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Drift in the relative price of primary commodities: a case where we care about unit roots
16 references·8 citing·28 second hop
Drift in the relative price of primary commodities: a case where we care about unit roots (1996)Drift in the relative price of primary co…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…A Consistent Test for a Unit Root (1994)A Consistent Test for a Unit …A Comparison of Unit-Root Test Criteria (1994)A Comparison of Unit-Root Tes…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Unit roots in real GNP: Do we know, and do we care? (1990)Unit roots in real GNP: Do we…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows (1988)Primary Commodity Prices, Man…Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures (1980)The Statistical Debate on the…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices (2012)Sharp Breaks or Smooth Shifts…A reexamination of trends in primary commodity prices (2010)A reexamination of trends in …The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (2008)The Commodity Terms of Trade,…The commodity terms of trade and their strategic implications for development (2004)The commodity terms of trade …The net barter terms of trade: A smooth transition approach (2003)The net barter terms of trade…Defence spending and economic growth: A causal analysis for Greece and Turkey* (2001)Defence spending and economic…Commodity terms of trade and individual countries' net barter terms of trade: Is there an empirical relationship? (1999)Commodity terms of trade and …A reappraisal of the forecasting performance of corn and soybean new crop futures (1999)A reappraisal of the forecast…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Generalized autoregressive conditional heteroskedasticity (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Why Does Stock Market Volatility Change Over Time? (1989)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Forecasting the behavior of multivariate time series using neural networks (1992)The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis (1993)Economic and statistical measures of forecast accuracy (2000)Some recent development in a concept of causality (1988)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1986Forecasting Economic Time Series714 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1988Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows642 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation635 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1994A Consistent Test for a Unit Root303 cited
  • 1980The Statistical Debate on the Net Barter Terms of Trade Between Primary Commodities and Manufactures

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282 cited
  • 1990Unit roots in real GNP: Do we know, and do we care?265 cited
  • Cited by

    • 2008The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach123 cited
    • 2001Defence spending and economic growth: A causal analysis for Greece and Turkey*115 cited
    • 2012Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices96 cited
    • 2010A reexamination of trends in primary commodity prices80 cited
    • 1999A reappraisal of the forecasting performance of corn and soybean new crop futures39 cited
    • 2004The commodity terms of trade and their strategic implications for development20 cited
    • 1999Commodity terms of trade and individual countries' net barter terms of trade: Is there an empirical relationship?17 cited
    • 2003The net barter terms of trade: A smooth transition approach15 cited