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A regional perspective on inequality and growth in Portugal using panel cointegration analysis

Simões, Marta C. N.; Andrade, João A. S.; Duarte, … - In: International economics and economic policy : IEEP 10 (2013) 3, pp. 427-451

Persistent link: https://www.econbiz.de/10010197723

Purchasing power parity tests in cointegrated panels : evidence from newly industrialized countries

Ranjan Behera, Smruti - In: Journal of economic development 44 (2019) 1, pp. 69-95

Persistent link: https://www.econbiz.de/10012004514

Relationship between major developed equity markets and major : frontier equity markets of world

Baig, Muhammad Mansoor; Bilal, Muhammad; Aslam, Waheed - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 1, pp. 182-196

Persistent link: https://www.econbiz.de/10011527086

US dollar real exchange rates : nonlinearity revisited

Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528

Persistent link: https://www.econbiz.de/10003717294

Revisited : are shocks to energy consumption permanent or temporary? ; new evidence from a panel SURADF approach

Hsu, Yi-chung; Lee, Chien-chiang; Lee, Chi-chuan - In: Energy economics 30 (2008) 5, pp. 2314-2330

Persistent link: https://www.econbiz.de/10003773725

The effects of variance breaks on homogenous panel unit root tests

Herwartz, Helmut; Siedenburg, Florian - 2009

Noting that many economic variables display occasional shifts in their second order moments, we investigate the performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case, panel unit root tests derived under time invariant...