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Trend, Unit Root and Structural Change in Macroeconomic Time Series
9 references·16 citing·29 second hop
Trend, Unit Root and Structural Change in Macroeconomic Time Series (1994)Trend, Unit Root and Structural Change in…Phases of capitalist development (2013)Phases of capitalist developm…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions (1992)Testing for a Unit Root in a …Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Fossil fuels consumption and carbon dioxide emissions in G7 countries: Empirical evidence from ARDL bounds testing approach (2021)Fossil fuels consumption and …Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis (2013)Who moves East Asian stock ma…The co-movement of stock markets in East Asia (2009)The co-movement of stock mark…CO2 emissions in Greece for 1990–2002: A decomposition analysis and comparison of results using the Arithmetic Mean Divisia Index and Logarithmic Mean Divisia Index techniques (2007)CO2 emissions in Greece for 1…Trade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) Model (2005)Trade-GDP Nexus in Iran: An A…Fiscal Sustainability: The Unpleasant European Case (2005)Fiscal Sustainability: The Un…Understanding and managing international growth of new products (2004)Understanding and managing in…The Dynamic Effect of Innovation on Market Structure (2004)The Dynamic Effect of Innovat…On the prevalence of trends in primary commodity prices (2004)On the prevalence of trends i…Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995 (2002)Modelling the determinants of…COUNTING CRIME BOOMS AMONG NATIONS: EVIDENCE FOR HOMICIDE VICTIMIZATION RATES, 1956 TO 1998* (2002)COUNTING CRIME BOOMS AMONG NA…On Regional Inequality and Diverging Clubs: A Case Study of Contemporary China (2001)On Regional Inequality and Di…Does High Inflation Affect Growth in the Long and Short Run? (2001)Does High Inflation Affect Gr…Convergence of international output Time series evidence for 16 OECD countries (1999)Convergence of international …Spurious rejections by Dickey–Fuller tests in the presence of a break under the null (1998)Spurious rejections by Dickey…The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact (1995)The great wars, the great cra…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Public finances and long-term growth in Europe: Evidence from a panel data analysis (2007)Sustainability of Public Debt (2008)Vertical fiscal imbalance, transfer payments, and fiscal sustainability of local governments in China (2021)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Tourism, trade and growth: the case of Cyprus (2008)Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Testing for a unit root in variables with a double change in the mean (1998)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Productivity Growth, Convergence and Welfare: Comment (1988)Growth and Slowdown in Advanced Capitalist Economies: Techniques of Quantitative Assessment (1995)The Mystery of Economic Growth (2004)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 2013Phases of capitalist development887 cited
  • 1992Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions346 cited

Cited by

  • 2005Fiscal Sustainability: The Unpleasant European Case316 cited
  • 1998Spurious rejections by Dickey–Fuller tests in the presence of a break under the null248 cited
  • 2007CO2 emissions in Greece for 1990–2002: A decomposition analysis and comparison of results using the Arithmetic Mean Divisia Index and Logarithmic Mean Divisia Index techniques205 cited
  • 2001On Regional Inequality and Diverging Clubs: A Case Study of Contemporary China204 cited
  • 1995The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact

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198 cited
  • 1999Convergence of international output Time series evidence for 16 OECD countries187 cited
  • 2021Fossil fuels consumption and carbon dioxide emissions in G7 countries: Empirical evidence from ARDL bounds testing approach179 cited
  • 2001Does High Inflation Affect Growth in the Long and Short Run?170 cited
  • 2004Understanding and managing international growth of new products170 cited
  • 2009The co-movement of stock markets in East Asia156 cited
  • 2004On the prevalence of trends in primary commodity prices152 cited
  • 2004The Dynamic Effect of Innovation on Market Structure145 cited
  • 2002COUNTING CRIME BOOMS AMONG NATIONS: EVIDENCE FOR HOMICIDE VICTIMIZATION RATES, 1956 TO 1998*140 cited
  • 2005Trade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) Model122 cited
  • 2013Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis119 cited
  • 2002Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995112 cited