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Are fluctuations in energy variables permanent or transitory? : a survey of the literature on the integration properties of energy consumption and production

Smyth, Russell - 2012

This study reviews the empirical literature on the integration properties of energy consumption and production. The survey begins with a discussion of the implications of whether energy variables contain a unit root and proceeds to examine how results differ according to the specific unit root...

Persistent link: https://www.econbiz.de/10009553035

Unit root properties of crude oil spot and futures prices

Maslyuk, Svetlana; Smyth, Russell - 2007

Persistent link: https://www.econbiz.de/10003644034

Are oil shocks permanent or temporary? : panel data evidence from crude oil and NGL production in 60 countries

Narayan, Paresh Kumar; Narayan, Seema; Smyth, Russell - In: Energy economics 30 (2008) 3, pp. 919-936

Persistent link: https://www.econbiz.de/10003744763

Unit roots and structural breaks in PNG macroeconomic time series

Narayan, Seema; Smyth, Russell - In: International journal of social economics 35 (2008) 12, pp. 963-984

Persistent link: https://www.econbiz.de/10003790414

Do Asian stock markets follow a random walk? : evidence from LM unit root tests with one or two structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Review of Pacific Basin financial markets and policies 10 (2007) 1, pp. 15-31

Persistent link: https://www.econbiz.de/10003463385

Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Applied economics 39 (2007) 16/18, pp. 2109-2120

Persistent link: https://www.econbiz.de/10003589711

Are Malaysia's tourism markets converging? : evidence from univariate and panel unit root tests with structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Tourism economics : the business and finance of tourism … 14 (2008) 1, pp. 97-112

Persistent link: https://www.econbiz.de/10003669429

Non-linear unit root properties of crude oil production

Maslyuk, Svetlana; Smyth, Russell - 2007

Persistent link: https://www.econbiz.de/10003599238

On the relationship between female labour force participation and fertility in G7 countries : evidence from panel cointegration and Granger causality

Mishra, Vinod; Nielsen, Ingrid; Smyth, Russell - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 361-372

Persistent link: https://www.econbiz.de/10003943214

Is there a natural rate of crime?

Narayan, Paresh Kumar; Nielsen, Ingrid; Smyth, Russell - In: The American journal of economics and sociology 69 (2010) 2, pp. 759-782

Persistent link: https://www.econbiz.de/10003962943