Add to ORKGhis paper examines whether the CPI and real GDP for the U.S. exhibit nonlinear reversion to trend as recently concluded by Beechey and Österholm [Beechey, M. and Österholm, P., 2008. Revisiting the uncertain unit root in GDP and CPI: testing for non-linear trend reversion. Economics Letters 100, 221-223]. The wild bootstrap is used to correct for non-normality and heteroscedasticity in a nonlinear unit root test. Test results are found to be sensitive to the sample period examined
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
his paper examines whether the CPI and real GDP for the U.S. exhibit nonlinear reversion to trend as...
This paper examines whether the CPI and real GDP for the US exhibit nonlinear reversion to trend as ...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
The aim of this paper is to provide additional evidence about the order of integration of constant p...
The purpose of this paper is to construct a series-specific non-linear panel unit-root test and then...
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century his...
The unit root hypothesis for international real GDP and real GDP per capita has been the subject of ...
In this paper we examine the local power of unit root tests against globally stationary exponential ...
The recent literature on Purchasing Power Parity (PPP) has emphasized the role of two phenomena that...
A stylized fact of U.S. inflation dynamics is one of extreme persistence and possible unit root beha...
We carry out a meta-analysis on the frequency of unit-roots in macroeconomic time series with a data...
This paper illustrates the flexibility of the ESTAR model to encompass a number of different charact...
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
his paper examines whether the CPI and real GDP for the U.S. exhibit nonlinear reversion to trend as...
This paper examines whether the CPI and real GDP for the US exhibit nonlinear reversion to trend as ...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
The aim of this paper is to provide additional evidence about the order of integration of constant p...
The purpose of this paper is to construct a series-specific non-linear panel unit-root test and then...
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century his...
The unit root hypothesis for international real GDP and real GDP per capita has been the subject of ...
In this paper we examine the local power of unit root tests against globally stationary exponential ...
The recent literature on Purchasing Power Parity (PPP) has emphasized the role of two phenomena that...
A stylized fact of U.S. inflation dynamics is one of extreme persistence and possible unit root beha...
We carry out a meta-analysis on the frequency of unit-roots in macroeconomic time series with a data...
This paper illustrates the flexibility of the ESTAR model to encompass a number of different charact...
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...