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Testing for a unit root in variables with a double change in the mean · Study

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ArticleTesting for a unit root in variables with a double change in the mean

Jesús Clemente1998

Article1998

Testing for a unit root in variables with a double change in the mean

Jesús Clemente · Antonio Montañés · Marcelo Reyes

918 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Unemployment and Economic Growth Diverse Scientific and Economic Studies

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1997Further evidence on breaking trend functions in macroeconomic variables 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1997Multiple Trend Breaks and the Unit-Root Hypothesis 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity 1990Testing for a Unit Root in a Time Series With a Changing Mean

Cited by

2018Renewable energy consumption, urbanization, financial development, income and CO2 emissions in Turkey: Testing EKC hypothesis with structural breaks 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 2013The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis 2005Dealing with Structural Breaks 2016

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Details

Year1998

Typearticle

Published1998-05-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations918

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(98)00052-4

openalex_workW2038208656

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