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Is the Thai government revenue-spending nexus asymmetric?

Jiranyakul, Komain - In: Journal of the Asia Pacific economy 28 (2023) 2, pp. 404-419

Persistent link: https://www.econbiz.de/10014295506

Testing for unit roots with cointegrated data

Reed, W. Robert - 2015

This paper demonstrates that unit root tests can suffer from inflated Type I error rates when data are cointegrated. Results from Monte Carlo simulations show that three commonly used unit root tests - the ADF, Phillips-Perron, and DF-GLS tests - frequently overreject the true null of a unit...

Persistent link: https://www.econbiz.de/10011309691

Budapest in Warsaw : Central European Business Elites and the Rise of Economic Patriotism Since the Crisis

Naczyk, Marek - 2015

's economies became very open to foreign direct investment and their growth became increasingly dependent on the capital and … with a comparative historical analysis of corporate governance reform in Hungary and Poland since the late 2000s …

Persistent link: https://www.econbiz.de/10013030254

The financial development and economic growth nexus for Turkey

Halicioglu, Ferda - 2008

1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …

Persistent link: https://www.econbiz.de/10011523134

Examining rational bubbles in global natural gas prices : evidence from frequency domain estimates

Lawal, Adedoyin Isola; Oseni, Ezekiel; Lawal-Adedoyin, … - In: Energy strategy reviews 44 (2022), pp. 1-7

employing Fourier unit root tests and a nonparametric rank test for cointegration. Data comprises monthly data on the three …

Persistent link: https://www.econbiz.de/10014514550

Latin America's Investment Perfomance During the 1980-2002 Period : A Panel Unit Root and Panel Cointegration Approach

Ramirez, Miguel D. - 2008

This paper seeks to test empirically some of the major economic reasons for Latin America(s poor investment performance …(s investment performance in comparison to selected East Asian countries. Section II presents a modified investment model that pools … the period under review. Section III presents the results for the pooled investment model, including recently developed …

Persistent link: https://www.econbiz.de/10014215465

Stationarity of real exchange rates in the "fragile five" : analysis with structural breaks

Umit, A. Oznur - In: International journal of economics and finance 8 (2016) 4, pp. 254-270

Persistent link: https://www.econbiz.de/10011456890

The random-walk hypothesis on the Indian stock market

Mishra, Ankita; Mishra, Vinod; Smyth, Russell - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 879-892

Persistent link: https://www.econbiz.de/10011561118

Purchasing Power Parity of ASEAN-5 countries revisited : heterogeneity, structural breaks and cross-sectional dependence

Munir, Qaiser; Kok Sook Ching - In: Global economic review 44 (2015) 1, pp. 116-149

Persistent link: https://www.econbiz.de/10010509111

Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks

Odionye, Joseph Chukwudi; Ukeje, Okanta Sunday; Odo, … - In: International journal of business and economics … 8 (2019) 2, pp. 58-64

Persistent link: https://www.econbiz.de/10012231395