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Three essays on nonlinear nonstationary econometrics and applied macroeconomics

Bae, Youngsoo - 2006

Persistent link: https://www.econbiz.de/10003965066

PPP : delusion or reality? ; evidence from a nonlinear analysis

Jiménez-Martin, Juan A.; Robles-Fernández, M. Dolores - In: Open economies review 21 (2010) 5, pp. 679-704

Persistent link: https://www.econbiz.de/10009242552

Testing the causalities between economic policy uncertainty and the US stock indices : applications of linear and nonlinear approaches

Ongan, Serdar; Gocer, Ismet - In: Annals of financial economics 12 (2017) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011850379

Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics letters 25 (2018) 4, pp. 249-253

Persistent link: https://www.econbiz.de/10011854429

Threshold autoregression with a unit root

Caner, Mehmet; Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1555-1596

Persistent link: https://www.econbiz.de/10001624976

Current account sustainability in the US : what do we really know about its?

Christopulos, Dēmētrēs K. (contributor); … - 2004 - [Elektronische Ressource]

We revisit the debate on the sustainability of the current account dynamics in the US. Using the concept of sustainability as the ability to meet the long run intertemporal budget constraint, we test for unit roots in the US current account for the 1960-2004 period. We argue that there are...