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isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
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Discussion papers / Adam Smith Business School, University of Glasgow
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ECONIS (ZBW)
54
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1
A note on CO2 emissions using two new tests
Sephton, Peter S.
;
Omay, Tolga
- In:
Empirica : journal of european economics
50
(
2023
)
4
,
pp. 933-941
Persistent link: https://www.econbiz.de/10014420217
Saved in:
2
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
Saved in:
3
Is there really hysteresis in the OECD unemployment rates? : new evidence using a Fourier panel unit root test
Omay, Tolga
;
Shahbaz, Muhammad
;
Stewart, Chris
- In:
Empirica : journal of european economics
48
(
2021
)
4
,
pp. 875-901
Persistent link: https://www.econbiz.de/10012651642
Saved in:
4
Are future enlargement candidate countries converging with the EU?
Kollias, Chrēstos
;
Messis, Petros
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10012289224
Saved in:
5
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
6
Asian financial market integration and the role of Chinese financial market
Lee, Byung-joo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 490-499
Persistent link: https://www.econbiz.de/10012203270
Saved in:
7
Do stock markets follow a random walk? : new evidence for an old question
Durusu-Ciftci, Dilek
;
Ispir, M. Serdar
;
Kok, Dundar
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 165-175
Persistent link: https://www.econbiz.de/10012372744
Saved in:
8
Is there a bubble component in government debt? : new international evidence
Chen, Shyh-Wei
;
Wu, An-Chi
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 467-486
Persistent link: https://www.econbiz.de/10012034233
Saved in:
9
Revisiting purchasing power parity in G6 countries : an application of smooth time-varying cointegration approach
Wu, Jingfei
;
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
- In:
Empirica : journal of european economics
45
(
2018
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10011965805
Saved in:
10
Empirical conditional quantile test for purchasing power parity : evidence from East Asian countries
Ma, Wei
;
Li, Haiqi
;
Park, Sung Y.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 211-222
Persistent link: https://www.econbiz.de/10011748424
Saved in:
11
Re-examining the Real Interest Rate Parity Hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
Corakci, Aysegul
;
Emirmahmutoglu, Furkan
;
Omay, Tolga
- In:
Empirica : journal of european economics
44
(
2017
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10011741334
Saved in:
12
Is there inflation in China? : evidence by a unit root approach
Liu, Tie-Ying
;
Chang, Hsu-Ling
;
Su, Chi-Wei
;
Lobonţ, …
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 236-245
Persistent link: https://www.econbiz.de/10011791343
Saved in:
13
A nonlinear panel unit root test under cross section dependence
Cerrato, Mario
;
Peretti, Christian de
;
Larsson, Rolf
; …
-
2011
Persistent link: https://www.econbiz.de/10009158646
Saved in:
14
Purchasing power parity and real exchange rate in Central Eastern European countries
Jiang, Chun
;
Jian, Na
;
Liu, Tie-Ying
;
Su, Chi-Wei
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 349-358
Persistent link: https://www.econbiz.de/10011626083
Saved in:
15
An examination of convergence hypothesis for EU-15 countries
Ceylan, Reşat
;
Abiyev, Vasif
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 96-105
Persistent link: https://www.econbiz.de/10011626328
Saved in:
16
The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan
;
Aworinde, Olalekan Bashir
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 144-159
Persistent link: https://www.econbiz.de/10011626334
Saved in:
17
Persistency of Turkish export shocks : a quantile autoregression (QAR) approach
Berument, Hakan
;
Dinçer, Nazire Nergiz
;
Yasar, Pinar
- In:
Empirica : journal of european economics
43
(
2016
)
3
,
pp. 445-460
Persistent link: https://www.econbiz.de/10011532553
Saved in:
18
A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates
Peretti, Christian de
;
Siani, Carole
;
Cerrato, Mario
-
2010
Persistent link: https://www.econbiz.de/10003948013
Saved in:
19
A nonparametric study of real exchange rate persistence over a century
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011542192
Saved in:
20
Development of stock market pricing in Central and Eastern Europe through two decades after the transition
Bóta, Gábor
;
Ormos, Mihály
- In:
Empirica : journal of european economics
42
(
2015
)
4
,
pp. 685-708
Persistent link: https://www.econbiz.de/10011485667
Saved in:
21
Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Wang, Juan
;
Zhang, Dongxiang
;
Zhang, Jian
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 157-164
Persistent link: https://www.econbiz.de/10011538307
Saved in:
22
European exchange rate regimes and purchasing power parity : an empirical study on eleven eurozone countries
Huang, Chao-hsi
;
Yang, Chih-Yuan
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 100-109
Persistent link: https://www.econbiz.de/10011333716
Saved in:
23
Testing for current account sustainability under assumptions of smooth break and nonlinearity
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011572344
Saved in:
24
Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman R.
;
Urbach, Richard
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 312-323
Persistent link: https://www.econbiz.de/10011573814
Saved in:
25
3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
-
2009
Persistent link: https://www.econbiz.de/10003806185
Saved in:
26
Technical appendix-3-regime asymmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
2009
Persistent link: https://www.econbiz.de/10003875007
Saved in:
27
Is the consumption-income ratio stationary? : evidence from a nonlinear panel unit root test for OECD and non-OECD countries
Cerrato, Mario
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806108
Saved in:
28
Do Balkan economies catch up with EU? : new evidence from panel unit root analysis
Tsanana, Eftychia
;
Katrakilides, K.
- In:
Empirica : journal of european economics
41
(
2014
)
4
,
pp. 641-662
Persistent link: https://www.econbiz.de/10010482501
Saved in:
29
Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method
Chang, Tsangyao
;
Chu, Hsiao-ping
;
Ranjbar, Omid
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010432343
Saved in:
30
Pairwise tests of convergence of Japanese local price levels
Ikeno, Hidehiro
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 232-248
Persistent link: https://www.econbiz.de/10010490420
Saved in:
31
Euro area inflation differentials : unit roots, structural breaks and non-linear adjustment
Gregoriou, Andros
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003519824
Saved in:
32
Exchange rate misalignment and inflation rate persistence : evidence from Latin American countries
Giannellis, Nikolaos
;
Kukuritakēs, Minōas
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 202-218
Persistent link: https://www.econbiz.de/10009693304
Saved in:
33
The behavior of real exchange rate : nonlinearity and breaks
Lee, Chia-hao
;
Chou, Pei-i
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 125-133
Persistent link: https://www.econbiz.de/10009740840
Saved in:
34
Unit roots and structural breaks : a survey of the literature
Byrne, Joseph P.
(
contributor
);
Perman, Roger
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387634
Saved in:
35
Purchasing power parity for fifteen Latin American countries : stationary test with a Fourier function
Su, Chi-Wei
;
Chang, Tsangyao
;
Chang, Hsu-Ling
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 839-845
Persistent link: https://www.econbiz.de/10009303800
Saved in:
36
An application of a new seasonal unit root test to inflation
Narayan, Paresh Kumar
;
Popp, Stephan
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 707-716
Persistent link: https://www.econbiz.de/10009303880
Saved in:
37
Further evidence on purchasing power parity and country characteristics
Wu, Jyh-lin
;
Cheng, Su-yin
;
Han Hou
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 257-266
Persistent link: https://www.econbiz.de/10009304134
Saved in:
38
PPP : further evidence from Japanese regional data
Nagayasu, Jun
;
Inakura, Noriko
- In:
International review of economics & finance : IREF
18
(
2009
)
3
,
pp. 419-427
Persistent link: https://www.econbiz.de/10003881630
Saved in:
39
A nonlinear panel unit root test under cross section dependence
Cerrato, Mario
;
Peretti, Christian de
;
Larsson, Rolf
; …
-
2009
Persistent link: https://www.econbiz.de/10003875012
Saved in:
40
A nonlinear panel unit root test under cross section dependence
Cerrato, Mario
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003805894
Saved in:
41
3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario
(
contributor
);
Kim, Hyunsok
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806138
Saved in:
42
Nonstationarity in real exchange rates using unit root tests with a level shift at unknown tim
Assaf, Ata
- In:
International review of economics & finance : IREF
17
(
2008
)
2
,
pp. 269-278
Persistent link: https://www.econbiz.de/10003749755
Saved in:
43
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
35
(
2008
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10003726470
Saved in:
44
Unit roots in inflation and aggregation bias
Byrne, Joseph P.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003464309
Saved in:
45
Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10003441943
Saved in:
46
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
47
Nonlinear adjustment in the forward premium : evidence from a threshold unit root test
Sekioua, Sofiane H.
- In:
International review of economics & finance : IREF
15
(
2006
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10003334377
Saved in:
48
Inflation targeting and the stationarity of inflation : new results from an ESTAR unit root test
Gregoriou, Andros
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003226344
Saved in:
49
Persistence in corporate performance? : Empirical evidence from panel unit root tests
Bentzen, Jan
;
Strøjer Madsen, Erik
;
Smith, Valdemar
; …
- In:
Empirica : journal of european economics
32
(
2005
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10002870784
Saved in:
50
On structural shifts and stationarity of the ex ante real interest rate
Lai, Kon-sun
- In:
International review of economics & finance : IREF
13
(
2004
)
2
,
pp. 217-228
Persistent link: https://www.econbiz.de/10002030588
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