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Applied Economics, ISSN 0003-6846, 03/2018, Volume 50, Issue 12, pp. 1289 - 1308
Journal Article
Economic Modelling, ISSN 0264-9993, 06/2014, Volume 40, p. 184
  In this study, we re-examine the PPP hypothesis in the light of the new developments in the unit root testing literature. The recent theoretical findings... 
Studies | Hypothesis testing | Foreign exchange rates | Asymmetry | Time series | Purchasing power parity
Journal Article
Economic modelling, ISSN 0264-9993, 06/2014, Volume 40, pp. 184 - 190
In this study, we re-examine the PPP hypothesis in the light of the new developments in the unit root testing literature. The recent theoretical findings have... 
Journal Article
Economic Modelling, ISSN 0264-9993, 2011, Volume 28, Issue 3, pp. 870 - 876
In this paper, we propose a simple Granger causality procedure based on Meta analysis in heterogeneous mixed panels. Firstly, we examine the finite sample... 
Mixed panels | Cross-sectional dependency | Meta analysis | Granger causality | COUNTRIES | SPECIFICATION | VECTOR AUTOREGRESSIONS | ECONOMETRICS | STATISTICAL-INFERENCE | INTEGRATED PROCESSES | TIME-SERIES | ECONOMICS | ECONOMIC-GROWTH | UNIT-ROOT TESTS | REGRESSIONS | Granger causality Meta analysis Mixed panels Cross-sectional dependency
Journal Article
Bulletin of Economic Research, ISSN 0307-3378, 01/2020, Volume 72, Issue 1, pp. 50 - 62
This paper re‐examines the stochastic properties of U.S. state real per capita personal income, using new panel unit‐root procedures. The new developments... 
cross‐sectional dependence | C12 | C23 | sieve bootstrap | C15 | panel unit root | asymmetry | nonlinear | cross-sectional dependence | ECONOMIC TIME-SERIES | TESTS | UNIT-ROOT TEST | EXCHANGE-RATES | FLUCTUATIONS | HYPOTHESIS | ECONOMICS | Personal income | Asymmetries | Asymmetry | Per capita
Journal Article
Economic Modelling, ISSN 0264-9993, 06/2014, Volume 40, pp. 184 - 190
In this study, we re-examine the PPP hypothesis in the light of the new developments in the unit root testing literature. The recent theoretical findings have... 
Sieve bootstrap | Nonlinear | Panel unit root | Asymmetry | PURCHASING POWER PARITY | REAL EXCHANGE-RATES | ECONOMICS | MEAN-REVERSION | DEPENDENCE | Public-private sector cooperation
Journal Article
Empirica, ISSN 0340-8744, 02/2017, Volume 44, Issue 1, pp. 91 - 120
This paper investigates the validity of the real interest rate parity hypothesis (RIPH) using a panel unit root approach. For this purpose, first we estimate... 
Studies | Parity
Journal Article
Economic Modelling, ISSN 0264-9993, 05/2011, Volume 28, Issue 3, p. 870
In this paper, we propose a simple Granger causality procedure based on Meta analysis in heterogeneous mixed panels. Firstly, we examine the finite sample... 
Studies | Economic theory | Industrialized nations | Causality | Monte Carlo simulation | Exports | Meta-analysis
Journal Article
Economics Letters, ISSN 0165-1765, 08/2017, Volume 157, pp. 1 - 4
We propose a nonlinear error correction-based cointegration test in a panel data setting and provide their small sample properties. •A nonlinear ECM based... 
Nonlinear error correction model | Sieve bootstrap | Cross section dependency | Modified Wald test | ECONOMICS
Journal Article
Journal of Asian Economics, ISSN 1049-0078, 08/2012, Volume 23, Issue 4, pp. 476 - 485
► We examine the relationship between interest rates and the expected inflation under the inflation-targeting regime. ► We found that monetary policy rates... 
Inflation targeting | Cointegration with breaks | Fisher effect | Term structure of interest rates | Exogeneity test | Inflation (Finance) | Central banks | Interest rates | Studies | Monetary policy | Inflation | Correlation analysis
Journal Article
International Journal of Economic Perspectives, ISSN 1307-1637, 01/2014, Volume 8, Issue 2, pp. 16 - 26
  The aim of this study is to test the relationship between budget deficit and current account deficit for EU-27 countries over the period 2002Q1-2013Q4 using... 
Twin Deficits | Granger Causality | Ricardian Equivalence Hypothesis | Cross Section Dependency | Studies | Economic models | Regression analysis | Causality
Journal Article
Empirica, ISSN 0340-8744, 11/2015, Volume 42, Issue 4, pp. 813 - 824
Capital inflows are important factor affecting macroeconomic performance, such as the real exchange rate, interest rates, output, and price level. However, the... 
Vector autoregression model | Macroeconomics/Monetary Economics | F41 | C32 | F32 | Capital flows | International Economics | Public Finance & Economics | Econometrics | European Integration | Industrial Organization | Economics / Management Science | ECONOMICS | Foreign investments | Analysis | Macroeconomics | Regression analysis | Capital movement
Journal Article
Economics Letters, ISSN 0165-1765, 08/2017, Volume 157, p. 1
We propose a nonlinear error correction-based cointegration test in a panel data setting and provide their small sample properties. 
Studies | Nonlinear equations | Nonlinear | Error correction & detection | Panel data | Cointegration analysis
Journal Article
Applied Economics Letters, ISSN 1350-4851, 02/2008, Volume 15, Issue 3, p. 193
In this study, in addition to Zivot-Andrews (1992), Perron (1997) and Schwarz Bayesian Criteria (SBC) approaches of the true break point estimation... 
Studies | Performance evaluation | Estimating techniques | Kalman filters | Monte Carlo simulation
Journal Article
Applied Economics Letters, ISSN 1350-4851, 02/2008, Volume 15, Issue 3, pp. 193 - 198
In this study, in addition to Zivot-Andrews ( 1992 ), Perron ( 1997 ) and Schwarz Bayesian Criteria (SBC) approaches of the true break point estimation... 
OIL-PRICE SHOCK | ECONOMICS | GREAT CRASH | HYPOTHESIS
Journal Article
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