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The fourier quantile unit root test with an application to the PPP hypothesis in the OECD

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics quarterly 63 (2017) 3, pp. 295-317

Persistent link: https://www.econbiz.de/10011890423

Panel LM unit root tests with level and trend shifts

Lee, Junsoo; Tieslau, Margie A. - In: Economic modelling 80 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012199158

PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Wu, Tsung-Pao - In: Applied economics 50 (2018) 23, pp. 2622-2634

Persistent link: https://www.econbiz.de/10011850300

A new approach to testing unemployment hysteresis

Furuoka, Fumitaka - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1253-1280

Persistent link: https://www.econbiz.de/10011893036

Unemployment hysteresis in PIIGS countries : a new test with both sharp and smooth breaks

Li, Jing-Ping; Ranjbar, Omid; Chang, Tsangyao - In: The Singapore economic review : journal of the Economic … 62 (2017) 5, pp. 1165-1177

Persistent link: https://www.econbiz.de/10011790723

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis : Theory and International Evidence

Banerjee, Anindya - 1990

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike Perron, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive,...

Persistent link: https://www.econbiz.de/10012475507