structural breaks unit root test of Carrion-i-Silvestre et al. (2009), multiple structural breaks cointegration test of Maki …In this study the effects of Foreign Direct Investment (FDI) on current account deficit were analyzed with multiple …

powerful panel data stationarity tests that allow for endogenous multiple structural breaks. Results show that all the series …

relationship has changed over time. In particular, the Kejriwal-Perron tests for testing multiple structural breaks in cointegrated …

relationship has changed over time. In particular, the Kejriwal-Perron tests for testing multiple structural breaks in cointegrated …

with multiple structural breaks. In this study, the stationarity of series were tested with unit root test with multiple … multiple structural breaks of Maki (2012). Cointegration coefficients were estimated by means of dynamic ordinary least square … structural breaks of Carrion-i-Silvestre (2009). Cointegration relationship between series was tested via cointegration test with …

relationship has changed over time. In particular, the Kejriwal-Perron tests for testing multiple structural breaks in cointegrated …

been analyzed for the period between 1995 and 2014 with panel multiple structural breaks unit root test which is developed … structural breaks co-integration test which is developed by Basher and Westerlund (2009). This test considers the cross … policy in equity markets the co-integration between interest rates and stock prices is also examined by the multiple …