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A new combination of Fourier unit root tests : a PPP application for fragile economies

Zeren, Fatma; Kızılkaya, Fatma - In: Applied economics letters 28 (2021) 19, pp. 1707-1711

Persistent link: https://www.econbiz.de/10012652578

Wavelet energy ratio unit root tests

Trokić, Mirza - In: Econometric reviews 38 (2019) 1, pp. 69-94

Persistent link: https://www.econbiz.de/10012180698

Co-movements of the Indian stock market

Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59

Persistent link: https://www.econbiz.de/10011398114

Effects of interest rate changes on the stock market in Taiwan

Huang, Ai-Chen; Chang, Hsiao-Fen - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 623-630

Persistent link: https://www.econbiz.de/10011419182

Centurial evidence of breaks in the persistence of unemployment

Ghoshray, Atanu; Stamatogiannis, Michalis P. - In: Economics letters 129 (2015), pp. 74-76

Persistent link: https://www.econbiz.de/10011421988

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing

Omay, Tolga - In: Economics letters 134 (2015), pp. 123-126

Persistent link: https://www.econbiz.de/10011432370

Unit root vector autoregression with volatility induced stationarity

Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of empirical finance 29 (2014), pp. 144-167

Persistent link: https://www.econbiz.de/10011300499

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135

Dynamic effects of US budget deficit and labor productivity-real wage gap on US stock market performance

Rahman, A. K. M. Matiur; Mustafa, Muhammad - In: Journal of business strategies 32 (2015) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10011311070

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