka   Testing hysteresis in unemployment using artificial network (ANN) unit root test   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Gökhan Konat and Fatma Zeren   Is Real Gross Domestic Product (GDP) Series Stationary in EU Countries? Evidence from the RALS-CIPS Test   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2021 Mohsen Bahmani-Oskooee , Tsangyao Chang , Zahra Elmi and Omid Ranjbar   Testing the degree of persistence of Covid-19 using Fourier quantile unit root test   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 14 2020 Olivier Habimana , Jamel Dugbeh and Jacqueline Muhawenayo   Are African current accounts on a sustainable path? A tale of two components   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 25 2020 Christina Christou , Giray Gozgor , Rangan Gupta and Chi keung Marco Lau   Are Uncertainties across the World Convergent?   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 18 2019 Bhushan P Jangam and Vaseem Akram   Does participation in global value chain foster export concentration?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 18 2019 Esra Hasdemir , Tolga Omay and Zulal S Denaux   Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 02 2018 Vaseem Akram   Does export diversification converge? Evidence from cross-country analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 21 2018 Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan   Are Fluctuations in Military Spending Transitory or Permanent? International Evidence   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 12 2018 Yifei Cai   Testing the Fisher Effect in the US   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 15 2018 Kais Saidi and Chebli Mongi   The Effect of Education, R&D and ICT on Economic Growth in High Income Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide   Are African stock markets efficient? Evidence from wavelet unit root test for random walk   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 26 2017 Ehrhart Christophe and Matthieu Llorca   Fiscal Sustainability in Central and Latin America Countries: Evidence from a Panel Cointegration Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 27 2017 Claudiu T Albulescu , Cornel Oros and Aviral K Tiwari   Is there any convergence in health expenditures across EU countries?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2017 Aysegul Corakcı , Furkan Emirmahmutoglu and Omay Tolga   PPP hypothesis and temporary structural breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 05 2017 Duc Hong Vo and Anh The Vo   Currency evaluation using a big mac index for Thailand – lessons for Vietnam   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 20 2017 Margherita Gerolimetto and Stefano Magrini   On the power of the simulation-based ADF test in bounded time series   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 26 2016 Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng   "Revisiting the efficient market hypothesis in transition countries using quantile unit root test."   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 24 2016 Muhammad Shahbaz , Aviral Kumar Tiwari and Saleheen Khan   Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 18 2015 Jeremy Nguyen and Jen-je Su   Combining linear and nonlinear unit root tests with an application to PPP.   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 12 2015 Rajarshi Mitra , Md. Sharif Hossain and Md. Iqbal Hossain   Aid and Per-Capita Economic Growth in Asia: A Panel Cointegration Test   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 25 2014 Mohamed Siry Bah   Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010?   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 01 2014 Alberto Rinaldi and Barbara Pistoresi   A note on Italy's current account sustainability: 1861-2010   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 03 2014 Cleomar Gomes da Silva and Flávio Vilela Vieira   BRICS countries: real interest rates and long memory   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 12 2014 Olalekan Bashir Aworinde   Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 06 2014 Alexander Ludwig   What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2013 Mohammed I Shuaibu and Mutiu A Oyinlola   Do structural breaks matter in the growth-environment nexus in Nigeria?   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 04 2013 Junsoo Lee and Mark C. Strazicich   Minimum LM unit root test with one structural break   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 24 2013 Md. Sharif Hossain and Rajarshi Mitra   A Dynamic Panel Analysis of the Determinants of FDI in Africa   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2012 Serge Rey and Florent Deisting   GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 27 2012 Ibrahim ARISOY   Structural breaks and nonlinearities in hours worked: are they really nonstationary?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2012 Olivier Darné and Amélie Charles   A note on the uncertain trend in US real GNP: Evidence from robust unit root tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi   Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 10 2012 Robert Czudaj and Joscha Beckmann   Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph   Are the emerging bric stock markets efficient?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 03 2012 Paresh Kumar Narayan and Stephan Popp   Comparing the small sample properties of two break Lagrange Multiplier unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 04 2012 Frederick H Wallace   Testing for a nonlinear Fisher relationship   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2011 Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik   Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 06 2011 Jamel Saadaoui   Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 18 2011 Aviral Kumar Tiwari   A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2011 Giray Gozgor   Purchasing power parity hypothesis among the main trading partners of Turkey   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 12 2011 Fumitaka Furuoka   Is GDP in ASEAN countries stationary? New evidence from panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2011 Richard Paul Gregory and Gary Shelley   Purchasing Power Parity and the Chinese Yuan   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 25 2011 Shu-Yi Liao , Mao-Lung Huang and Lan-Hsun Wang   Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 09 2011 Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee   Are Fruit and Vegetable Prices Non-linear Stationary? Evidence from Smooth Transition Autoregressive Models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 09 2010 Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong   Linearity and stationarity of G7 government bond returns   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2010 Jean françois Hoarau , Claude Lopez and Michel Paul   Short Note on the Unemployment Rate of the “French overseas regions”   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 30 2010 Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo   On the power of modified Kapetanios-Snell-Shin (KSS) tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 19 2010 Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang   Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note   Abstract  Contact Information  Citation  Full Text  -  Note   May 21 2010 Shyh-Wei Chen   Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation   Abstract  Contact Information  Citation  Full Text  -  Note   May 18 2010 Alper ASLAN   The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries   Abstract  Contact Information  Citation  Full Text  -  Note   May 03 2010 Jaunky Chandr Vishal   Inflation divergence within the SADC   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2010 Alberto Bagnai   Twin deficits in CEEC economies: evidence from panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2010 Chrysost Bangaké and Jude Eggoh   International Capital Mobility in African Countries: Do the legal origins matter?   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2010 Dara Long   The Long-Run of Purchasing Power Parity: The Case of Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 23 2009 Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue   Exchange rate regime and real exchange rate behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 09 2009 Evan Lau and Tuck Cheong Tang   Twin deficits in Cambodia: An Empirical Study   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 02 2009 Vasudeva N. R. Murthy and Emmanuel Anoruo   Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2009 Matei Demetrescu   Panel unit root testing and the martingale difference hypothesis for German stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2009 Qaiser Munir and Kasim Mansur   Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 01 2009 Nilgün Çil Yavuz   Purchasing power parıty with multiple structural breaks: evidence from Turkey   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 26 2009 Chia-Cheng Ho , Su-Yin Cheng and Han Hou   Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2009 Claude Lopez   Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2009 Juan Carlos Cuestas and Javier Ordoñez   Nonlinearities in price convergence among Mercosur countries   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 02 2008 Sifunjo E. Kisaka , Wainaina Gituro , Pokhariyal Ganesh and Ngugi W. Rose   An analysis of the efficiency of the foreign exchange market in Kenya   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2008 Stephen Pilgrim and Sunday Iyare   Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 25 2008 Frederick Wallace   Nonlinear unit root tests of PPP using long-horizon data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 21 2008 Veli YILANCI   Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 26 2008 Steve Cook   Non-linear unit root testing in the presence of heavy-tailed innovation processes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 18 2008 Andrea Cerasa   Panel Unit Root Tests and the Specification of Cross-sectional Dependence   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   May 14 2008 Johan Lyhagen   Why not use standard panel unit root test for testing PPP   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 31 2008 Jue-Shyan Wang and Mei-Yin Lin   Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Aug 14 2007 Mohsen Bahmani-Oskooee , Su Zhou and Ali Kutan   A Century of Purchasing Power Parity: Further Evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2007 Chi-Wei Su , Yi-Sung Huang , Peirchyi Lii and Ning-Jun Zhang   IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 14 2006 Baotai Wang and Ajit Dayanandan   Unit Root Tests of Canadian Poverty Measures   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   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   May 04 2005 Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh   Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 05 2005 Daiki Maki   The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 17 2005 Robert Taylor   On the limiting behaviour of augmented seasonal unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 12 2004 Baotai Wang and Tomson Ogwang   Is the Size Distribution of Income in Canada a Random Walk?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 16 2004 Steven Cook   On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 26 2003 Boriss Siliverstovs   Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment   Abstract  Contact Information  Citation  Full Text  -  Comment   Jul 27 2003 Francis Ahking   Efficient unit root tests of real exchange rates in the post-Bretton Woods era   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2003 Steve Cook   The properties of asymmetric unit root tests in the presence of mis-specified asymmetry   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 03 2003 Sofiane Hicham Sekioua   The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 06 2002 Dimitris Christopoulos and Eftymios Tsionas   Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   May 17 2002 Steven Cook and Neil Manning   Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 17 2001 Steven Cook   Asymmetric unit root tests in the presence of structural breaks under the null   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 17 2001 David O. Cushman   Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period   Abstract  Contact Information  Citation  Full Text  -  Note