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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung

Meier, Carsten-Patrick - 2000

This note shows that German real GDP follows a trend-stationary process. Both tests which have trend-stationarity as …

Persistent link: https://www.econbiz.de/10010265453

Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - 2012

This paper shows that the structural breaks are an important characteristic of the monthly labor force participation rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural breaks in the empirical specifications of fractionally...

Persistent link: https://www.econbiz.de/10010500218

Are labor force participation rates really non-stationary? Evidence from three OECD countries

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - 2012

Persistent link: https://www.econbiz.de/10010283936

Current account sustainability in the US: What do we really know about its?

Christopoulos, Dimitris K.; León-Ledesma, Miguel A. - 2004

-linear behaviour under the null of stationarity. This is confirmed by a set of non-linearity tests. We then fit an ESTAR model to the … current account dynamics and reject the null of non-stationarity. Hence, we conclude in favour of sustainability. Furthermore …

Persistent link: https://www.econbiz.de/10010290645

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32

extransition economies. In the first phase of the empirical part of the research, the authors tested the stationarity of the real …

Persistent link: https://www.econbiz.de/10012887177

Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach

Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703

Persistent link: https://www.econbiz.de/10013554939

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

Persistent link: https://www.econbiz.de/10014501140

Mixed normal conditional heteroskedasticity

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - 2002

and relationships with previously proposed specifications are discussed and stationarity conditions are derived. An …

Persistent link: https://www.econbiz.de/10009767120

Prerequisites for modeling price and return data series for the Bucharest Stock Exchange

Tinca, Andrei - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 117-126

Persistent link: https://www.econbiz.de/10010224748

The real exchange rate misalignment : application of behavioral equilibrium exchange rate BEER to Morocco : 1980Q1 - 2012Q4

Lebdaoui, Hind - In: International journal of economics and finance 5 (2013) 10, pp. 36-50

Persistent link: https://www.econbiz.de/10010199592

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