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Unemployment convergence analysis for Nordic countries : evidence from linear and nonlinear unit root tests

Güriş, Burak; Yurttagüler, İpek M.; Tiraşoğlu, … - In: Theoretical and applied economics : GAER review 24 (2017) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10011786254

Testing the unemployment hysteresis in G7 countries : a fresh evidence from fourier threshold unit root test

Yilanci, Veli; Ozkan, Yilmaz; Altinsoy, Abdulkadir - In: Romanian journal of economic forecasting 23 (2020) 3, pp. 49-59

Persistent link: https://www.econbiz.de/10012423782

Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis

Yang, Yang; Zhao, Zhao - In: Economic modelling 93 (2020), pp. 728-736

Persistent link: https://www.econbiz.de/10012430347

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61

Persistent link: https://www.econbiz.de/10012430865

A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks

Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10011977114

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019

Persistent link: https://www.econbiz.de/10011996362

Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach

Kilic, Emre; Yavuz, Ersin; Pazarci, Sevket; Kar, Asim - In: Finance research letters 58 (2023) 3, pp. 1-6

Persistent link: https://www.econbiz.de/10014631541

Fourier Nonlinear Quantile Unit Root Test of Purchasing Power Parity in Cryptocurrencies

Goswami, Gour Gobinda; Saha, Tapas - 2022

The primary purpose of this article is to conduct the Fourier Nonlinear Unit Root Test to check Purchasing Power Parity (PPP) for seven cryptocurrencies traded in seventeen countries from 2010 to 2021. The unit root test provides moderate support to the PPP hypothesis when we use each...

Persistent link: https://www.econbiz.de/10014236197

Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence

Nazlıoğlu, Şaban; Kucukkaplan, Ilhan; Kilic, Emre; … - In: Research in international business and finance 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248566

Doubts on natural rate of unemployment : evidence and policy implications

Cheng, Ka Ming - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 230-239

Persistent link: https://www.econbiz.de/10014249114

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