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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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Trends and random walks in macroeconomic time series : a re-examination
Rudebusch, Glenn D. - In: International economic review 33 (1992) 3, pp. 661-680
Persistent link: https://www.econbiz.de/10001128027
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Is there chaos in the world economy?
Shintani, Mototsugu; Linton, Oliver - In: International economic review 44 (2003) 1, pp. 331-358
Persistent link: https://www.econbiz.de/10001742770
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Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
Elliott, Graham - In: International economic review 40 (1999) 3, pp. 767-783
Persistent link: https://www.econbiz.de/10001410819
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Testing for a unit root against transitional autoregressive models
Park, Joon Y.; Shintani, Mototsugu - In: International economic review 57 (2016) 2, pp. 635-663
Persistent link: https://www.econbiz.de/10011596051
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha - In: International economic review 46 (2005) 3, pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314
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The statistical properties of dimension calculations using small data sets : some economic applications
Ramsey, James B. - In: International economic review 31 (1990) 4, pp. 991-1020
Persistent link: https://www.econbiz.de/10001097428
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477