-
1
-
-
84977737410
-
Purchasing power parity in the long run
-
Abauf, N., and P. Jorion. "Purchasing Power Parity in the Long Run." Journal of Finance 45 (1990): 154-74.
-
(1990)
Journal of Finance
, vol.45
, pp. 154-174
-
-
Abauf, N.1
Jorion, P.2
-
3
-
-
84881847928
-
Recursive and sequential tests of the unit-root and trend-break hypotheses: Theory and evidence
-
Banerjee, Anindya, Robin Lumsdaine, and James Stock. "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and Evidence." Journal of Business & Economic Statistics 10 (1992): 271-88.
-
(1992)
Journal of Business & Economic Statistics
, vol.10
, pp. 271-288
-
-
Banerjee, A.1
Lumsdaine, R.2
Stock, J.3
-
4
-
-
58149365309
-
The great wars, the great crash, and steady growth: Some new evidence about an old stylized fact
-
Ben-David, Dan, and David Papell. "The Great Wars, the Great Crash, and Steady Growth: Some New Evidence about an Old Stylized Fact." Journal of Monetary Economics 36 (1995): 453-75.
-
(1995)
Journal of Monetary Economics
, vol.36
, pp. 453-475
-
-
Ben-David, D.1
Papell, D.2
-
6
-
-
0000749502
-
Permanent and transitory components in macroeconomic fluctuations
-
Campbell, John, and N. Gregory Mankiw. "Permanent and Transitory Components in Macroeconomic Fluctuations." American Economic Review 77 (1995): 111-17.
-
(1995)
American Economic Review
, vol.77
, pp. 111-117
-
-
Campbell, J.1
Mankiw, N.G.2
-
7
-
-
85030076385
-
Relative labor productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries
-
forthcoming
-
Canzoneri, M., R. Cumby and B. Diba. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries." Journal of International Economics, forthcoming.
-
Journal of International Economics
-
-
Canzoneri, M.1
Cumby, R.2
Diba, B.3
-
8
-
-
0025591195
-
International evidence on the size of the random walk in output
-
Cogley, Timothy. "International Evidence on the Size of the Random Walk in Output." Journal of Political Economy 96 (1990): 501-18.
-
(1990)
Journal of Political Economy
, vol.96
, pp. 501-518
-
-
Cogley, T.1
-
9
-
-
0031494132
-
Is there a unit root in the inflation rate? Evidence from sequential break and panel data models?
-
Culver, Sarah, and David Papell. "Is there a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models?" Journal of Applied Econometrics 12 (1997): 435-44.
-
(1997)
Journal of Applied Econometrics
, vol.12
, pp. 435-444
-
-
Culver, S.1
Papell, D.2
-
10
-
-
0031287134
-
New panel unit root tests of PPP
-
Coakley, Jerry, and Ana Maria Fuertes. "New Panel Unit Root Tests of PPP." Economic Letters 57 (1997): 17-22.
-
(1997)
Economic Letters
, vol.57
, pp. 17-22
-
-
Coakley, J.1
Fuertes, A.M.2
-
11
-
-
0001414237
-
The uncertain unit root in real GNP: A comment
-
Diebold, Francis X. and Abdelhak S. Senhadji. "The Uncertain Unit Root in Real GNP: A Comment." American Economic Review 86 (1996): 1291-98.
-
(1996)
American Economic Review
, vol.86
, pp. 1291-1298
-
-
Diebold, F.X.1
Senhadji, A.S.2
-
13
-
-
0031287116
-
Unit root tests on real wage panel data for the G7
-
Fleissig, Adrian R., and Jack Strauss. "Unit Root Tests on Real Wage Panel Data for the G7." Economic Letters 56 (1997): 149-55.
-
(1997)
Economic Letters
, vol.56
, pp. 149-155
-
-
Fleissig, A.R.1
Strauss, J.2
-
15
-
-
0003559593
-
-
Econometric Society Monograph #11, Cambridge University Press
-
Hsiao, Cheng. Analysis of Panel Data. Econometric Society Monograph #11, Cambridge University Press, 1986.
-
(1986)
Analysis of Panel Data
-
-
Hsiao, C.1
-
17
-
-
0039545491
-
Unit root test in panel data: Asymptotic and finite-sample properties
-
Department of Economics: University of San Diego
-
Levin, Andrew, and Chien-Fu Lin. "Unit Root Test in Panel Data: Asymptotic and Finite-Sample Properties." Discussion Paper 93-56, Department of Economics: University of San Diego, 1993.
-
(1993)
Discussion Paper 93-56
-
-
Levin, A.1
Chien-Fu, L.2
-
18
-
-
0031068989
-
Multi-country evidence on the behavior of purchasing power parity
-
Lothian, J. R. "Multi-country Evidence on the Behavior of Purchasing Power Parity." Journal of International Money and Finance 16, no. 1 (1997): 19-35.
-
(1997)
Journal of International Money and Finance
, vol.16
, Issue.1
, pp. 19-35
-
-
Lothian, J.R.1
-
20
-
-
0003853438
-
-
Development Centre of the Organization for Economic Co-operation and Development, Paris
-
th Century. Development Centre of the Organization for Economic Co-operation and Development, Paris, 1989.
-
(1989)
th Century
-
-
Maddison, A.1
-
23
-
-
0039411858
-
A multicountry characterization of the nonstationarity of aggregate output
-
Kormendi, Roger, and Philip Meguire. "A Multicountry Characterization of the Nonstationarity of Aggregate Output." Journal of Money, Credit and Banking 22 (1990): 77-93.
-
(1990)
Journal of Money, Credit and Banking
, vol.22
, pp. 77-93
-
-
Kormendi, R.1
Meguire, P.2
-
24
-
-
49049143455
-
Trends and random walks in macroeconomic time series
-
Nelson, Charles, and Charles Plosser. "Trends and Random Walks in Macroeconomic Time Series." Journal of Monetary Economics 10 (1982): 139-62.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.1
Plosser, C.2
-
25
-
-
0348246070
-
The overvaluation of purchasing power parity
-
O'Connell, Paul G. J. "The Overvaluation of Purchasing Power Parity." Journal of International Economics (1998): 1-19.
-
(1998)
Journal of International Economics
, pp. 1-19
-
-
Paul, G.J.1
-
26
-
-
0030163302
-
Purchasing power parity and the unit root tests using panel data
-
Oh, K. Y. "Purchasing Power Parity and the Unit Root Tests Using Panel Data." Journal of International Money and Finance 15 (1996): 405-18.
-
(1996)
Journal of International Money and Finance
, vol.15
, pp. 405-418
-
-
Oh, K.Y.1
-
27
-
-
0010130401
-
Searching for stationarity: Purchasing power parity under the recent float
-
Papell, David. "Searching for Stationarity: Purchasing Power Parity under the Recent Float." Journal of International Economics 43 (1997): 313-32.
-
(1997)
Journal of International Economics
, vol.43
, pp. 313-332
-
-
Papell, D.1
-
28
-
-
27644580196
-
Trends and random walks in macroeconomic time series: Further evidence from a new approach
-
Perron, Pierre. "Trends and Random Walks in Macroeconomic Time Series: Further Evidence from a New Approach." Journal of Macroeconomic Dynamics and Control 12 (1988): 297-332.
-
(1988)
Journal of Macroeconomic Dynamics and Control
, vol.12
, pp. 297-332
-
-
Perron, P.1
-
29
-
-
0000899296
-
The great crash, the oil price shock and the unit root hypothesis
-
_. "The Great Crash, the Oil Price Shock and the Unit Root Hypothesis." Econometrica 57 (1989): 1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
-
30
-
-
0000031376
-
Trends and random walk in macroeconomic time series: A re-examination
-
Rudesbusch, Glenn. "Trends and Random Walk in Macroeconomic Time Series: A Re-Examination." International Economic Review 33 (1992): 66-80.
-
(1992)
International Economic Review
, vol.33
, pp. 66-80
-
-
Rudesbusch, G.1
-
31
-
-
0001165719
-
The uncertain root in real GNP
-
_. "The Uncertain Root in real GNP." American Economic Review 83 (1993): 264-72.
-
(1993)
American Economic Review
, vol.83
, pp. 264-272
-
-
-
32
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data
-
Schwert, G. William. "Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data." Journal of Monetary Economics (1987): 73-104.
-
(1987)
Journal of Monetary Economics
, pp. 73-104
-
-
Schwert, G.W.1
-
33
-
-
0039336409
-
Mean reversion in interest rates: New evidence from a panel of OECD countries
-
Wu, Yangru, and Hua Zhang. "Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries." Journal of Money, Credit and Banking 28 (1996): 604-22.
-
(1996)
Journal of Money, Credit and Banking
, vol.28
, pp. 604-622
-
-
Wu, Y.1
Zhang, H.2
-
34
-
-
21344494570
-
The nonstationarity of aggregate output: Some additional international evidence
-
Zelhorst, Dick, and Jakob De Hann. "The Nonstationarity of Aggregate Output: Some Additional International Evidence." Journal of Money, Credit and Banking 26 (1994): 23-33.
-
(1994)
Journal of Money, Credit and Banking
, vol.26
, pp. 23-33
-
-
Zelhorst, D.1
De Hann, J.2
-
35
-
-
28444488750
-
Further evidence on the great crash, the oil price shock and the unit root hypothesis
-
Zivot, E., and D. W. K. Andrews. "Further Evidence on the Great Crash, the Oil Price Shock and the Unit Root Hypothesis." Journal of Business and Economic Statistics 10 (1992): 251-70.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|