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Sep 18 2021 Jacek Rothert
  Optimal teleworking agreements vs. yearning for normality when vaccine is on the horizon
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Sep 17 2021 Gökhan Konat and Fatma Zeren
  Is Real Gross Domestic Product (GDP) Series Stationary in EU Countries? Evidence from the RALS-CIPS Test
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Dec 18 2019 Bhushan P Jangam and Vaseem Akram
  Does participation in global value chain foster export concentration?
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Mar 16 2019 Debi P Bal and Badri N Rath
  Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment
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Jun 21 2018 Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan
  Are Fluctuations in Military Spending Transitory or Permanent? International Evidence
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May 12 2018 Yifei Cai
  Testing the Fisher Effect in the US
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 26 2017 Vicente German-Soto , Luis Gutierrez Flores and Hector Alonso Barajas Bustillos
  An analysis of the relationship between infrastructure investment and economic growth in Mexican urban areas, 1985-2008
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Sep 27 2017 Eugene Kouassi , Gnoudentiho G Silue , Oluyele Akinkugbe and Jean Marcelin B Brou
  Health expenditures and Income with Nonstationary Panel Data: Evidence from ECOWAS Member Countries
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Sep 27 2017 Claudiu T Albulescu , Cornel Oros and Aviral K Tiwari
  Is there any convergence in health expenditures across EU countries?
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Dec 21 2016 John Gibson and James P Henson
  Getting the most from MATLAB: ditching canned routines and embracing coder
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Aug 24 2016 Muhammad Shahbaz , Aviral Kumar Tiwari and Saleheen Khan
  Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 02 2015 Alexandra Schaffar and Nicolas Péridy
  Exploring spatial convergence of Maghreb regional areas: An application of a Markov chains approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 24 2015 Nikolaos Kourogenis
  Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
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Aug 20 2014 Philippe Darreau and François Pigalle
  Long-run effects of capital market integration using OLG model
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Aug 06 2014 Kien C Tran
  Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects
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Jul 26 2014 Josh Stillwagon
  Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 18 2014 Vincent Fromentin and Christine Louargant
  Is the rating given to a European mutual fund a good indicator of its future performance?
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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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Oct 24 2013 Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik
  A panel cointegration analysis of the exchange rate pass-through
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Jul 11 2013 Komivi Afawubo and Vincent Fromentin
  Financial development and economic growth: the case of ECOWAS and WAEMU
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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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Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
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Mar 04 2013 Ben Zaied Younes
  A long-run analysis of residential water consumption
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 25 2013 Toru Hokari , Shigeru Makioka and Masayuki Yao
  A backwardly solvable search equilibrium model
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Sep 27 2012 Ibrahim ARISOY
  Structural breaks and nonlinearities in hours worked: are they really nonstationary?
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Feb 27 2012 Mark J. Holmes and Xin Shen
  An Alternative Nonlinear Perspective on the Consumption, Income and Wealth 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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Jul 14 2011 Fengbao Yin and Shigeyuki Hamori
  The Sustainability of Trade Balances in China
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 12 2011 Fumitaka Furuoka
  Is GDP in ASEAN countries stationary? New evidence from panel unit root tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 01 2011 Eisei Ohtaki
  A note on the existence of monetary equilibrium in a stochastic OLG model with a finite state space
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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 08 2010 Kamel malik Bensafta
  Non-stationary Variance and Volatility Causality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora
  Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 21 2010 Shyh-Wei Chen
  Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 22 2010 Essahbi Essaadi and Mohamed Boutahar
  A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 20 2010 Hamid Baghestani
  Predicting the direction of change in aggregate demand growth and its components
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle
  Fractional integration and cointegration in stock prices and exchange rates
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Jan 06 2010 Chrysost Bangaké and Jude Eggoh
  International Capital Mobility in African Countries: Do the legal origins matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 25 2009 Francesca Di Iorio and Stefano Fachin
  A residual-based bootstrap test for panel cointegration
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Dec 06 2009 Atrayee Ghosh Roy and Hendrik Van den Berg
  Budget deficits and U.S. economic growth
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Nov 11 2009 Orlando Gomes
  The timing of information updates: a stability result
  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.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 17 2009 Shigeyuki Hamori and Yoichi Matsubayashi
  Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
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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
 
May 03 2009 Abhijit Sharma , Kelvin G Balcombe and Iain M Fraser
  Non-renewable resource prices: Structural breaks and long term trends
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
  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 06 2009 Shigeyuki Hamori and Naoko Hamori
  On the Sustainability of Budget Deficits in the Euro Area
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2008 Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés
  Granger-Causality in the presence of structural breaks
  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
 
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 19 2008 Jean-François Hoarau
  Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests 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
 
Mar 06 2008 Shigeyuki Hamori
  Empirical Analysis of the Money Demand Function in Sub-Saharan Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 01 2008 Giulio Bottazzi
  On the relationship between firms' size and growth rate
  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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 16 2007 Sahar Bahmani
  Do budget deficits follow a linear or non-linear path?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 31 2007 Jamel JOUINI and Mohamed BOUTAHAR
  Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 22 2007 Avik Chakraborty
  Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices
  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
 
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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May 11 2007 Marcelo Mello and Roberto Guimaraes-Filho
  A note on fractional stochastic convergence
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Feb 18 2007 Takeshi Nakata
  Habit Formation, Parents' Education Spending, and Growth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Jan 10 2007 Jamel JOUINI and Mohamed BOUTAHAR
  wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
  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
 
Mar 23 2006 Andrzej Nowak
  A note on an equilibrium in the great fish war game
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 13 2005 Marco Barassi
  On KPSS with GARCH errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2005 barhoumi karim
  Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 03 2005 Mauro Costantini and Claudio Lupi
  Stochastic convergence among European economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 17 2005 BARHOUMI Karim
  Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
Mar 16 2005 SANDI mourad
  The Effect of unemployment benefit degression on union membership of unemployed people
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 17 2004 Valerie Mignon and Gilles Dufrenot
  Modeling the French Consumption Function Using SETAR Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 30 2004 Benteng Zou and Carmen Camacho
  The spatial Solow model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 23 2003 Joydeep Bhattacharya and Helle Bunzel
  Dynamics of the planning solution in the discrete-time textbook model of labor market search and matching
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 12 2003 AHAMADA IBRAHIM
  Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 08 2003 Philip Shively
  Threshold stationary real exchange rates: a nonlinear, multivariate approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 05 2003 Humberto Moreira and Wilfredo Maldonado
  A contractive method for computing the stationary solution of the Euler equation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 11 2001 Efthymios Tsionas and Dimitris Christopoulos
  Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
  Abstract  Contact Information  Citation  Full Text  -  Note