Search Results - subject:"Fourier function"

Is It the natural rate hypothesis or the hysteresis hypothesis for unemployment rates in newly industrialized economies?

Nsenga, Dieu; Nach, Mirada; Khobai, Hlalefang; Moyo, Clement - In: Comparative economic research : Central and Eastern Europe 22 (2019) 4, pp. 39-55

The focus of our study is on determining whether unemployment rates in 8 New Industrialized Economies conform to the natural rate hypothesis or the hysteresis hypothesis. To this end, we employ a variety of unit of unit root testing procedures to quarterly data collected between 2002:q1 and...

Persistent link: https://www.econbiz.de/10012145673

Can the Taylor rules explain exchange rate movements? : evidence from Central and Eastern European countries

Su, Chi-Wei; Si, Dengkui; Chang, Hsu-Ling; Li, Xiao-Lin - In: Argumenta oeconomica 41 (2018) 2, pp. 35-60

Persistent link: https://www.econbiz.de/10012284754

Revisit hysteresis unemployment in eastern European countries using quantile regression

Xie, Hong; Chang, Tsangyao; Grigorescu, Adriana; Hung, Ken - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 5, pp. 522-537

Persistent link: https://www.econbiz.de/10012152810

Unemployment hysteresis in Middle East and North Africa countries : panel SUR-based unit root test with a Fourier function

Awolaja, Oladapo Gbenga; Yaya, OlaOluwa S.; Ogbonna, … - In: Middle East development journal : a publication of the … 13 (2021) 2, pp. 318-334

Persistent link: https://www.econbiz.de/10012694039

Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach

Osman, Mohamed - In: Applied economics 53 (2021) 8, pp. 913-923

Persistent link: https://www.econbiz.de/10012425441

A new combination of Fourier unit root tests : a PPP application for fragile economies

Zeren, Fatma; Kızılkaya, Fatma - In: Applied economics letters 28 (2021) 19, pp. 1707-1711

Persistent link: https://www.econbiz.de/10012652578

Does real U.K. GDP have a unit root? : evidence from a multi-century perspective

Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; … - In: Applied economics 52 (2020) 10, pp. 1070-1087

Persistent link: https://www.econbiz.de/10012197516

Persistence in per capita energy consumption : a fractional integration approach with a Fourier function

Bozoklu, Seref; Yilanci, Veli; Gorus, Muhammed Sehid - In: Energy economics 91 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012518652

Testing the long-run PPP for Turkey : new evidence from the Fourier quantile unit root test

Dŏganlar, Murat; Kızılkaya, Oktay; Mike, Faruk - In: Applied economics letters 27 (2020) 9, pp. 729-735

Persistent link: https://www.econbiz.de/10012205814

Purchasing power parity in transition countries: Panel stationary test with smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsung-Pao - In: International Journal of Financial Studies 3 (2015) 2, pp. 153-161

This study examines whether the long-run purchasing power parity (PPP) holds in transition economies (Bulgaria, the Czech Republic, Hungary, Latvia, Lithuania, Poland, Romania and Russia) using monthly data over the 1995 - 2011 period. We apply a recently introduced panel stationary test, which...

Persistent link: https://www.econbiz.de/10011708979