-
1
-
-
2542420226
-
The (in)existence of a unit root in Brazilian gross domestic product
-
Aguirre A, Ferreira AHB (2001) The (in)existence of a unit root in Brazilian gross domestic product. Appl Econ Lett 645-647
-
(2001)
Appl Econ Lett
, pp. 645-647
-
-
Aguirre, A.1
Ferreira, A.H.B.2
-
2
-
-
84982690342
-
Trend breaks and the unit root hypothesis for newly industrialising and newly exporting countries
-
Alba JD, Papell DH (1995) Trend breaks and the unit root hypothesis for newly industrialising and newly exporting countries. Rev Int Econ 3:264-274
-
(1995)
Rev Int Econ
, vol.3
, pp. 264-274
-
-
Alba, J.D.1
Papell, D.H.2
-
3
-
-
0346906789
-
Estimating and testing linear models with multiple structural changes
-
Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66:47-78
-
(1998)
Econometrica
, vol.66
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
4
-
-
0348239234
-
Multiple structural change models: A simulation analysis
-
In: Corbea D, Durlauf S, Hansen BE (eds) Cambridge University Press, Cambridge
-
Bai J, Perron P (2001) Multiple structural change models: A simulation analysis. In: Corbea D, Durlauf S, Hansen BE (eds) Econometric essays in honour of Peter Phillips. Cambridge University Press, Cambridge
-
(2001)
Econometric Essays in Honour of Peter Phillips
-
-
Bai, J.1
Perron, P.2
-
5
-
-
58149365309
-
The great wars, the great crash and steady state growth: Some new evidence about an old stylized fact
-
Ben-David D, Papell D (1995) The great wars, the great crash and steady state growth: Some new evidence about an old stylized fact. J Monetary Econ 36:453-475
-
(1995)
J Monetary Econ
, vol.36
, pp. 453-475
-
-
Ben-David, D.1
Papell, D.2
-
6
-
-
0032264066
-
Slowdowns and meltdowns: Postwar growth evidence from 74 countries
-
Ben-David D, Papell D (1998) Slowdowns and meltdowns: Postwar growth evidence from 74 countries. Rev Econ Stat 561-571
-
(1998)
Rev Econ Stat
, pp. 561-571
-
-
Ben-David, D.1
Papell, D.2
-
7
-
-
0037395602
-
Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
-
Ben-David D, Lumsdaine RL, Papell DH (2003) Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks. Empirical Econ 28:303-319
-
(2003)
Empirical Econ
, vol.28
, pp. 303-319
-
-
Ben-David, D.1
Lumsdaine, R.L.2
Papell, D.H.3
-
8
-
-
0000726693
-
Are output fluctuations transitory?
-
Campbell JY, Mankiw GN (1987) Are output fluctuations transitory?. Q J Econ 102:857-80
-
(1987)
Q J Econ
, vol.102
, pp. 857-880
-
-
Campbell, J.Y.1
Mankiw, G.N.2
-
9
-
-
33745751240
-
A guide to the computation of stationarity tests
-
Carrion-i-Silvestre JL, Sanso A (2006) A guide to the computation of stationarity tests. Empirical Econ 31:433-448
-
(2006)
Empirical Econ
, vol.31
, pp. 433-448
-
-
Carrion-i-Silvestre, J.L.1
Sanso, A.2
-
11
-
-
0029749201
-
Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis
-
Cheung Y-W, Chinn D (1996) Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis. Oxford Econ Papers 48:134-162
-
(1996)
Oxford Econ Papers
, vol.48
, pp. 134-162
-
-
Cheung, Y.-W.1
Chinn, D.2
-
12
-
-
0025591195
-
International evidence on the size of the random walk in output
-
Cogley T (1990) International evidence on the size of the random walk in output. J Polit Econ 96:501-18
-
(1990)
J Polit Econ
, vol.96
, pp. 501-518
-
-
Cogley, T.1
-
13
-
-
0011424802
-
UK evidence on breaking trend functions
-
Duck NW (1992) UK evidence on breaking trend functions. Oxford Econ Papers 44:426-439
-
(1992)
Oxford Econ Papers
, vol.44
, pp. 426-439
-
-
Duck, N.W.1
-
14
-
-
84986398264
-
Output and unemployment dynamics in the US
-
Evans GW (1989) Output and unemployment dynamics in the US. J Appl Econ 4:213-237
-
(1989)
J Appl Econ
, vol.4
, pp. 213-237
-
-
Evans, G.W.1
-
15
-
-
0033459939
-
Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests
-
Fleissig AR, Strauss J (1999) Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests. J Macroecon 21
-
(1999)
J Macroecon
, vol.21
-
-
Fleissig, A.R.1
Strauss, J.2
-
16
-
-
17444378264
-
Requiem for the unit root in per capita real GDP? Additional evidence from historical data
-
Gaffeo E, Gallegati M, Gallegati M (2005) Requiem for the unit root in per capita real GDP? Additional evidence from historical data. Emp Econ 30:37-63
-
(2005)
Emp Econ
, vol.30
, pp. 37-63
-
-
Gaffeo, E.1
Gallegati, M.2
Gallegati, M.3
-
17
-
-
0038097468
-
Does output have a unit root? New international evidence
-
Haan JDE, Zelhorst D (1993) Does output have a unit root? New international evidence. Appl Econ 25:953-960
-
(1993)
Appl Econ
, vol.25
, pp. 953-960
-
-
Haan, J.D.E.1
Zelhorst, D.2
-
18
-
-
0000260582
-
Testing for stationarity in heterogenous panel data
-
Hadri K (2000) Testing for stationarity in heterogenous panel data. Econ J 3:148-161
-
(2000)
Econ J
, vol.3
, pp. 148-161
-
-
Hadri, K.1
-
19
-
-
84864410847
-
Testing for a unit root in time series with pretest data based model selection
-
Hall AD (1994) Testing for a unit root in time series with pretest data based model selection. J Business Econ Stat 12:461-470
-
(1994)
J Business Econ Stat
, vol.12
, pp. 461-470
-
-
Hall, A.D.1
-
20
-
-
0003461311
-
Testing for unit roots in heterogeneous panels
-
Manuscript. Department of Applied Economics, University of Cambridge
-
Im KS, Pesaran MH, Shin Y (1997) Testing for unit roots in heterogeneous panels, Manuscript. Department of Applied Economics, University of Cambridge
-
(1997)
-
-
Im, K.S.1
Pesaran, M.H.2
Shin, Y.3
-
21
-
-
0013498103
-
Testing for unit roots in heterogeneous panels
-
Im KS, Pesaran MH, Shin Y (2003) Testing for unit roots in heterogeneous panels. J Econ 115: 53-74
-
(2003)
J Econ
, vol.115
, pp. 53-74
-
-
Im, K.S.1
Pesaran, M.H.2
Shin, Y.3
-
22
-
-
0039411858
-
A multicountry characterization of the non-stationarity of aggregate output
-
Kormendi R, Meguire P (1990) A multicountry characterization of the non-stationarity of aggregate output. J Money Credit Banking 22:77-93
-
(1990)
J Money Credit Banking
, vol.22
, pp. 77-93
-
-
Kormendi, R.1
Meguire, P.2
-
23
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root
-
Kwiatkoeski D, Phillips PC, Schmidt PJ, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root. J Econ 54:159-178
-
(1992)
J Econ
, vol.54
, pp. 159-178
-
-
Kwiatkoeski, D.1
Phillips, P.C.2
Schmidt, P.J.3
Shin, Y.4
-
25
-
-
0000391884
-
Unit root tests in panel data: Asymptotic and finite-sample properties
-
Levin A, Lin CF, Chu C-S, J, (2002) Unit root tests in panel data: asymptotic and finite-sample properties. J Econ 108:1-24
-
(2002)
J Econ
, vol.108
, pp. 1-24
-
-
Levin, A.1
Lin, C.F.2
Chu, C.-S.J.3
-
26
-
-
0013220243
-
The great leap forward, economic reforms and the unit root hypothesis: Testing for breaking trend functions in China's GDP data
-
Li X-M (2000) The great leap forward, economic reforms and the unit root hypothesis: Testing for breaking trend functions in China's GDP data. J Comp Econ 28:814-827
-
(2000)
J Comp Econ
, vol.28
, pp. 814-827
-
-
Li, X.-M.1
-
27
-
-
0031504533
-
On segmented multivariate regressions
-
Liu J, Wu S, Zidek JV (1997) On segmented multivariate regressions. Statistica Sinica 7:497-525
-
(1997)
Statistica Sinica
, vol.7
, pp. 497-525
-
-
Liu, J.1
Wu, S.2
Zidek, J.V.3
-
28
-
-
11944253982
-
Are output fluctuations transitory? New evidence from 24 Chinese Provinces
-
Narayan PK (2004) Are output fluctuations transitory? New evidence from 24 Chinese Provinces. Pacific Econ Rev 9:327-336
-
(2004)
Pacific Econ Rev
, vol.9
, pp. 327-336
-
-
Narayan, P.K.1
-
30
-
-
49049143455
-
Trends and random walks in macroeconomic time series
-
Nelson C, Plosser C (1982) Trends and random walks in macroeconomic time series. J Monetary Econ 10:139-162
-
(1982)
J Monetary Econ
, vol.10
, pp. 139-162
-
-
Nelson, C.1
Plosser, C.2
-
31
-
-
84963002108
-
Automatic lag selection in covariance matrix estimation
-
Newey W, West K (1994) Automatic lag selection in covariance matrix estimation. Rev Econ Stud 61:631-653
-
(1994)
Rev Econ Stud
, vol.61
, pp. 631-653
-
-
Newey, W.1
West, K.2
-
32
-
-
0032857997
-
A unit root test with multiple trend breaks: A theory and an application to the US and Japanese macroeconomic time series
-
Ohara HI (1999) A unit root test with multiple trend breaks: A theory and an application to the US and Japanese macroeconomic time series. Jpn Econ Rev 50:266-290
-
(1999)
Jpn Econ Rev
, vol.50
, pp. 266-290
-
-
Ohara, H.I.1
-
33
-
-
0000899296
-
The great crash, the oil price shock and the unit root hypothesis
-
Perron P (1989) The great crash, the oil price shock and the unit root hypothesis. Econometrica 57:1361-1401
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
34
-
-
0000867368
-
Trend, unit root and structural change in macroeconomic time series
-
In: Rao BB (ed) MacMillan, London
-
Perron P (1994) Trend, unit root and structural change in macroeconomic time series. In: Rao BB (ed) Cointegration for Applied Economist. MacMillan, London
-
(1994)
Cointegration for Applied Economist
-
-
Perron, P.1
-
35
-
-
3142741458
-
Does GNP have a unit root?
-
Perron P, Phillips PCB (1987) Does GNP have a unit root? Econ Lett 23:139-145
-
(1987)
Econ Lett
, vol.23
, pp. 139-145
-
-
Perron, P.1
Phillips, P.C.B.2
-
36
-
-
0003645899
-
International patterns of growth: I Persistence in cross-country disparities
-
Unpublished manuscript, London School of Economics
-
Quah D (1992) International patterns of growth: I Persistence in cross-country disparities. Unpublished manuscript, London School of Economics
-
(1992)
-
-
Quah, D.1
-
37
-
-
21344481029
-
Exploiting cross-section variations for unit root inference in dynamic data
-
Quah D (1994) Exploiting cross-section variations for unit root inference in dynamic data. Econ Lett 44:9-19
-
(1994)
Econ Lett
, vol.44
, pp. 9-19
-
-
Quah, D.1
-
38
-
-
84986409030
-
International evidence in persistence in output in the presence of an episodic change
-
Raj B (1992) International evidence in persistence in output in the presence of an episodic change. J Appl Econ 7:281-293
-
(1992)
J Appl Econ
, vol.7
, pp. 281-293
-
-
Raj, B.1
-
39
-
-
0036003771
-
Are real GDP levels nonstationary? Evidence from panel data tests
-
Rapach D (2002) Are real GDP levels nonstationary? evidence from panel data tests. Southern Econ J 68:473-495
-
(2002)
Southern Econ J
, vol.68
, pp. 473-495
-
-
Rapach, D.1
-
40
-
-
33845394432
-
Mean group tests for stationarity in heterogenous panels
-
Shin Y, Snell A (2006) Mean group tests for stationarity in heterogenous panels. Econ J 9:123-158
-
(2006)
Econ J
, vol.9
, pp. 123-158
-
-
Shin, Y.1
Snell, A.2
-
41
-
-
11944252581
-
Is there a unit root in per capita real GDP? Panel data evidence from Chinese provinces
-
Smyth R (2003) Is there a unit root in per capita real GDP? Panel data evidence from Chinese provinces. Asian Profile 31:289-295
-
(2003)
Asian Profile
, vol.31
, pp. 289-295
-
-
Smyth, R.1
-
42
-
-
1242322087
-
Is Chinese provincial real GDP per capita non-stationary? Evidence from multiple trend break unit root tests
-
Smyth R, Inder B (2004) Is Chinese provincial real GDP per capita non-stationary? Evidence from multiple trend break unit root tests. China Econ Rev 15:1-24
-
(2004)
China Econ Rev
, vol.15
, pp. 1-24
-
-
Smyth, R.1
Inder, B.2
-
43
-
-
0040183002
-
Does GNP have a unit root?
-
Stock JH, Watson MW (1986) Does GNP have a unit root? Econ Lett 22:147-151
-
(1986)
Econ Lett
, vol.22
, pp. 147-151
-
-
Stock, J.H.1
Watson, M.W.2
-
45
-
-
0347569984
-
Additional tests for a unit root allowing for a break in the trend function at an unknown time
-
Vogelsang TJ, Perron P (1998) Additional tests for a unit root allowing for a break in the trend function at an unknown time. Int Econ Rev 39:1073-1100
-
(1998)
Int Econ Rev
, vol.39
, pp. 1073-1100
-
-
Vogelsang, T.J.1
Perron, P.2
-
46
-
-
0008071117
-
Testing for a break in output: New international evidence
-
Zelhorst D, Haan JDE (1995) Testing for a break in output: New international evidence. Oxford Econ Papers 47:357-362
-
(1995)
Oxford Econ Papers
, vol.47
, pp. 357-362
-
-
Zelhorst, D.1
Haan, J.D.E.2
|