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Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time

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Cited by:

  1. Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
  2. Assaf, Ata, 2016. "MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008," Research in International Business and Finance, Elsevier, vol. 36(C), pages 222-240.
  3. Shahbaz, Muhammad & Lean, Hooi Hooi, 2012. "The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan," Energy, Elsevier, vol. 39(1), pages 146-153.
  4. Yilanci, Veli & Aydin, Mücahit & Aydin, Mehmet, 2019. "Residual Augmented Fourier ADF Unit Root Test," MPRA Paper 96797, University Library of Munich, Germany.
  5. Jacques Jaussaud & Serge Rey, 2012. "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 1-28, February.
  6. Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012. "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, vol. 43(2), pages 597-615, October.
  7. Serge Rey, 2011. "Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France," Economics Bulletin, AccessEcon, vol. 31(2), pages 1131-1150.
  8. King Fuei Lee, 2010. "An Empirical Study of Dividend Payout and Future Earnings in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 267-286.
  9. Fatemeh Nazifi, 2016. "The pass-through rates of carbon costs on to electricity prices within the Australian National Electricity Market," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(1), pages 41-62, January.
  10. Jan Babecký & Fabrizio Coricelli & Roman Horváth, 2009. "Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(2), pages 102-127, June.
  11. Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021. "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
  12. Shahbaz, Muhammad & Kumar Tiwari, Aviral & Nasir, Muhammad, 2013. "The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa," Energy Policy, Elsevier, vol. 61(C), pages 1452-1459.
  13. BAAK, SaangJoon, 2008. "The bilateral real exchange rates and trade between China and the U.S," China Economic Review, Elsevier, vol. 19(2), pages 117-127, June.
  14. Joseph Byrne & Norbert Fiess, 2010. "Euro area inflation: aggregation bias and convergence," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(2), pages 339-357, June.
  15. repec:hum:wpaper:sfb649dp2007-019 is not listed on IDEAS
  16. repec:fgv:epgrbe:v:68:n:1:a:2 is not listed on IDEAS
  17. Claudio Detotto & Edoardo Otranto, 2010. "Does Crime Affect Economic Growth?," Kyklos, Wiley Blackwell, vol. 63(3), pages 330-345, August.
  18. Kalaitzi Athanasia S. & Chamberlain Trevor W., 2019. "Further Evidence on Export-Led Growth in the United Arab Emirates: Are Non-Oil Exports or Re-Exports the Key to Economic Growth?," Review of Middle East Economics and Finance, De Gruyter, vol. 15(2), pages 1-15, August.
  19. Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023. "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, vol. 126(C).
  20. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047.
  21. Tiwari, Aviral & Shahbaz, Muhammad, 2011. "India's trade with USA and her trade balance: An empirical analysis," MPRA Paper 29023, University Library of Munich, Germany.
  22. LANTERI, Luis N., 2010. "Determinantes De Los Flujos Netos De Capital. Alguna Evidencia Para La Economia Argentina," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 10(1), pages 57-84.
  23. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 33-53, January.
  24. Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008. "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper 3406, University Library of Munich, Germany.
  25. Shahbaz, Muhammad, 2013. "Does financial instability increase environmental degradation? Fresh evidence from Pakistan," Economic Modelling, Elsevier, vol. 33(C), pages 537-544.
  26. Ousama Ben-Salha & Abir Abid & Ghassen El Montasser, 2023. "Linear and Nonlinear Causal Linkages Between Exports and Growth in Next Eleven Economies," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 1194-1226, June.
  27. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2013. "Unit roots, non-linearities and structural breaks," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 4, pages 61-94, Edward Elgar Publishing.
  28. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September.
  29. Holmes Mark J. & Panagiotidis Theodore, 2009. "Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
  30. Claude Lopez & Javier Reyes, 2009. "Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1643-1651.
  31. Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers hal-01880360, HAL.
  32. Niklas Potrafke, 2012. "Is German domestic social policy politically controversial?," Public Choice, Springer, vol. 153(3), pages 393-418, December.
  33. repec:zbw:bofism:2012_047 is not listed on IDEAS
  34. Weber, Enzo, 2009. "Common and uncommon sources of growth in Asia Pacific," Journal of the Japanese and International Economies, Elsevier, vol. 23(1), pages 20-36, March.
  35. Shahbaz, Muhammad, 2010. "Does financial instability increase environmental pollution in Pakistan?," MPRA Paper 31360, University Library of Munich, Germany, revised 28 Mar 2011.
  36. Ming-Hua Liu & Dimitris Margaritis & Zhuo Qiao, 2016. "The Global Financial Crisis and Retail Interest Rate Pass-Through in Australia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-32, December.
  37. Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2015. "Assessing Fiscal Sustainability in Algeria: a Nonlinear Approach," Working Papers 962, Economic Research Forum, revised Oct 2015.
  38. Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008. "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
  39. Leiva, Benjamin & Liu, Zhongyuan, 2019. "Energy and economic growth in the USA two decades later: Replication and reanalysis," Energy Economics, Elsevier, vol. 82(C), pages 89-99.
  40. Theodore Panagiotidis & Panagiotis Printzis, 2016. "On the macroeconomic determinants of the housing market in Greece: a VECM approach," International Economics and Economic Policy, Springer, vol. 13(3), pages 387-409, July.
  41. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_047, July.
  42. Changli He & Rickard Sandberg, 2006. "Dickey–Fuller Type of Tests against Nonlinear Dynamic Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 835-861, December.
  43. Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2019. "Debt sustainability, structural breaks and nonlinear fiscal adjustment: empirical evidence from Algeria," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 66(4), pages 369-397, December.
  44. Tenhofen Jörn & Wolff Guntram B. & Heppke-Falk Kirsten H., 2010. "The Macroeconomic Effects of Exogenous Fiscal Policy Shocks in Germany: A Disaggregated SVAR Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(3), pages 328-355, June.
  45. Mar𨁌orena Mar𑁥l Cristo & Marta G -Puig, 2013. "Pass-through in dollarized countries: should Ecuador abandon the US dollar?," Applied Economics, Taylor & Francis Journals, vol. 45(31), pages 4395-4411, November.
  46. Lopez, Claude, 2009. "GLS-detrending and regime-wise stationarity testing in small samples," Economics Letters, Elsevier, vol. 104(2), pages 99-101, August.
  47. Rey, Serge, 2009. "L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
  48. Maria do Rosario Correia & Reinhard Neck & Theodore Panagiotidis & Christian Richter, 2008. "An empirical investigation of the sustainability of the public deficit in Portugal," International Economics and Economic Policy, Springer, vol. 5(1), pages 209-223, July.
  49. Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
  50. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, January.
  51. Bernstein, Ronald & Madlener, Reinhard, 2015. "Short- and long-run electricity demand elasticities at the subsectoral level: A cointegration analysis for German manufacturing industries," Energy Economics, Elsevier, vol. 48(C), pages 178-187.
  52. Chan, Tze-Haw, 2014. "Trade Balance, Foreign Exchange and Macroeconomic Impacts: An Empirical Assessment for China and Malaysia," MPRA Paper 59539, University Library of Munich, Germany, revised 10 Aug 2014.
  53. João Adelino de Faria & Luiz Fernando de Paula & Manoel Carlos de Castro Pires & Tiago Rinaldi Meyer, 2009. "Liberalização Financeira, Performance e Econômica e Estabilidade Macroeconômica no Brasil: Uma Avaliação do Período Recente," Discussion Papers 1436, Instituto de Pesquisa Econômica Aplicada - IPEA.
  54. Nawaz, Saima & Iqbal, Nasir & Anwar, Saba, 2014. "Modelling electricity demand using the STAR (Smooth Transition Auto-Regressive) model in Pakistan," Energy, Elsevier, vol. 78(C), pages 535-542.
  55. Vougas, Dimitrios V., 2006. "On unit root testing with smooth transitions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 797-800, November.
  56. Saang Joon Baak, 2006. "The Impact of the Chinese Renminbi on the Exports of the ROK and Japan to the US (ROK Economic System Series No.10)," Discussion papers 0604e, ERINA - Economic Research Institute for Northeast Asia.
  57. Khaled Chnaina & Farid Makhlouf, 2015. "Impact des Transferts de Fonds sur le Taux de Change Réel Effectif en Tunisie," African Development Review, African Development Bank, vol. 27(2), pages 145-160, June.
  58. Livanis, Grigorios T. & Moss, Charles B., 2005. "Price Transmission and Food Scares in the U.S. Beef Sector," Working Papers 15662, University of Florida, International Agricultural Trade and Policy Center.
  59. Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
  60. Cerqueira, Vinícius Dos Santos & Ribeiro, Márcio Bruno & Martinez, Thiago Sevilhano, 2014. "Propagação Assimétrica de Choques Monetários na Economia Brasileira: Evidências com base em um modelo vetorial não-linear de transição suave," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
  61. Maria Jesus Herrerias & Vicente Orts, 2011. "The driving forces behind China’s growth," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(1), pages 79-124, January.
  62. Anthony N. Rezitis & Shaikh Mostak Ahammad, 2016. "Investigating The Interdependency Of Agricultural Production Volatility Spillovers Between Bangladesh, India, And Pakistan," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(1), pages 32-54, March.
  63. Ikechukwu D Nwaka & Kalu E Uma & Gulcay Tuna, 2015. "Trade openness and unemployment: Empirical evidence for Nigeria," The Economic and Labour Relations Review, , vol. 26(1), pages 117-136, March.
  64. Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
  65. Roland CRAIGWELL & Darrin DOWNES & Kevin GREENIDGE & Keva STEADMAN, 2008. "Sectoral Output, Growth And Economic Linkages In The Barbados Economy Over The Past Five Decades," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 123-136.
  66. Ian Babetskii & Fabrizio Coricelli & Roman Horvath, 2007. "Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic," Working Papers 2007/1, Czech National Bank.
  67. Uebele, Martin & Pfister, Ulrich & Riedel, Jana, 2012. "Real wages and the origins of modern economic growth in Germany, 16th to 19th centuries," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62076, Verein für Socialpolitik / German Economic Association.
  68. Aviral Kumar Tiwari, 2012. "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(1), pages 67-79.
  69. Boschi, Melisso & Girardi, Alessandro, 2011. "The contribution of domestic, regional and international factors to Latin America's business cycle," Economic Modelling, Elsevier, vol. 28(3), pages 1235-1246, May.
  70. Bruce E. Hansen, 2001. "The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 117-128, Fall.
  71. Jáilison W. Silveira & Marcelo Resende, 2017. "Competition in the International Niobium Market: An Econometric Study," CESifo Working Paper Series 6715, CESifo.
  72. Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2019. "The dynamics of fiscal policy in Algeria: sustainability and structural change," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-27, December.
  73. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2009. "Cointegration and causality between Romanian exports and imports," MPRA Paper 42091, University Library of Munich, Germany, revised 06 Aug 2009.
  74. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3355-3367, April.
  75. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2009. "Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests," Regional Studies, Taylor & Francis Journals, vol. 43(1), pages 63-76.
  76. Muhammad, Shahbaz & Tiwari, Aviral & Muhammad, Nasir, 2011. "The effects of financial development, economic growth, coal consumption and trade openness on environment performance in South Africa," MPRA Paper 32723, University Library of Munich, Germany, revised 10 Aug 2011.
  77. Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
  78. Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: el caso colombiano," Coyuntura Económica, Fedesarrollo, December.
  79. Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma, 2007. "The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests," Working Paper series 41_07, Rimini Centre for Economic Analysis.
  80. Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2011. "Asymmetric information and price competition in small business lending," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2189-2196, September.
  81. Aviral Kumar Tiwari & Subhendu Dutta & Aruna Kumar Dash, 2017. "Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 14(2), pages 63-81, December.
  82. Nicolas Million, 2006. "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00119051, HAL.
  83. Abdelkader Derbali, 2019. "Market efficiency in the emerging and frontier markets of the MENA countries," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-18, September.
  84. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF, Faculty of Economics, University of Coimbra.
  85. Rehab OSMAN, 2010. "SADC EPAs with the EU: the Right or a Blight Way for Development," EcoMod2010 259600127, EcoMod.
  86. Luiz Fernando Rodrigues de Paula & Tiago Rinaldi Meyer & JoãoAdelino de Faria Júnior & Manoel Carlos de Castro Pires, 2011. "FinancialLiberalization, Economic Performance and Macroeconomic Stability inBrazil: an assessment of the recent period," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 100, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  87. Deniz Dilan Karaman Örsal, 2021. "Long-run economic determinants of asylum applications," Economics Bulletin, AccessEcon, vol. 41(1), pages 48-59.
  88. Saang Joon Baak, 2006. "The Impact of the Chinese Renminbi on the Exports of the ROK and Japan to the US (ROK Economic System Series No.10)," Discussion papers 0604, ERINA - Economic Research Institute for Northeast Asia.
  89. Baak, SaangJoon, 2012. "Measuring misalignments in the Korean exchange rate," Japan and the World Economy, Elsevier, vol. 24(4), pages 227-234.
  90. Jacques Jaussaud & Serge Rey, 2012. "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 1-28, February.
  91. Enzo Weber, 2013. "Economic integration and the foreign exchange," International Economics and Economic Policy, Springer, vol. 10(2), pages 201-215, June.
  92. Chan, Tze-Haw, 2008. "International Parities among China and Her Major Trading Partners in Asia Pacific," MPRA Paper 15504, University Library of Munich, Germany, revised 06 Apr 2009.
  93. Koi Nyen Wong & Tuck Cheong Tang, 2009. "Exchange rate variability and the export demand for Malaysia's semiconductors: an empirical study," Applied Economics, Taylor & Francis Journals, vol. 43(6), pages 695-706.
  94. Melisso Boschi, 2012. "Long- and short-run determinants of capital flows to Latin America: a long-run structural GVAR model," Empirical Economics, Springer, vol. 43(3), pages 1041-1071, December.
  95. repec:rim:rimwps:41-07 is not listed on IDEAS
  96. Tuck Cheong Tang & Koi Nyen Wong, 2009. "Research Note: The SARS Epidemic and International Visitor Arrivals to Cambodia: Is the Impact Permanent or Transitory?," Tourism Economics, , vol. 15(4), pages 883-890, December.
  97. Assaf, Ata, 2015. "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 172-182.
  98. Madhu Sehrawat & A.K. Giri, 2018. "Globalization, role of institutions and economic performance in Indian economy," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 11(1), pages 82-100, October.
  99. Bilge Erten, 2010. "Industrial Upgrading and Export Diversification: A Comparative Analysis of Economic Policies in Turkey and Malaysia," Working Papers id:2778, eSocialSciences.
  100. Goto, Fábio & Pires, Manoel Carlos de Castro & Rocha, Bruno, 2010. "Fiscal policy in times of crisis: macroeconomic effects of the primary surplus," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  101. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
  102. Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021. "Price convergence: Representation and testing," Economic Modelling, Elsevier, vol. 104(C).
  103. He, Changli & Sandberg, Rickard, 2005. "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance 580, Stockholm School of Economics.
  104. Mariya Neycheva, 2016. "Secondary versus higher education for growth: the case of three countries with different human capital’s structure and quality," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(6), pages 2367-2393, November.
  105. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
  106. Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
  107. García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016. "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
  108. Enzo Weber, 2012. "Regional and outward economic integration in South-East Asia," Applied Economics, Taylor & Francis Journals, vol. 44(10), pages 1271-1283, April.
  109. BATTISTI,Michele, 2006. "Assessing persistence in the Italian rate of unemployment in presence of structural breaks and regional asymmetries, 1977 to 2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
  110. Athanasia S. Kalaitzi & Emmanuel Cleeve, 2018. "Export-led growth in the UAE: multivariate causality between primary exports, manufactured exports and economic growth," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(3), pages 341-365, September.
  111. Isabel Cortés-Jiménez & Jean-Jacques Nowak & Mondher Sahli, 2011. "Mass Beach Tourism and Economic Growth: Lessons from Tunisia," Tourism Economics, , vol. 17(3), pages 531-547, June.
  112. Lorde, Troy & Jackman, Mahalia & Thomas, Chrystol, 2009. "The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and Tobago," Energy Policy, Elsevier, vol. 37(7), pages 2708-2716, July.
  113. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
  114. Saang Joon Baak, 2015. "Is the Yen Undervalued?," Discussion papers 1503, ERINA - Economic Research Institute for Northeast Asia.
  115. António Afonso & Sérgio Gadelha & Agatha Silva, 2020. "Public Debt And Economic Growth In Brazil," Working Papers REM 2020/0148, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  116. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010. "Exports as an engine for the economic growth: the case of Romania," MPRA Paper 36581, University Library of Munich, Germany, revised 10 Feb 2012.
  117. Fallahi, Firouz & Montazeri Shoorkchali, Jalal, 2012. "Government size and economic growth in Greece: A smooth transition approach," MPRA Paper 74078, University Library of Munich, Germany.
  118. Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers hal-01880360, HAL.
  119. Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona, 2009. "The impact of the US stock market on the Romanian stock market in the context of the financial crisis," MPRA Paper 36862, University Library of Munich, Germany, revised 22 Feb 2012.
  120. Kalaitzi, Athanasia & Chamberlain, Trevor W., 2019. "Further evidence on export-led growth in the United Arab Emirates: are non-oil exports or re-exports the key to economic growth?," LSE Research Online Documents on Economics 103827, London School of Economics and Political Science, LSE Library.
  121. repec:hum:wpaper:sfb649dp2006-064 is not listed on IDEAS
  122. Athanasia Stylianou Kalaitzi & Trevor William Chamberlain, 2020. "Fuel-Mining Exports and Growth in a Developing State: The Case of the UAE," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 300-308.
  123. Mehdi Abid & Rafaa Mraihi, 2015. "Disaggregate Energy Consumption Versus Economic Growth in Tunisia: Cointegration and Structural Break Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(4), pages 1104-1122, December.
  124. Dumitriu Ramona & Stefanescu Razvan, 2009. "Analysis Of The Romanian Current Account Sustainability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 163-168, May.
  125. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2010. "Evolution of the Romanian exports and imports in the context of the European integration," MPRA Paper 36578, University Library of Munich, Germany, revised 10 Feb 2012.
  126. Baak, SaangJoon, 2017. "Is the yen misaligned more during the Abenomics period?," Japan and the World Economy, Elsevier, vol. 44(C), pages 26-34.
  127. Inès ABDELKAFI, 2018. "The Relationship Between Public Debt, Economic Growth, and Monetary Policy: Empirical Evidence from Tunisia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(4), pages 1154-1167, December.
  128. Kalaitzi, Athanasia Stylianou & Chamberlain, Trevor William, 2020. "Fuel-mining exports and growth in a developing state: the case of the UAE," LSE Research Online Documents on Economics 105207, London School of Economics and Political Science, LSE Library.
  129. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.
  130. Alfredo García Hiernaux & David Esteban Guerrero Burbano, 2015. "Price-Level Convergence in the Eurozone," Documentos de Trabajo del ICAE 2015-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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