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2. Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak.
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1. Asymmetricity in the Effect of Economic and Environmental Factors on Social Sustainability: Empirical Evidence from Eastern European Economies using Dynamic Analysis with CCEMG & D-H Causality Approaches. (2022). Kirikkaleli, Dervis ; Addai, Kwaku ; Serener, Berna.
   In: International Journal of Finance, Insurance and Risk Management.
   RePEc:ers:ijfirm:v:12:y:2022:i:3:p:75-93.

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2. Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach. (2015). Shintani, Mototsugu ; Guo, Zi-Yi.
   In: Vanderbilt University Department of Economics Working Papers.
   RePEc:van:wpaper:vuecon-sub-15-00015.

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3. Meta-analytic cointegrating rank tests for dependent panels. (2015). Karaman Örsal, Deniz ; Arsova, Antonia.
   In: Working Paper Series in Economics.
   RePEc:lue:wpaper:349.

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4. Lindustrialisation de lAfrique: limportance des facteurs structurels et du régime de change.. (2014). KAFANDO, Namalguebzanga.
   In: MPRA Paper.
   RePEc:pra:mprapa:68736.

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5. Regional convergence analysis for skill-specific employment groups. (2013). Werner, Daniel.
   In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
   RePEc:zbw:vfsc13:79706.

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6. Inequality and savings: a reassesment of the relationship in cointegrated panels. (2011). Malinen, Tuomas ; Tuomas, Malinen.
   In: MPRA Paper.
   RePEc:pra:mprapa:33350.

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7. Determinants of Public Debt for middle income and high income group countries using Panel Data regression. (2011). Sinha, Pankaj ; Bansal, Vishakha ; Arora, Varun.
   In: MPRA Paper.
   RePEc:pra:mprapa:32079.

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8. Services growth and convergence: Getting India’s states together. (2010). Shingal, Anirudh.
   In: MPRA Paper.
   RePEc:pra:mprapa:32813.

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9. Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks. (2010). MORANA, CLAUDIO.
   In: ICER Working Papers - Applied Mathematics Series.
   RePEc:icr:wpmath:36-2010.

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10. Gathering insights on the forest from the trees: a new metric for financial conditions. (2010). Brave, Scott ; Butters, Andrew R..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2010-07.

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11. Forecasting with Factor-augmented Error Correction Models. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7677.

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12. Hysteresis in the development of unemployment: the EU and US experience. (2009). Reimers, Hans-Eggert ; Dreger, Christian.
    In: Spanish Economic Review.
    RePEc:spr:specre:v:11:y:2009:i:4:p:267-276.

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13. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:933-959.

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14. Factor-augmented Error Correction Models. (2008). Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6707.

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15. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend. (2007). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
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16. Panel Cointegration with Global Stochastic Trends. (2007). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:90.

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17. Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?. (2007). Rault, Christophe ; Drine, Imed.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2887.

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18. Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence. (2007). Carrion-i-Silvestre, Josep ; Basher, Syed.
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19. The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study. (2007). Wagner, Martin ; Hlouskova, Jaroslava.
    In: Economics Series.
    RePEc:ihs:ihsesp:210.

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20. A Note on the Pooling of Individual PANIC Unit Root Tests. (2007). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2007_005.

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

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22. Regional inflation dynamics within and across euro area countries and a comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200701.

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23. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4793.

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24. Real equilibrium exchange rates. A panel data approach for advanced and emerging economies.. (2006). López Villavicencio, Antonia.
    In: Working Papers.
    RePEc:uab:wprdea:wpdea0605.

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25. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:338.

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26. Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. (2006). Westerlund, Joakim ; Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:136.

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27. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

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28. The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?. (2006). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:197.

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29. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:igi:igierp:306.

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30. Panel Cointegration and the Neutrality of Money. (2006). Westerlund, Joakim ; Costantini, Mauro.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_018.

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31. Regional inflation dynamics within and across euro area countries and a comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006681.

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32. Cointegration in panel data with breaks and cross-section dependence. (2006). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006591.

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33. Hysteresis and Persistence in the Course of Unemployment: The EU and US Experience. (2006). Reimers, Hans-Eggert ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp572.

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34. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5621.

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35. Testing for multicointegration in panel data with common factors. (2006). Carrion-i-Silvestre, Josep ; Berenguer-Rico, Vanessa.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2006160.

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36. New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks. (2006). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2006159.

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37. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2936.

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38. Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units. (2005). Fachin, Stefano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0507002.

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39. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506010.

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40. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2005). Wagner, Martin ; Hlouskova, Jaroslava.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0503.

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41. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11538.

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42. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:75.

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43. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:176.

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44. Pooled Unit Root Tests in Panels with a Common Factor. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_009.

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45. Natural volatility, welfare and taxation. (2005). Wälde, Klaus ; Klaus, WAELDE.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2005009.

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46. The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?. (2004). Wagner, Martin ; Muller-Furstenberger, Georg.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0418.

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47. Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated. (2004). Jönsson, Kristian.
    In: Working Papers.
    RePEc:hhs:lunewp:2004_017.

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48. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:345.

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49. Stochastic Trends, Demographics and Demand Systems. (2004). Attfield, Clifford.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:04/563.

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50. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0403.

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