1. Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Xie, Zixiong ; Chen, Shyh-Wei ; Wu, An-Chi.
   In: Empirical Economics.
   RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

   Full description at Econpapers || Download paper

2. Real interest rate convergence and monetary policy independence in CEE countries. (2020). Dumeia, Mirna ; Deskar-Krbia, Milan ; Buljan, Antonija.
   In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
   RePEc:rfe:zbefri:v:38:y:2020:i:2:p:349-380.

   Full description at Econpapers || Download paper

3. The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty. (2017). Kelm, Robert.
   In: Central European Journal of Economic Modelling and Econometrics.
   RePEc:psc:journl:v:9:y:2017:i:1:p:1-27.

   Full description at Econpapers || Download paper

4. IS CHINA’S URBANIZATION CONVERGENT?. (2016). Jiang, Xu-Zhao ; Liu, Tie-Ying ; Su, Chi-Wei.
   In: The Singapore Economic Review (SER).
   RePEc:wsi:serxxx:v:61:y:2016:i:05:n:s0217590815500587.

   Full description at Econpapers || Download paper

5. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS. (2016). Tiwari, Aviral ; Pépin, Dominique ; Albulescu, Claudiu.
   In: Bulletin of Economic Research.
   RePEc:bla:buecrs:v:68:y:2016:i:2:p:133-150.

   Full description at Econpapers || Download paper

6. Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root Tests. (2015). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp9571.

   Full description at Econpapers || Download paper

7. Do real interest rates converge across Latin american countries?. (2014). Zhang, Wen ; Chang, Hsu-Ling ; Su, Chi-Wei.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:13:y:2014:i:2:p:117-130.

   Full description at Econpapers || Download paper

8. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW SECOND GENERATION PANEL UNIT ROOT TESTS. (2014). Tiwari, Aviral ; Pépin, Dominique ; Albulescu, Claudiu.
   In: Working Papers.
   RePEc:hal:wpaper:hal-01089380.

   Full description at Econpapers || Download paper

9. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS. (2014). Tiwari, Aviral ; Pépin, Dominique ; Albulescu, Claudiu ; Pepin, Dominique.
   In: Working Papers.
   RePEc:hal:wpaper:hal-00959475.

   Full description at Econpapers || Download paper

10. Does Hysteresis Exist in Unemployment? New Findings from Fourteen Regions of the Czech Republic. (2014). Furuoka, Fumitaka.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:1:p:59-78.

    Full description at Econpapers || Download paper

11. Monetary convergence in East Asian countries relative to China. (2014). Chang, Tsangyao ; Yin, Kedong ; Su, Chi-Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:228-237.

    Full description at Econpapers || Download paper

12. A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests. (2014). Tiwari, Aviral ; Pépin, Dominique ; Albulescu, Claudiu.
    In: Papers.
    RePEc:arx:papers:1403.3627.

    Full description at Econpapers || Download paper

13. Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets. (2013). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Bori, Darja.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:25:y:2013:i:c:p:163-180.

    Full description at Econpapers || Download paper

1. Amsler, C. ; Lee, J. An LM test for a unit-root in the presence of a structural change. 1995 Econometric Theory. 11 359-368

2. Arghyrou, M.G. ; Gregoriou, A. ; Kontonikas, A. Do real interest rates converge? Evidence from the European Union. 2009 Journal of International Financial Markets. 19 447-460

3. Bai, J. ; Perron, P. Estimating and testing linear models with multiple structural changes. 1998 Econometrica. 66 47-78

4. Becker, R. ; Enders, W. ; Lee, J. A stationarity test in the presence of an unknown number of smooth breaks. 2006 Journal of Time Series Analysis. 27 381-409

5. Christopoulos, D.K. ; León-Ledesma, M.A. Revisiting the real wages— unemployment relationship. New results from non-linear models. 2010 Bulletin of Economic Research. 62 79-96

6. Cuestas, J.C. ; Harrison, B. Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities. 2010 Emerging Markets Finance and Trade. 46 22-39

7. Cumby, R. ; Mishkin, F. The international linkage of real interest rates: the European-US connection. 1987 Journal of International Money and Finance. 5 5-23

8. Dickey, D.A. ; Fuller, W.A. Likelihood ratio statistics for autoregressive time series with a unit root. 1981 Econometrica. 49 1057-1072

9. Enders, W. ; Lee, J. A unit root test using a Fourier series to approximate smooth breaks. 2012 Oxford Bulletin of Economics and Statistics. -

10. Ferreira, A.L. ; León-Ledesma, M.A. Does the real interest parity hypothesis hold? Evidence for developed and emerging markets. 2007 Journal of International Money and Finance. 26 364-382

11. Fujii, E. ; Chinn, M.D. Fin de Siecle real interest parity. 2001 Journal of International Financial Markets, Institutions & Money. 11 289-308
    Paper not yet in RePEc: Add citation now
    
12. Gallant, R. On the basis in flexible functional form and an essentially unbiased form: the flexible Fourier form. 1981 Journal of Econometrics. 15 211-253
    Paper not yet in RePEc: Add citation now
    
13. Grubel, H.G. Internationally diversified portfolios: welfare gains and capital flows. 1968 The American Economic Review. 58 1299-1314
    Paper not yet in RePEc: Add citation now
    

14. Holmes, M.J. ; Wang, P. Real convergence and regime-switching among EU accession countries. 2008 South-Eastern Europe Journal of Economics. 1 9-27

15. Leybourne, S. ; Newbold, P. ; Vougas, D. Unit roots and smooth transitions. 1998 Journal of Time Series Analysis. 19 83-97

16. Lothian, J.R. The international of money and finance and the globalization of financial markets. 2002 Journal of International Money and Finance. 21 699-724

17. Maddala, G.S. ; Kim, In-Moo Unit Roots, Cointegration, and Structural Change. 1998 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
    

18. Mark, N.C. Some evidence on the international equality of real interest rates. 1985 Journal of International Money and Finance. 4 189-208

19. Mark, N.C. ; Moh, Y.K. The real exchange rate and real interest differentials: the role of nonlinearities. 2005 International Journal of Finance and Economics. 10 323-335

20. Merlevede, B. ; Plasmans, J. ; Aarle, B.V. A small macroeconomic model of the EU accession countries. 2003 Open Economies Review. 14 221-250

21. Mishkin, F. Are real interest rates equal across countries? An empirical investigation of international parity conditions. 1984 Journal of Finance. 39 1345-1357

22. Ng, S. ; Perron, P. Lag length selection and the construction of unit root tests with good size and power. 2001 Econometrica. 69 1519-1554

23. Obstfeld, M. ; Rogoff, K. Exchange rate dynamics Redux. 1995 Journal of Political Economy. 103 624-660

24. Pascalau, R. Unit root tests with smooth breaks: an application to the Nelson–Plosser data set. 2010 Applied Economics Letters. 17 565-570

25. Perron, P. The great crash, the oil price shock and the unit root hypothesis. 1989 Econometrica. 57 1361-1401

26. Phillips, P.C.B. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrica. 75 335-346
    Paper not yet in RePEc: Add citation now
    

27. Schmidt, P. ; Phillips, P.C.B. LM test for a unit root in the presence of deterministic trends. 1992 Oxford Bulletin of Economics and Statistics. 54 257-287

28. Sonora, Robert J. ; Tica, J. . 2010 En : Real Interest Parity in New Europe, No 1011. Faculty of Economics and Business, University of Zagreb:

29. Taylor, M.P. ; Sarno, L. International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum. 2004 International Journal of Finance and Economics. 9 15-23

1. Regional convergence or divergence in China? Evidence from unit root tests with breaks. (2013). Lin, Pei-Chien ; I-Ling Ho, .
   In: The Annals of Regional Science.
   RePEc:spr:anresc:v:50:y:2013:i:1:p:223-243.

   Full description at Econpapers || Download paper

2. Minimum LM unit root test with one structural break. (2013). Strazicich, Mark ; Lee, Junsoo.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-13-00296.

   Full description at Econpapers || Download paper

3. Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective. (2013). Melina, Giovanni ; Fragetta, Matteo ; Costantini, Mauro.
   In: Working Papers.
   RePEc:cty:dpaper:13/15.

   Full description at Econpapers || Download paper

4. INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S.. (2013). Tuteja, Divya ; Dua, Pami.
   In: Working papers.
   RePEc:cde:cdewps:223.

   Full description at Econpapers || Download paper

5. Recursive adjustment, unit root tests and structural breaks. (2013). Rodrigues, Paulo ; Paulo M. M. Rodrigues, .
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:34:y:2013:i:1:p:62-82.

   Full description at Econpapers || Download paper

6. Convergence in income inequality? evidence from panel unit root tests with structural breaks. (2012). Huang, Ho-Chuan ; Lin, Pei-Chien.
   In: Empirical Economics.
   RePEc:spr:empeco:v:43:y:2012:i:1:p:153-174.

   Full description at Econpapers || Download paper

7. Revisiting the palm oil boom in Southeast Asia: The role of fuel versus food demand drivers. (2012). Gruère, Guillaume ; Balagtas, Joseph ; Sanders, Daniel J..
   In: IFPRI discussion papers.
   RePEc:fpr:ifprid:1167.

   Full description at Econpapers || Download paper

8. Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries. (2012). Liu, Lin ; Chang, Hsu-Ling ; Su, Chi-Wei.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:29:y:2012:i:6:p:2719-2723.

   Full description at Econpapers || Download paper

9. Are Fluctuations in Energy Consumption Transitory or Permanent? Evidence From a Panel of East Asia & Pacific Countries. (2012). Kum, Hakan.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2012-03-1.

   Full description at Econpapers || Download paper

10. The Global Financial Crisis and Stochastic Convergence in the Euro Area. (2011). Pollard, Stephen ; Miller, Stephen ; Canarella, Giorgio.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:17:y:2011:i:3:p:315-333.

    Full description at Econpapers || Download paper

11. The nature of regional unemployment in Italy. (2010). Lanzafame, Matteo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:877-895.

    Full description at Econpapers || Download paper

12. The equilibrium real exchange rate of China: a productivity approach. (2010). Kakkar, Vikas ; Yan, Isabel K..
    In: MPRA Paper.
    RePEc:pra:mprapa:35229.

    Full description at Econpapers || Download paper

13. Current account and relative prices: cointegration in the presence of structural breaks in emerging economies. (2010). Uz Akdogan, Idil ; Ketenci, Natalya.
    In: MPRA Paper.
    RePEc:pra:mprapa:27467.

    Full description at Econpapers || Download paper

14. A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs. (2010). Cerqueti, Roy.
    In: Computational Economics.
    RePEc:kap:compec:v:35:y:2010:i:2:p:165-188.

    Full description at Econpapers || Download paper

15. Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states. (2010). Payne, James ; Apergis, Nicholas ; Loomis, David.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4734-4736.

    Full description at Econpapers || Download paper

16. Coal consumption and economic growth: Evidence from a panel of OECD countries. (2010). Payne, James ; Apergis, Nicholas.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:3:p:1353-1359.

    Full description at Econpapers || Download paper

17. Quantifying U.S. aluminum in-use stocks and their relationship with economic output. (2010). Moore, Michael R. ; Bulkley, Jonathan W. ; Keoleian, Gregory A. ; McMillan, Colin A..
    In: Ecological Economics.
    RePEc:eee:ecolec:v:69:y:2010:i:12:p:2606-2613.

    Full description at Econpapers || Download paper

18. Testing for Unit Roots in Panel Time Series Models with Multiple Breaks. (2009). Westerlund, Joakim.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0384.

    Full description at Econpapers || Download paper

19. Testing for a Unit Root in a Random Coefficient Panel Data Model. (2009). Westerlund, Joakim ; Larsson, Rolf.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0383.

    Full description at Econpapers || Download paper

20. Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States. (2008). Tica, Josip ; Sonora, Robert.
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:0804.

    Full description at Econpapers || Download paper

21. Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set. (2008). Pascalau, Razvan.
    In: MPRA Paper.
    RePEc:pra:mprapa:7220.

    Full description at Econpapers || Download paper

22. Simple Tests for Cointegration in Dependent Panels with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_013.

    Full description at Econpapers || Download paper

23. Euro Area Inflation: Aggregation Bias and Convergence. (2007). Fiess, Norbert ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2007_41.

    Full description at Econpapers || Download paper

24. Is the trend in post-WW II US real GDP uncertain or non-linear?. (2007). Vougas, Dimitrios.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:3:p:348-355.

    Full description at Econpapers || Download paper

25. Performance of LM-type unit root tests with trend break: A bootstrap approach. (2007). Chou, Win Lin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:1:p:76-82.

    Full description at Econpapers || Download paper

26. Industrial business cycle linkages between Taiwan and the United States: Evidence from the IT industry. (2007). Chou, Win Lin ; Liang, Kuo-Yuan ; Gau, Joshua J. S., .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:18:y:2007:i:3:p:439-447.

    Full description at Econpapers || Download paper

27. The Nature of Regional Unemployment in Italy. (2006). Lanzafame, Matteo.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa06p155.

    Full description at Econpapers || Download paper

28. The Nature of Regional Unemployment in Italy. (2006). Lanzafame, Matteo.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0607.

    Full description at Econpapers || Download paper

29. Scale of variance, unit of data and the power of unit root tests under structural changes - a strategy for analysing Nelson-Plosser data. (2006). Hu, Teng-Yuan ; Chang, Meng-Shiuh.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:1:p:51-56.

    Full description at Econpapers || Download paper

30. Breaking trend panel unit root tests. (2006). Tam, Pui Sun.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:341.

    Full description at Econpapers || Download paper

31. Panel Stationarity Test with Structural Breaks. (2006). Hadri, Kaddour ; Rao, Yao.
    In: Research Papers.
    RePEc:liv:livedp:200615.

    Full description at Econpapers || Download paper

32. New Improved Tests for Cointegration with Structural Breaks. (2006). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_003.

    Full description at Econpapers || Download paper

33. Non-renewable resource prices: Deterministic or stochastic trends?. (2006). Strazicich, Mark ; List, John ; Lee, Junsoo.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:51:y:2006:i:3:p:354-370.

    Full description at Econpapers || Download paper

34. Unit root testing. (2005). Hassler, Uwe ; Wolters, Jurgen.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:200523.

    Full description at Econpapers || Download paper

35. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?. (2005). Strazicich, Mark ; List, John ; Lee, Junsoo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11487.

    Full description at Econpapers || Download paper

36. Panel Cointegration Tests with Deterministic Trends and Structural Breaks. (2005). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_042.

    Full description at Econpapers || Download paper

37. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_012.

    Full description at Econpapers || Download paper

38. Quantifying Structural Change in U.S. Agriculture: The Case of Research and Productivity. (2004). Schimmelpfennig, David ; Oehmke, James.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:21:y:2004:i:3:p:297-315.

    Full description at Econpapers || Download paper

39. Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks. (2004). Jain, Nishant ; Bhat, Ramesh.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp01822.

    Full description at Econpapers || Download paper

40. LM-Type tests for a Unit Root Allowing for a Break in Trend. (2004). Nunes, Luis.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:190.

    Full description at Econpapers || Download paper

41. Minimum LM Unit Root Test with One Structural Break. (2004). Strazicich, Mark ; Lee, Junsoo.
    In: Working Papers.
    RePEc:apl:wpaper:04-17.

    Full description at Econpapers || Download paper

42. Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks. (2003). Strazicich, Mark ; Lee, Junsoo ; Jewell, Todd ; Tieslau, Margie.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:22:y:2003:i:2:p:313-323.

    Full description at Econpapers || Download paper

43. Breaking the panels. An application to the GDP per capita. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:200397.

    Full description at Econpapers || Download paper

44. Unit root tests for time series with level shifts: a comparison of different proposals. (2002). Lütkepohl, Helmut ; Lanne, Markku.
    In: Economics Letters.
    RePEc:eee:ecolet:v:75:y:2002:i:1:p:109-114.

    Full description at Econpapers || Download paper

45. On the end-point issue in unit root tests in the presence of a structural break. (2000). Lee, Junsoo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:68:y:2000:i:1:p:7-11.

    Full description at Econpapers || Download paper

46. LM Unit Root Test with Panel Data: A Test Robust To Structural Changes. (2000). Lee, Junsoo ; Im, Kyung So .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0648.

    Full description at Econpapers || Download paper

47. Testing for unit roots in time series with level shifts. (1999). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:199927.

    Full description at Econpapers || Download paper

48. On stationary tests in the presence of structural breaks. (1997). shin, yongcheol ; Lee, Junsoo ; Huang, Cliff J..
    In: Economics Letters.
    RePEc:eee:ecolet:v:55:y:1997:i:2:p:165-172.

    Full description at Econpapers || Download paper

49. Rank tests for unit roots. (1996). gourieroux, christian ; Breitung, Jörg.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:19969.

    Full description at Econpapers || Download paper

50. Testing the null of stationarity in the presence of structural breaks for multiple time series. (1994). Chul, Byung.
    In: Econometrics.
    RePEc:wpa:wuwpem:9411001.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 23:55:13 || Missing content? Let us know