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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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Jun 01 2014 Alberto Rinaldi and Barbara Pistoresi
  A note on Italy's current account sustainability: 1861-2010
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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 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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Feb 12 2014 Olalekan Bashir Aworinde
  Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria
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Jan 06 2014 Alexander Ludwig
  What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration
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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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Oct 24 2013 Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik
  A panel cointegration analysis of the exchange rate pass-through
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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 24 2013 Md. Sharif Hossain and Rajarshi Mitra
  A Dynamic Panel Analysis of the Determinants of FDI in Africa
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Jan 08 2013 Baotai Wang and D. Ajit
  Stock Market and Economic Growth in China
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Oct 08 2012 Serge Rey and Florent Deisting
  GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs
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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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Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
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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
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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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Mar 04 2012 Frederick H Wallace
  Testing for a nonlinear Fisher relationship
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Nov 21 2011 Munic Boungnarasy
  Health care expenditures in Asia countries: Panel data analysis
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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
 
Jul 20 2011 Ozlem Goktas and Aycan Hepsag
  Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis
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Jul 06 2011 Jamel Saadaoui
  Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates
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Jul 05 2011 Andrew Phiri and Peter Lusanga
  Can asymmetries account for the empirical failure of the Fisher effect in South Africa?
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Jun 25 2011 Tapas Mishra , Bazoumana Ouattara and Mamata Parhi
  A Note on Shock Persistence in Total Factor Productivity Growth
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Jun 18 2011 Aviral Kumar Tiwari
  A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India
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May 15 2011 Giray Gozgor
  Purchasing power parity hypothesis among the main trading partners of Turkey
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May 12 2011 Fumitaka Furuoka
  Is GDP in ASEAN countries stationary? New evidence from panel unit root tests
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Apr 22 2011 Richard Paul Gregory and Gary Shelley
  Purchasing Power Parity and the Chinese Yuan
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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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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
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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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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
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Oct 02 2010 Shabbir Ahmad
  Fisher effect in nonlinear STAR framework: some evidence from Asia
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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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Sep 02 2010 Jean françois Hoarau , Claude Lopez and Michel Paul
  Short Note on the Unemployment Rate of the “French overseas regions”
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Jul 30 2010 Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo
  On the power of modified Kapetanios-Snell-Shin (KSS) tests
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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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May 18 2010 Alper ASLAN
  The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries
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May 03 2010 Jaunky Chandr Vishal
  Inflation divergence within the SADC
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Apr 22 2010 Alberto Bagnai
  Twin deficits in CEEC economies: evidence from panel unit root tests
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Jan 19 2010 Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong
  Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka
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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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Jan 06 2010 Dara Long
  The Long-Run of Purchasing Power Parity: The Case of Japan
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Dec 23 2009 Herve Queneau and Amit Sen
  Further Evidence on the Dynamics of Unemployment by Gender
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Dec 11 2009 Iuliana Matei
  Testing for price convergence: how close are EU New Member's States to euro zone?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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 13 2009 Manish Kumar
  A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates
  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 12 2009 António Afonso and Christophe Rault
  Spend-and-tax: a panel data investigation for the EU
  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?
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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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Aug 17 2009 Shigeyuki Hamori and Yoichi Matsubayashi
  Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
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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 28 2009 Yoichi Matsubayashi and Shigeyuki Hamori
  Empirical analysis of import demand behavior of least developed countries
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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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Jun 01 2009 Nilgün Çil Yavuz
  Purchasing power parıty with multiple structural breaks: evidence from Turkey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
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
 
Dec 08 2008 Baotai Wang , Ajit Dayanandan and Xiaofei Tian
  The Impact of Economic Globalization on Income Distribution: Empirical Evidence in China
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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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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
 
Mar 19 2008 Andrea Cerasa
  CIPS test for Unit Root in Panel Data: further Monte Carlo results
  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 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
 
Nov 14 2007 Amit Sen and Herve Queneau
  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
 
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
 
May 11 2007 Marcelo Mello and Roberto Guimaraes-Filho
  A note on fractional stochastic convergence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
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
 
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
 
May 25 2006 Johan Lyhagen
  The seasonal KPSS statistic
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
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
 
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
 
Oct 08 2004 Peter E. Kennedy and John Elder
  More on F versus t tests for unit roots when there is no trend
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
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
 
Apr 09 2004 Paulo M. M. Rodrigues and Andrew Tremayne
  F versus t tests for unit roots: a comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
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
 
Mar 02 2004 Shunsuke Managi
  Unit root cycles in the US unemployment rate
  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
 
May 04 2001 Peter E. Kennedy and John Elder
  F versus t tests for unit roots
  Abstract  Contact Information  Citation  Full Text  -  Note