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| Jan 08 2013 |
Baotai Wang and D. Ajit |
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Stock Market and Economic Growth in China |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 08 2012 |
Serge Rey and Florent Deisting |
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GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2012 |
Ibrahim ARISOY |
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Structural breaks and nonlinearities in hours worked: are they really nonstationary? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2012 |
Olivier Darné and Amélie Charles |
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A note on the uncertain trend in US real GNP: Evidence from robust unit root tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 28 2012 |
Shigeyuki Hamori and Yoshihiro Hashiguchi |
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Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
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Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
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Are the emerging bric stock markets efficient? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2012 |
Paresh Kumar Narayan and Stephan Popp |
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Comparing the small sample properties of two break Lagrange Multiplier unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2012 |
Frederick H Wallace |
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Testing for a nonlinear Fisher relationship |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 21 2011 |
Munic Boungnarasy |
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Health care expenditures in Asia countries: Panel data analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2011 |
Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik |
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Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 20 2011 |
Ozlem Goktas and Aycan Hepsag |
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Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 06 2011 |
Jamel Saadaoui |
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Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 05 2011 |
Andrew Phiri and Peter Lusanga |
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Can asymmetries account for the empirical failure of the Fisher effect in South Africa? |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 25 2011 |
Tapas Mishra , Bazoumana Ouattara and Mamata Parhi |
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A Note on Shock Persistence in Total Factor Productivity Growth |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 18 2011 |
Aviral Kumar Tiwari |
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A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 15 2011 |
Giray Gozgor |
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Purchasing power parity hypothesis among the main trading partners of Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 12 2011 |
Fumitaka Furuoka |
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Is GDP in ASEAN countries stationary? New evidence from panel unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2011 |
Richard Paul Gregory and Gary Shelley |
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Purchasing Power Parity and the Chinese Yuan |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 15 2011 |
Serge Rey |
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Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 25 2011 |
Shu-Yi Liao , Mao-Lung Huang and Lan-Hsun Wang |
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Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 15 2011 |
Terence Tai-Leung Chong , Ning Zhang and Qu Feng |
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Structural Changes and Regional Disparity in China's Inflation |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
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Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 09 2010 |
Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong |
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Linearity and stationarity of G7 government bond returns |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2010 |
Shabbir Ahmad |
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Fisher effect in nonlinear STAR framework: some evidence from Asia |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2010 |
Charbel Bassil |
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An analysis of the ex post Fisher hypothesis at short and long term |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2010 |
Jean françois Hoarau , Claude Lopez and Michel Paul |
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Short Note on the Unemployment Rate of the “French overseas regions” |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 30 2010 |
Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo |
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On the power of modified Kapetanios-Snell-Shin (KSS) tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 19 2010 |
Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang |
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note |
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Abstract Contact Information Citation Full Text - Note |
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| May 21 2010 |
Shyh-Wei Chen |
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Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2010 |
Alper ASLAN |
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The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries |
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Abstract Contact Information Citation Full Text - Note |
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| May 03 2010 |
Jaunky Chandr Vishal |
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Inflation divergence within the SADC |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2010 |
Alberto Bagnai |
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Twin deficits in CEEC economies: evidence from panel unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 19 2010 |
Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong |
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Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2010 |
Chrysost Bangaké and Jude Eggoh |
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International Capital Mobility in African Countries: Do the legal origins matter? |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2010 |
Dara Long |
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The Long-Run of Purchasing Power Parity: The Case of Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2009 |
Herve Queneau and Amit Sen |
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Further Evidence on the Dynamics of Unemployment by Gender |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 11 2009 |
Iuliana Matei |
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Testing for price convergence: how close are EU New Member's States to
euro zone? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 23 2009 |
Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue |
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Exchange rate regime and real exchange rate behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 13 2009 |
Manish Kumar |
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A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 09 2009 |
Evan Lau and Tuck Cheong Tang |
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Twin deficits in Cambodia: An Empirical Study
|
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Abstract Contact Information Citation Full Text - Note |
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| Oct 12 2009 |
António Afonso and Christophe Rault |
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Spend-and-tax: a panel data investigation for the EU |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2009 |
Vasudeva N. R. Murthy and Emmanuel Anoruo |
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Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?
|
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2009 |
Stephen Norman |
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Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one. |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 17 2009 |
Shigeyuki Hamori and Yoichi Matsubayashi |
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Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
|
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2009 |
Matei Demetrescu |
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Panel unit root testing and the martingale difference hypothesis for German stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 28 2009 |
Yoichi Matsubayashi and Shigeyuki Hamori |
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Empirical analysis of import demand behavior of least developed countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
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Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2009 |
Nilgün Çil Yavuz |
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Purchasing power parıty with multiple structural breaks: evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 05 2009 |
Frédérique Bec and Charbel Bassil |
| |
Federal Funds Rate Stationarity: New Evidence |
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Abstract Contact Information Citation Full Text - Note |
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| 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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Abstract Contact Information Citation Full Text - Note |
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| 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 |
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| 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 |
| |
Abstract Contact Information Citation Full Text - Note |
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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 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 21 2008 |
Veli YILANCI |
| |
Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| 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 |
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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 |
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| Jan 31 2008 |
Jue-Shyan Wang and Mei-Yin Lin |
| |
Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests |
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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 |
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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