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Mean reversion of the current account : evidence from the panel data unit-root test

Wu, Jyh-lin - In: Economics letters 66 (2000) 2, pp. 215-222

Persistent link: https://www.econbiz.de/10001440035

Are real exchange rates stationary based on panel unit-root tests? : Evidence from Pacific Basin countries

Wu, Jyh-lin; Chen, Show-lin - In: International journal of finance & economics : IJFE 4 (1999) 3, pp. 243-252

Persistent link: https://www.econbiz.de/10001434371

Mean reversion of inflation rates : evidence from 13 OECD countries

Lee, Hsiu-yun; Wu, Jyh-lin - In: Journal of macroeconomics 23 (2001) 3, pp. 477-487

Persistent link: https://www.econbiz.de/10001594024

Is purchasing power parity overvalued?

Wu, Jyh-lin; Wu, Shaowen - In: Journal of money, credit and banking : JMCB 33 (2001) 3, pp. 804-812

Persistent link: https://www.econbiz.de/10001605451

Are real exchange rates non-stationary? : The Pacific Basin perspective

Wu, Jyh-lin; Tsai, Li-Ju; Chen, Show-lin - In: Journal of Asian economics 15 (2004) 2, pp. 425-438

Persistent link: https://www.econbiz.de/10002119091

A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

Lee, Chingnun - 2013

This paper develops a simple panel unit-root test that accommodates cross-sectional dependence among variables and smooth structural changes in deterministic components. The proposed test is the simple average of the individual statistics constructed from the breaks and cross-sectional...

Persistent link: https://www.econbiz.de/10013091164