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Assessing economic convergence in the EU : is there a perspective for the "cohesion countries"?

Chapsa, X.; Katrakilides, K. - In: Applied economics 46 (2014) 31/33, pp. 4024-4040

Persistent link: https://www.econbiz.de/10010419797

Recursive adjusted unit root tests under non-stationary volatility

Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013202963

Is the consumption-income ratio stationary in African countries? : evidence from new time series tests that allow for structural breaks

Solarin Sakiru Adebola; Shahbaz, Muhammad; Stewart, Chris - In: Applied economics 50 (2018) 38, pp. 4122-4136

Persistent link: https://www.econbiz.de/10012060710

Unemployment persistence in OECD countries after the Great Recession

Marques, André de Mattos; Lima, Gilberto Tadeu; … - 2016

Persistent link: https://www.econbiz.de/10012120891

Unemployment persistence in OECD countries after the Great Recession

Marques, André de Mattos; Lima, Gilberto Tadeu; … - In: Economic modelling 64 (2017), pp. 105-116

Persistent link: https://www.econbiz.de/10011756508

Are oil prices mean reverting? : evidence from unit root tests with sharp and smooth breaks

Lawal, Adedoyin Isola; Babajide, Abiola; Nwanji, Tony … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 292-298

Persistent link: https://www.econbiz.de/10011954571

Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

This paper examines the efficient market hypothesis for the wine market using a novel unit root test while accounting for sharp shifts and smooth breaks in the monthly data. We find evidence of structural shifts and nonlinearity in the wine indices. Contrary to the results from conventional...

Persistent link: https://www.econbiz.de/10011868262

Do shocks to Islamic stock index prices have transitory effects

Shaik, Muneer - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 336-358

Persistent link: https://www.econbiz.de/10014311658

Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values

Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323

Persistent link: https://www.econbiz.de/10011430513

Robust tests for a linear trend with an application to equity indices

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of empirical finance 29 (2014), pp. 168-185

Persistent link: https://www.econbiz.de/10011300487