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FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES
9 references·16 citing·36 second hop
FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES (1994)FURTHER EVIDENCE ON BREAKING TREND FUNCTI…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)Additional Tests for a Unit R…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…International evidence on the persistence of economic fluctuations (1989)International evidence on the…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867-1975 (1982)Monetary Trends in the United…Carbon dioxide emission, institutional quality, and economic growth: Empirical evidence in Malaysia (2014)Carbon dioxide emission, inst…Testing for unit roots in short panels allowing for a structural break (2012)Testing for unit roots in sho…Coal consumption, CO2 emission and economic growth in China: Empirical evidence and policy responses (2011)Coal consumption, CO2 emissio…The role of market fundamentals and speculation in recent price changes for crude oil (2010)The role of market fundamenta…Energy consumption, pollutant emissions and economic growth in South Africa (2010)Energy consumption, pollutant…A survey of the electricity consumption-growth literature (2009)A survey of the electricity c…Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy (2008)Impact of crude oil price vol…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…What does export diversification do for growth? An econometric analysis (2006)What does export diversificat…Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan (2005)Structural breaks, energy con…Structural breaks with deterministic and stochastic trends (2004)Structural breaks with determ…Structural break, unit root, and the causality between energy consumption and GDP in Turkey (2004)Structural break, unit root, …Modelling structural breaks, long memory and stock market volatility: an overview (2004)Modelling structural breaks, …Risk factors in stock returns of Canadian oil and gas companies (2001)Risk factors in stock returns…The empirical relationship between energy futures prices and exchange rates (2000)The empirical relationship be…Testing for structural breaks in cointegrated relationships (1996)Testing for structural breaks…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)The renewable energy consumption–growth nexus in Central America (2010)The renewable energy, growth and environmental Kuznets curve in Turkey: An ARDL approach (2015)Energy innovation and renewable energy consumption in the correction of air pollution levels (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Does oil move equity prices? 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this work references cited by second hop

References

  • 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
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
  • 1982Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867-1975373 cited
  • 1989International evidence on the persistence of economic fluctuations266 cited

Cited by

  • 2001Risk factors in stock returns of Canadian oil and gas companies653 cited
  • 2010Energy consumption, pollutant emissions and economic growth in South Africa631 cited
  • 2009A survey of the electricity consumption-growth literature594 cited
  • 2004Structural break, unit root, and the causality between energy consumption and GDP in Turkey406 cited
  • 2005Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan

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391 cited
  • 2006What does export diversification do for growth? An econometric analysis320 cited
  • 2008Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy288 cited
  • 2012Testing for unit roots in short panels allowing for a structural break272 cited
  • 1996Testing for structural breaks in cointegrated relationships267 cited
  • 2011Coal consumption, CO2 emission and economic growth in China: Empirical evidence and policy responses261 cited
  • 2014Carbon dioxide emission, institutional quality, and economic growth: Empirical evidence in Malaysia247 cited
  • 2004Structural breaks with deterministic and stochastic trends225 cited
  • 2004Modelling structural breaks, long memory and stock market volatility: an overview221 cited
  • 2010The role of market fundamentals and speculation in recent price changes for crude oil209 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
  • 2000The empirical relationship between energy futures prices and exchange rates188 cited