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  • Search: subject:"Nonlinear unit root"
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Year of publication
Subject
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nonlinear unit root tests 7 Einheitswurzeltest 4 Nichtlineare Regression 4 Nonlinear regression 4 Unit root test 4 Nonlinear Unit Root Tests 3 inflation convergence 3 nonlinear unit root 3 CEMAC 2 Central and Eastern European Countries 2 Estimation 2 Fourier form unit root tests 2 G20 countries 2 Kaufkraftparität 2 Linear and Nonlinear Unit Root Tests 2 Nonlinear Unit Root Test 2 Okun’s law 2 PPP 2 Purchasing power parity 2 Random Walk Hypothesis 2 STAR 2 Schätzung 2 South Africa 2 Suicides 2 Theorie 2 Theory 2 Weak-Form Market Efficiency 2 inflation differential 2 sequential panel selection method (SPSM) 2 Baxter-King filter 1 Butterworth high-pass filter 1 CFA franc zone 1 CFA-Franc-Zone 1 Convergence hypothesis 1 Detrending, Nonlinear unit root tests, Nonlinearity, STAR models, SETAR models 1 ESTAR- EGARCH model 1 Eastern Europe 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Emerging Markets 1
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Online availability
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Free 23 CC license 1
Type of publication
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Book / Working Paper 12 Article 11
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 2 Working Paper 1
Language
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Undetermined 13 English 10
Author
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Phiri, Andrew 4 A. 2 Anoruo, Emmanuel 2 Anyikwa, Izunna 2 Erdas, Mehmet Levent 2 Hamman, Nicolene 2 Kisswani, Khalid 2 M. 2 Nusair, Salah 2 Omay, Tolga 2 Wallace, Frederick 2 CEYLAN, Resat 1 Cerrato, Mario 1 Chen, Shu-Ling 1 Emirmahmutoglu, Furkan 1 Güriş, Burak 1 Hasanov, Mubariz 1 KARADAGLI, Ece C. 1 Kapetanios, George 1 Karadagli, Ece C. 1 Kim, Hyeongwoo 1 Murthy, Vasudeva N. R. 1 Murthy, Vasudeva N.R. 1 Nazlı C. OMAY 1 Omay, Nazli C. 1 Peretti, Christian de 1 Ryan, Geraldine 1 Shelley, Gary 1 Shin, Yongcheol 1 Stewart, Chris 1 TELATAR, Erdinc 1 TELATAR, Funda 1 Tirasoglu, Muhammed 1 Wallace, Frederick H 1 Yasgül, Yasar Serhat 1 Yildirim, Dilem 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Department of Economics, Adam Smith Business School 1 Society for Computational Economics - SCE 1
Published in...
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MPRA Paper 9 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Computing in Economics and Finance 2006 1 Economics Bulletin 1 Ege Academic Review 1 International Journal of Economics and Financial Issues 1 International journal of economic perspectives : IJEP 1 International journal of economics and financial issues : IJEFI 1 Journal of Applied Economic Sciences 1 Managing Global Transitions 1 Národohospodářský obzor : časopis věnovaný otázkám národohospdářským a sociálněpolitickým 1 Review of Economic Perspectives 1 Working Paper 1 Working Papers / Department of Economics, Adam Smith Business School 1
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Source
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RePEc 16 ECONIS (ZBW) 4 EconStor 3
Showing 1 - 10 of 23
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The Persistence of Suicides in G20 Countries between 1990 and 2017: an SPSM Approach to Three Generations of Unit Root Tests
Anyikwa, Izunna; Hamman, Nicolene; Phiri, Andrew - In: Comparative Economic Research. Central and Eastern Europe 24 (2021) 2, pp. 153-173
Suicides represent an encompassing measure of psychological wellbeing, emotional stability as well as life satisfaction, and they have been recently identified by the World Health Organization (WHO) as a major global health concern. The G20 countries represent the powerhouse of global economic...
Persistent link: https://www.econbiz.de/10013204672
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The persistence of suicides in G20 countries between 1990 and 2017 : an SPSM approach to three generations of unit root tests
Anyikwa, Izunna; Hamman, Nicolene; Phiri, Andrew - In: Comparative economic research : Central and Eastern Europe 24 (2021) 2, pp. 153-173
Suicides represent an encompassing measure of psychological wellbeing, emotional stability as well as life satisfaction, and they have been recently identified by the World Health Organization (WHO) as a major global health concern. The G20 countries represent the powerhouse of global economic...
Persistent link: https://www.econbiz.de/10012666866
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Validity of weak-form market efficiency in Central and Eastern European Countries (CEECs): Evidence from linear and nonlinear unit root tests
Erdas, Mehmet Levent - In: Review of Economic Perspectives 19 (2019) 4, pp. 399-428
nonlinear series. The linear and nonlinear unit root tests evidence that all the selected stock markets in CEECs have a unit …
Persistent link: https://www.econbiz.de/10012384135
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Validity of weak-form market efficiency in Central and Eastern European Countries (CEECs) : evidence from linear and nonlinear unit root tests
Erdas, Mehmet Levent - In: Národohospodářský obzor : časopis věnovaný … 19 (2019) 4, pp. 399-428
nonlinear series. The linear and nonlinear unit root tests evidence that all the selected stock markets in CEECs have a unit …
Persistent link: https://www.econbiz.de/10012145774
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An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests
Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137
Persistent link: https://www.econbiz.de/10011579140
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Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa
Phiri, Andrew - In: Managing Global Transitions 12 (2014) 4 (Winter), pp. 303-324
In this paper, a momentum threshold autoregressive (MTAR) model is used to evaluate nonlinear equilibrium reversion between unemployment and economic growth for South African data between the periods 2000–2013. To attain this objective we estimate the first-difference and the gap model...
Persistent link: https://www.econbiz.de/10011105342
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Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach
Phiri, Andrew - Volkswirtschaftliche Fakultät, … - 2014
This study undertakes an examination of asymmetric co-integration adjustment in Okun’s law for South Africa between the periods of 2000-2013. This objective is tackled through the use of momentum threshold autoregressive (MTAR) econometric framework. Contrary to conventional theory, the...
Persistent link: https://www.econbiz.de/10011111741
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Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition
Omay, Tolga; Hasanov, Mubariz; Emirmahmutoglu, Furkan - Volkswirtschaftliche Fakultät, … - 2014
In this study, we propose a new unit root test procedure that allows for both gradual structural break and asymmetric nonlinear adjustment towards the equilibrium level. Small-sample properties of the new test are examined through Monte-Carlo simulations. The simulation results suggest that the...
Persistent link: https://www.econbiz.de/10011184599
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Testing Nonlinear Inflation Convergence for the Central African Economic and Monetary Community
Anoruo, Emmanuel; Murthy, Vasudeva N.R. - In: International Journal of Economics and Financial Issues 4 (2014) 1, pp. 1-7
This paper uses nonlinear unit root testing procedures to examine the issue of inflation convergence for the Central …
Persistent link: https://www.econbiz.de/10010734730
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Testing nonlinear inflation convergence for the Central African Economic and Monetary Community
Anoruo, Emmanuel; Murthy, Vasudeva N. R. - In: International journal of economics and financial issues … 4 (2014) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10010519741
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