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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?
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Mar 03 2014 Cleomar Gomes da Silva and Flávio Vilela Vieira
  BRICS countries: real interest rates and long memory
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Feb 12 2014 Olalekan Bashir Aworinde
  Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria
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Dec 23 2013 Mohammed I Shuaibu and Mutiu A Oyinlola
  Do structural breaks matter in the growth-environment nexus in Nigeria?
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Dec 03 2013 Alexander Ludwig
  Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
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Nov 05 2013 Dimitris Hatzinikolaou , Theodore Simos and Agathi Tsoka
  Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability
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Oct 08 2013 Constant Fouopi djiogap
  Foreign Direct Investment and Macro Economic Performances in the Central African Economic and Monetary Community (CEMAC)
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Oct 04 2013 Junsoo Lee and Mark C. Strazicich
  Minimum LM unit root test with one structural break
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Jun 03 2013 Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez
  Long-run relationship with shifts between Mexican current account revenues and expenditures
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Jan 08 2013 Aymen Ben Rejeb
  Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility
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Sep 27 2012 Ibrahim ARISOY
  Structural breaks and nonlinearities in hours worked: are they really nonstationary?
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Sep 05 2012 Olivier Darné and Amélie Charles
  A note on the uncertain trend in US real GNP: Evidence from robust unit root tests
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Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph
  Are the emerging bric stock markets efficient?
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Apr 03 2012 Paresh Kumar Narayan and Stephan Popp
  Comparing the small sample properties of two break Lagrange Multiplier unit root tests
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Feb 24 2012 Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah
  A structural VARX modelling of international parities between China and Japan in the liberalization era
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Jun 19 2011 Yi-Chi Chen and Wei-Choun Yu
  Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
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Apr 20 2011 George Milunovich
  Measuring the Impact of the GFC on European Equity Markets
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Apr 15 2011 Serge Rey
  Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France
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Apr 06 2011 Kentaka Aruga and Shunsuke Managi
  Tests on price linkage between the U.S. and Japanese gold and silver futures markets
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Mar 17 2011 Aviral Kumar Tiwari
  Are exports and imports cointegrated in India and China? An empirical analysis
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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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Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini
  Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence
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Sep 09 2010 Charbel Bassil
  An analysis of the ex post Fisher hypothesis at short and long term
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May 18 2010 Alper ASLAN
  The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries
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May 11 2010 Ryan Compton and Syeed Khan
  An examination of the stability of short-run Canadian stock predictability
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Apr 21 2010 Arouri Mohamed El Hédi and Jawadi Fredj
  On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
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Jan 06 2010 Jamel JOUINI and Mohamed Boutahar
  The finite-sample properties of bootstrap tests in multiple structural change models
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Jan 06 2010 Dara Long
  The Long-Run of Purchasing Power Parity: The Case of Japan
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Jan 06 2010 Masafumi Kozuka
  On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks
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Oct 05 2009 Ahmad Zubaidi Baharumshah and Evan Lau
  Structural breaks and the twin deficits hypothesis: Evidence from East Asian countries
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Jun 10 2009 Arouri Mohamed el hédi and Jamel Jouini
  Analysis of structural breaks in the stock market integration of mexico into world
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Jun 01 2009 Nilgün Çil Yavuz
  Purchasing power parıty with multiple structural breaks: evidence from Turkey
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May 05 2009 Frédérique Bec and Charbel Bassil
  Federal Funds Rate Stationarity: New Evidence
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May 03 2009 Abhijit Sharma , Kelvin G Balcombe and Iain M Fraser
  Non-renewable resource prices: Structural breaks and long term trends
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Apr 14 2009 Tsangyao Chang , Gengnan Chiang and Yichun Zhang
  Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks
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Mar 05 2009 Claude Lopez
  Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes
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Sep 30 2008 Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés
  Granger-Causality in the presence of structural breaks
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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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May 19 2008 Jean-François Hoarau
  Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks
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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
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Apr 21 2008 JAWADI Fredj
  Does nonlinear econometrics confirm the macroeconomic models of consumption?
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Apr 14 2008 Katsuhiro Sugita
  Bayesian analysis of a vector autoregressive model with multiple structural breaks
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Mar 06 2008 Duc NGUYEN
  An empirical analysis of structural changes in emerging market volatility
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Nov 30 2007 Christophe Rault and António Afonso
  Should we care for structural breaks when assessing fiscal sustainability?
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Aug 31 2007 Jamel JOUINI and Mohamed BOUTAHAR
  Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
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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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Jan 10 2007 Jamel JOUINI and Mohamed BOUTAHAR
  wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
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Jan 10 2007 Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan
  Habit Formation: Deep and Uncertain
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Jul 11 2004 Steven Cook
  Detecting changes in persistence in linear time series
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Jun 17 2004 Valerie Mignon and Gilles Dufrenot
  Modeling the French Consumption Function Using SETAR Models
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Jul 17 2001 Steven Cook
  Asymmetric unit root tests in the presence of structural breaks under the null
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