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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 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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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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Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori
  Exploring the dynamic interdependence between gold and other financial markets
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Oct 12 2011 Vatthanamixay Chansomphou and Masaru Ichihashi
  The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis
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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 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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Nov 08 2010 Kamel malik Bensafta
  Non-stationary Variance and Volatility Causality
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Nov 08 2010 Prakash Singh and Manoj Kumar Pandey
  Financial Innovation and Stability of Money Demand Function in Post–reform period in India
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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 27 2010 Julien Chevallier
  A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices
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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 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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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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Apr 08 2008 Jamel JOUINI and Karim BARHOUMI
  Revisiting the decline in the exchange rate pass-through: further evidence from developing countries
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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 22 2007 Avik Chakraborty
  Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices
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Jul 24 2007 Luis Gil-Alana
  Seasonal fractional integration with structural break. An application to the German GNP data
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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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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?
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Jun 17 2004 Valerie Mignon and Gilles Dufrenot
  Modeling the French Consumption Function Using SETAR Models
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Nov 23 2003 Kyongwook Choi , William Shambora and Chulho Jung
  Macroeconomic Effects of Inflation Targeting Policy in New Zealand
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Sep 22 2002 Konstantin A. Kholodilin
  Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator
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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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