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| Mar 30 2023 |
Adam J. Check , Ming Chien Lo and Kwok Ping Tsang |
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Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Cesar Sobrino |
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The persistence of regional disparities in labor markets: Evidence from Puerto Rico |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 18 2019 |
Esra Hasdemir , Tolga Omay and Zulal S Denaux |
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Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 02 2018 |
Vaseem Akram |
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Does export diversification converge? Evidence from cross-country analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 21 2018 |
Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan |
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Are Fluctuations in Military Spending Transitory or Permanent? International Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 12 2018 |
Yifei Cai |
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Testing the Fisher Effect in the US |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 19 2017 |
Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide |
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Are African stock markets efficient? Evidence from wavelet unit root test for random walk |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2017 |
Claudiu T Albulescu , Cornel Oros and Aviral K Tiwari |
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Is there any convergence in health expenditures across EU countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 20 2017 |
Margherita Gerolimetto and Stefano Magrini |
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On the power of the simulation-based ADF test in bounded time series |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 24 2016 |
Muhammad Shahbaz , Aviral Kumar Tiwari and Saleheen Khan |
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Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 18 2015 |
Jeremy Nguyen and Jen-je Su |
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Combining linear and nonlinear unit root tests with an application to PPP. |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 12 2015 |
Rajarshi Mitra , Md. Sharif Hossain and Md. Iqbal Hossain |
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Aid and Per-Capita Economic Growth in Asia: A Panel Cointegration Test |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2014 |
Mohamed Siry Bah |
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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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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2014 |
Alberto Rinaldi and Barbara Pistoresi |
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A note on Italy's current account sustainability: 1861-2010 |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 03 2014 |
Cleomar Gomes da Silva and Flávio Vilela Vieira |
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BRICS countries: real interest rates and long memory |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 24 2013 |
Md. Sharif Hossain and Rajarshi Mitra |
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A Dynamic Panel Analysis of the Determinants of FDI in Africa |
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Abstract Contact Information Citation Full Text - Note |
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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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| 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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| 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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| 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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| 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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| 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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| 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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| 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 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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| 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 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 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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| 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 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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| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
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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 05 2009 |
Claude Lopez |
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Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 02 2008 |
Sifunjo E. Kisaka , Wainaina Gituro , Pokhariyal Ganesh and Ngugi W. Rose |
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An analysis of the efficiency of the foreign exchange market in Kenya |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2008 |
Stephen Pilgrim and Sunday Iyare |
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Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 25 2008 |
Frederick Wallace |
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Nonlinear unit root tests of PPP using long-horizon data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 26 2008 |
Steve Cook |
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Non-linear unit root testing in the presence of heavy-tailed innovation processes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 18 2008 |
Andrea Cerasa |
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Panel Unit Root Tests and the Specification of Cross-sectional Dependence |
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Abstract Contact Information Citation Full Text - Note |
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| May 30 2008 |
Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee |
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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 |
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| Jan 31 2008 |
Jue-Shyan Wang and Mei-Yin Lin |
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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 |
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| Aug 13 2007 |
Paresh Narayan and Arti Prasad |
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Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2007 |
Chi-Wei Su , Yi-Sung Huang , Peirchyi Lii and Ning-Jun Zhang |
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IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2007 |
Chien-Chiang Lee and Chun-Ping Chang |
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Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 14 2006 |
Baotai Wang and Ajit Dayanandan |
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Unit Root Tests of Canadian Poverty Measures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 12 2006 |
Mario Cerrato and Nick Sarantis |
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Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2005 |
Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh |
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Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 05 2005 |
Daiki Maki |
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The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 17 2005 |
Robert Taylor |
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On the limiting behaviour of augmented seasonal unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 12 2004 |
Baotai Wang and Tomson Ogwang |
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Is the Size Distribution of Income in Canada a Random Walk? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 16 2004 |
Steven Cook |
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On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 26 2003 |
Boriss Siliverstovs |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment |
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Abstract Contact Information Citation Full Text - Comment |
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| Jul 27 2003 |
Francis Ahking |
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Efficient unit root tests of real exchange rates in the post-Bretton Woods era |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 13 2003 |
Steve Cook |
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 03 2003 |
Sofiane Hicham Sekioua |
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The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 06 2002 |
Dimitris Christopoulos and Eftymios Tsionas |
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Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2002 |
Steven Cook and Neil Manning |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 17 2001 |
David O. Cushman |
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Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period |
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Abstract Contact Information Citation Full Text - Note |
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