This study is the first attempt to investigate the stationary of energy consumption for Turkish disaggregates data by employing linear and non-linear unit root tests extending from 1970 to 2006. It is concluded that the linearity is rejected in 4 cases in 7 Turkish sectors. In addition, when LM...

This study is the first attempt to investigate the stationarity of natural gas consumption for 50 US states by employing nonlinear unit root test over the period 1960–2008. We concluded that natural gas consumption in approximately over 60% of states follow a nonlinear behavior. While for 27...

This paper re-examines the Purchasing Power Parity (PPP) hypothesis in which the endogenously determined break points are incorporated in thirteen major Middle East and Northern Africa (MENA) countries by using official and black market exchange rates data over 1970-1998. We utilize Lagrange...