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On the prevalence of trends in primary commodity prices
Kellard, Neil; Wohar, Mark E. - In: Journal of development economics 79 (2006) 1, pp. 146-167
Persistent link: https://www.econbiz.de/10003226244
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Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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Is the consumption-income ratio stationary? : Evidence from panel unit root tests
Sarantis, Nicholas; Stewart, Chris - In: Economics letters 64 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001399329
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Structural breaks and unit roots in black market real exchange rates
Cerrato, Mario; Sarantis, Nicholas - In: Recent developments on exchange rates, (pp. 59-68). 2004
Persistent link: https://www.econbiz.de/10001935169
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Does purchasing power parity hold in emerging markets? : Ecidence from a panel of black market exchange rates
Cerrato, Mario - In: International journal of finance & economics : IJFE 12 (2007) 4, pp. 427-444
Persistent link: https://www.econbiz.de/10015180240
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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
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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