-
1
-
-
84953097050
-
Lag order and critical values of the augmented Dickey-Fuller test
-
Cheung, Y. W. and Lai, K. S. (1995a) Lag order and critical values of the augmented Dickey-Fuller test, Journal of Business and Economic Statistics, 13, 277-80.
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 277-280
-
-
Cheung, Y.W.1
Lai, K.S.2
-
2
-
-
84981590400
-
Lag order and critical values of a modified Dickey-Fuller test
-
Cheung, Y. W. and Lai, K. S. (1995b) Lag order and critical values of a modified Dickey-Fuller test, Oxford Bulletin of Economics and Statistics, 57, 411-9.
-
(1995)
Oxford Bulletin of Economics and Statistics
, vol.57
, pp. 411-419
-
-
Cheung, Y.W.1
Lai, K.S.2
-
3
-
-
0036828678
-
Nonlinear mean reversion in real exchange rates
-
Chorteras, G. E., Kapetanios, G. and Shin, Y. (2002) Nonlinear mean reversion in real exchange rates, Economics Letters, 77, 411-7.
-
(2002)
Economics Letters
, vol.77
, pp. 411-417
-
-
Chorteras, G.E.1
Kapetanios, G.2
Shin, Y.3
-
4
-
-
0030356207
-
Efficient tests of the unit root hypothesis
-
Elliot, G., Rothenberg, T. J. and Stock, J. H. (1996) Efficient tests of the unit root hypothesis, Econometrica, 64, 813-36.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliot, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
5
-
-
2442513202
-
The nature of persistence in Turkish real exchange rates
-
Erlat, H. (2003) The nature of persistence in Turkish real exchange rates, Emerging Markets Finance and Trade, 39, 70-97.
-
(2003)
Emerging Markets Finance and Trade
, vol.39
, pp. 70-97
-
-
Erlat, H.1
-
8
-
-
1842783668
-
-
Working Paper No. 472, Department of Economics, Queen Mary College, University of London
-
Kapetanios, G. and Shin, Y. (2002) GLS detrending for non-linear unit root tests, Working Paper No. 472, Department of Economics, Queen Mary College, University of London.
-
(2002)
GLS Detrending for Non-Linear Unit Root Tests
-
-
Kapetanios, G.1
Shin, Y.2
-
9
-
-
0346724400
-
Testing for a unit root in the nonlinear STAR framework
-
Kapetanios, G., Shin, Y. and Snell, A. (2003) Testing for a unit root in the nonlinear STAR framework, Journal of Econometrics, 112, 359-79.
-
(2003)
Journal of Econometrics
, vol.112
, pp. 359-379
-
-
Kapetanios, G.1
Shin, Y.2
Snell, A.3
-
11
-
-
0000894103
-
Testing linearity against smooth transition autoregressive models
-
Luukkonen, R., Saikkonen, P. and Terasvirta, T. (1988) Testing linearity against smooth transition autoregressive models, Biometrika, 73, 491-9.
-
(1988)
Biometrika
, vol.73
, pp. 491-499
-
-
Luukkonen, R.1
Saikkonen, P.2
Terasvirta, T.3
-
13
-
-
0032857997
-
A unit root test with multiple trend breaks: A theory with an application to US and Japanese macroeconomic time series
-
Ohara, H. I. (1999) A unit root test with multiple trend breaks: a theory with an application to US and Japanese macroeconomic time series, Japanese Economic Review, 50, 266-90.
-
(1999)
Japanese Economic Review
, vol.50
, pp. 266-290
-
-
Ohara, H.I.1
-
14
-
-
0001864474
-
Modelling non-linearities in real effective exchange rates
-
Sarantis, N. (1999) Modelling non-linearities in real effective exchange rates, Journal of International Money and Finance, 18, 27-45.
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 27-45
-
-
Sarantis, N.1
-
15
-
-
0034100497
-
Real exchange rate behaviour in high inflation countries: Empirical evidence from Turkey, 1980-1997
-
Sarno, L. (2000) Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997, Applied Economics Letters, 7, 285-91.
-
(2000)
Applied Economics Letters
, vol.7
, pp. 285-291
-
-
Sarno, L.1
-
17
-
-
84993915037
-
The exchange rate in the presence of transaction costs: Implications for tests of purchasing power parity
-
Sercu, P., Uppal, R. and Van Hull, C. (1995) The exchange rate in the presence of transaction costs: implications for tests of purchasing power parity, Journal of Finance, 50, 1309-19.
-
(1995)
Journal of Finance
, vol.50
, pp. 1309-1319
-
-
Sercu, P.1
Uppal, R.2
van Hull, C.3
-
18
-
-
0013222540
-
Re-examine the long-run purchasing power parity hypothesis for a high inflation country: The case of Turkey
-
Telatar, E. and Kazdagli, H. (1998) Re-examine the long-run purchasing power parity hypothesis for a high inflation country: the case of Turkey, Applied Economics Letters, 5, 51-3.
-
(1998)
Applied Economics Letters
, vol.5
, pp. 51-53
-
-
Telatar, E.1
Kazdagli, H.2
|