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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 28 2014 Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar
  Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
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Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
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Mar 12 2012 Ahamada Ibrahim and Boutahar Mohamed
  Power of the KPSS test against shift in variance: a further investigation.
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Mar 04 2012 Frederick H Wallace
  Testing for a nonlinear Fisher relationship
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Feb 24 2012 Kuang-Liang Chang
  Stock return predictability and stationarity of dividend yield
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 07 2012 Chih-kai Chang and Tsangyao Chang
  Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function
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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
 
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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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
 
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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Oct 09 2010 Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong
  Linearity and stationarity of G7 government bond returns
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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
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May 21 2010 Shyh-Wei Chen
  Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation
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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 12 2009 Nicolas Drouhin
  Hyperbolic discounting may be time consistent
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Sep 02 2009 Stephen Norman
  Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.
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Jun 08 2009 Qaiser Munir and Kasim Mansur
  Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests
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May 05 2009 Frédérique Bec and Charbel Bassil
  Federal Funds Rate Stationarity: New Evidence
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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
  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
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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
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Oct 07 2008 Avik Chakraborty and Stephen E. Haynes
  Econometrics of the Forward Premium Puzzle
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Aug 21 2008 Veli YILANCI
  Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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 12 2008 Kristian Jönsson
  Choosing Between Panel Data Stationarity Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2008 Shabbir Ahmad and Abdul Rashid
  Non-linear PPP in South Asia and China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Jan 13 2008 Shyh-Wei Chen
  Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit
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Oct 18 2007 Carlos Santos
  A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
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Sep 16 2007 Sahar Bahmani
  Do budget deficits follow a linear or non-linear path?
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Aug 22 2007 Avik Chakraborty
  Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices
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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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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
 
May 22 2007 Chien-Fu Chen , Chien-an Andy Wang and Chung-Hua Shen
  Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration
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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
 
Oct 13 2004 Robert Taylor and Stephen Leybourne
  Some New Tests for a Change in Persistence
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May 13 2004 Olivier Darné
  The effects of additive outliers on stationarity tests: a monte carlo study
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Feb 19 2004 AHAMADA IBRAHIM
  A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
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Dec 12 2003 AHAMADA IBRAHIM
  Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.
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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
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Jul 06 2002 Dimitris Christopoulos and Eftymios Tsionas
  Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests
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Oct 11 2001 Efthymios Tsionas and Dimitris Christopoulos
  Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
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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