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Applied Economics, ISSN 0003-6846, 03/2018, Volume 50, Issue 12, pp. 1289 - 1308
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
Applied Economics Letters, ISSN 1350-4851, 05/2017, Volume 24, Issue 8, pp. 510 - 514
This article applies the Fractional Frequency Flexible Fourier Form (FFFFF) Dickey-Fuller (DF)-type unit root test on the natural logarithm of US real GNP over... 
structural break | US real GNP | unit root | Fractional Frequency Flexible Fourier Form | APPROXIMATE SMOOTH BREAKS | UNIT-ROOT HYPOTHESIS | OUTPUT | RECESSIONS | OIL-PRICE SHOCK | GDP | FLEXIBLE FOURIER FORM | TIME-SERIES | ECONOMICS | GREAT CRASH | Economic models | Gross National Product--GNP | Trends
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
Economics Bulletin, 2011, Volume 31, Issue 4, pp. 3006 - 3015
Journal Article
Economics Letters, ISSN 0165-1765, 09/2015, Volume 134, pp. 123 - 126
In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to... 
Nonlinear trend | Unit root | Fractional Frequency Flexible Fourier Form | Structural break | ECONOMICS
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 2008, Volume 387, Issue 16, pp. 4309 - 4318
This paper investigates possible asymmetries in the monetary policy reaction function of the Central Bank of Republic of Turkey over the business cycles. It is... 
Reaction function | Monetary policy | Nonlinearity | Spread | Asymmetry | PHYSICS, MULTIDISCIPLINARY | reaction function | INFLATION | nonlinearity | CENTRAL BANK | asymmetry | monetary policy | US | spread
Journal Article
The Singapore Economic Review, ISSN 0217-5908, 06/2015, Volume 60, Issue 2, p. 1550018
This paper investigates the relationship between economic growth and energy consumption through non-linear causality tests. Eight developing countries from... 
cross section dependency | Energy consumption | growth | non-linear panel cointegration and panel vector error correction | developing countries | OUTPUT | ELECTRICITY CONSUMPTION | G7 COUNTRIES | CAUSALITY RELATIONSHIP | GDP | COINTEGRATION | INCOME | UNIT-ROOT | ECONOMICS | ECONOMIC-GROWTH | ERROR-CORRECTION | Developing countries | Analysis
Journal Article
Romanian Journal of Economic Forecasting, ISSN 1582-6163, 2016, Volume 19, Issue 2, pp. 13 - 26
Journal Article
Economics letters, ISSN 0165-1765, 09/2015, Volume 134, pp. 123 - 123
In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to... 
Journal Article
Economics Letters, ISSN 0165-1765, 09/2015, Volume 134, p. 123
  In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to... 
Studies | Approximations | Fourier analysis | Test methods | Econometrics
Journal Article
Economics Letters, ISSN 0165-1765, 2009, Volume 104, Issue 1, pp. 5 - 8
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide... 
Sieve bootstrap | Nonlinear | Panel unit root | ECONOMICS | Nonlinear Panel unit root Sieve bootstrap | Analysis | Political parties
Journal Article
Applied Economics, ISSN 0003-6846, 02/2020, Volume 52, Issue 10, pp. 1070 - 1087
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century historical U.K. series of real output compiled by the Bank of... 
state-dependence | time-dependence | Fourier function | Unit root | nonlinearity | TESTS | MACROECONOMIC TIME-SERIES | OUTPUT | STRUCTURAL BREAK | PPP | UNCERTAIN | ECONOMICS | GREAT CRASH | TREND | Banks | Nonlinear | Economic theory | Adjustment | Stabilization | Cointegration analysis
Journal Article
Economics Letters, ISSN 0165-1765, 12/2018, Volume 173, pp. 118 - 121
Utilizing the recently developed measure of global risk aversion by Xu (2017), we show that global risk aversion is a significant determinant of international... 
Risk aversion | Time-varying correlation | International equity markets | CONSTANT | POLICY | ECONOMICS | Cash flow | International finance | Stock markets | Emerging markets
Journal Article
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