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1. Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis. (2014). Månsson, Kristofer ; Sjolander, Par ; Mnsson, Kristofer.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:38:y:2014:i:c:p:121-132.

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2. On the stationarity of per capita carbon dioxide emissions over a century. (2013). Sharma, Abhijit ; Panagiotidis, Theodore ; Christidou, Maria.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:33:y:2013:i:c:p:918-925.

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3. Unemployment hysteresis in the English-speaking Caribbean: evidence from non-linear models. (2011). Mathouraparsad, Sebastien ; Maurin, Alain.
   In: MPRA Paper.
   RePEc:pra:mprapa:33440.

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4. Nonparametric pseudo-Lagrange multiplier stationarity testing. (2010). Presno, Maria Jose ; Landajo, Manuel.
   In: MPRA Paper.
   RePEc:pra:mprapa:25659.

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5. PPP: Delusion or Reality? Evidence from a Nonlinear Analysis. (2010). Robles Fernandez, M. Dolores ; Jimenez-Martin, Juan ; Robles-Fernandez, M..
   In: Open Economies Review.
   RePEc:kap:openec:v:21:y:2010:i:5:p:679-704.

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6. STOCK MARKET COMO VEMENT IN THE EUROPEAN UNION AND TRANSITION COUNTRIES. (2009). Moore, Winston ; Harrison, Barry.
   In: Studii Financiare (Financial Studies).
   RePEc:vls:finstu:v:13:y:2009:i:3:p:124-151.

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7. Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates. (2009). Leon-Ledesma, Miguel ; Christopoulos, Dimitris ; Miguel, Leon-Ledesma .
   In: MPRA Paper.
   RePEc:pra:mprapa:22553.

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8. A Nonlinear Panel Unit Root Test under Cross Section Dependence. (2009). de Peretti, Christian ; cerrato, mario ; Larsson, Rolf ; Sarantis, Nick .
   In: Working Papers.
   RePEc:gla:glaewp:2009_28.

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9. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2009). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika.
   In: CIRANO Working Papers.
   RePEc:cir:cirwor:2009s-18.

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

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11. Nonlinear unit root tests of PPP using long-horizon data. (2008). Wallace, Frederick.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08f30066.

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12. Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests. (2008). Chang, Tsangyao ; Liu, Wen-Chi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c30021.

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13. Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries. (2008). yilanci, Veli.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c20053.

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14. Non-linear unit root testing in the presence of heavy-tailed innovation processes. (2008). Cook, Steve.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c20043.

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15. Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?. (2007). Akdoğan, Kurmaş ; Aksoy, Yunus ; Akdogan, Kurmas.
    In: Working Papers.
    RePEc:tcb:wpaper:0703.

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16. Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test. (2007). Ozturk, Ilhan ; KALYONCU, Huseyin.
    In: MPRA Paper.
    RePEc:pra:mprapa:9635.

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17. Income convergence: fresh evidence from the Nordic countries. (2007). Liew, Venus ; Ahmad, Yusuf.
    In: MPRA Paper.
    RePEc:pra:mprapa:3637.

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18. Cyclical Asymmetries in Unemployment Rates: International Evidence. (2007). Cancelo, Jose .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:13:y:2007:i:3:p:334-346:10.1007/s11294-007-9094-y.

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19. PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: AN ANALYSIS OF UNIT ROOTS AND NONLINEARITIES. (2007). Cuestas, Juan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2007-22.

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20. Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). Leon-Ledesma, Miguel ; Aksoy, Yunus.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0710.

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21. Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework. (2006). Maki, Daiki.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:17:p:1301-1307.

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22. Phillips-Perron-type unit root tests in the nonlinear ESTAR framework. (2006). Sibbertsen, Philipp ; Rothe, Christoph.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:90:y:2006:i:3:p:439-456.

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23. Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?. (2006). Akdoğan, Kurmaş ; Aksoy, Yunus ; Akdogan, Kurmas.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:12.

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24. Income convergence? Evidence of non-linearity in the East Asian Economies: A comment. (2006). Liew, Venus ; Ahmad, Yusuf.
    In: MPRA Paper.
    RePEc:pra:mprapa:519.

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25. Linearity and stationarity of South Asian real exchange rates. (2006). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: MPRA Paper.
    RePEc:pra:mprapa:517.

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26. Does Unemployment Hysteresis Equal Employment Hysteresis?. (2006). Österholm, Pär ; Gustavsson, Magnus.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_015.

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27. Testing for a Unit Root against Transitional Autoregressive Models. (2006). Shintani, Mototsugu ; Park, Joon Y..
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000316.

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28. Policy-Induced Mean Reversion in the Real Interest Rate?. (2006). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
    RePEc:brk:wpaper:0601.

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29. The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests. (2006). Kapetanios, George ; Chortareas, Georgios.
    In: Bank of England working papers.
    RePEc:boe:boeewp:311.

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30. THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS. (2005). Peel, David ; Paya, Ivan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-23.

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31. Asymmetric adjustment and nonlinear dynamics in real exchange rates. (2005). Najarian, Serineh ; Leon, Hyginus .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:10:y:2005:i:1:p:15-39.

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32. Dickey-Fuller Type of Tests against Nonlinear Dynamic Models. (2005). Sandberg, Rickard ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0580.

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33. Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test. (2005). Kontonikas, Alexandros ; gregoriou, andros.
    In: Working Papers.
    RePEc:gla:glaewp:2005_10.

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34. Income Divergence? Evidence of Non-linearity in the East Asian Economies. (2005). Lim, Kian-Ping.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:15:y:2005:i:1:p:1-7.

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35. The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework. (2005). Maki, Daiki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05c20005.

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36. Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests. (2004). Christopoulos, Dimitris.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0406002.

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37. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity. (2004). Liew, Venus ; Lim, Kian-Ping ; Baharumshah, Ahmad Zubaidi.
    In: International Finance.
    RePEc:wpa:wuwpif:0309001.

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38. Are Asian Real Exchange Rates Stationary?. (2004). Liew, Venus ; CHONG, Terence Tai Leung ; Baharumshah, Ahmad Zubaidi.
    In: International Finance.
    RePEc:wpa:wuwpif:0307002.

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39. Current Account Sustainability in the US: What Do We Really Know About It?. (2004). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0412.

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40. Estimating cointegrating vectors using near unit root variables. (2004). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:12:p:781-784.

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41. Unit roots or nonlinear stationarity in Turkish real exchange rates. (2004). ERLAT, Haluk .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:10:p:645-650.

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42. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2004). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika.
    In: RCER Working Papers.
    RePEc:roc:rocher:509.

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43. Testing for nonlinear cointegration between stock prices and dividends. (2004). snell, andy ; shin, yongcheol ; Kapetanios, George.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:90.

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44. Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models. (2004). Seo, Byeongseon.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:749.

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45. Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia. (2003). Liew, Venus ; Lim, Kian-Ping ; Lau, Evan ; Choong, Chee-Keong.
    In: International Finance.
    RePEc:wpa:wuwpif:0312001.

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46. Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia. (2003). Liew, Venus ; Lim, Kian-Ping ; Lau, Evan ; Choong, Chee-Keong.
    In: International Finance.
    RePEc:wpa:wuwpif:0311014.

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47. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test. (2003). Liew, Venus.
    In: International Finance.
    RePEc:wpa:wuwpif:0308001.

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48. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
    RePEc:wpa:wuwpfi:0308002.

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49. GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks. (2003). shin, yongcheol ; Kapetanios, George.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:108.

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50. Unit Root Tests in Three-Regime SETAR Models. (2003). shin, yongcheol ; Kapetanios, George.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:104.

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