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Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376.

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  2. TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed.
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  3. TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed.
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  4. EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil.
    In: Copernican Journal of Finance & Accounting.
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  5. In pursuit of an effective B2B digital marketing strategy in an emerging market. (2019). de Arruda, Noga Simes ; Agnihotri, Raj ; Severo, Marcos Inacio ; Vieira, Valter Afonso ; Arunachalam, S.
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  6. Testing the relationship between financial sector output, employment and economic growth in North Cyprus. (2019). Sani Ibrahim, Saifullahi ; çavuşoğlu, behiye ; Ozdeser, Huseyin ; Cavusoglu, Behiye.
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  7. Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility. (2018). Ngene, Geoffrey ; Lynch, Allen K ; Mungai, Ann Nduati.
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  8. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
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  9. Long memory or structural breaks: Some evidence for African stock markets. (2017). Darrat, Ali F ; Tah, Kenneth A ; Ngene, Geoffrey.
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  10. The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A.
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  11. Modeling Energy Consumption, CO2 Emissions and Economic Growth Nexus in Ethiopia: Evidence from ARDL Approach to Cointegration and Causality Analysis. (2017). Kebede, Shemelis.
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  12. Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A.
    In: Review of Financial Economics.
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  13. The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima .
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  15. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
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  16. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
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  17. Bandwidth selection by cross-validation for forecasting long memory financial time series. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George.
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  19. Determinants of the real exchange rate in a small open economy: Evidence from Canada. (2013). Kia, Amir.
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  21. Equilibrium exchange rate determination and multiple structural changes. (2013). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
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  23. Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?. (2011). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel.
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  24. The Exchange Rate Pass-Through in the New EU Member States. (2011). Jimborean, Ramona.
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  25. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics.
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  26. Persistence of Inflationary shocks: Implications for West African Monetary Union Membership. (2010). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
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  27. Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership. (2010). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
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  28. Equilibrium exchange rate determination and multiple structural changes. (2010). MacDonald, Ronald ; Kim, Hyunsok.
    In: Working Papers.
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  29. Inflation persistence in the Franc zone: Evidence from disaggregated prices. (2010). Coleman, Simeon.
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  30. Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity. (2010). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
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  31. Equilibrium Exchange Rate Determination and Multiple Structural Changes. (2010). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
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  32. Purchasing power parity and long memory. (2009). Yoon, Gawon .
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  33. Inflation persistence in the Franc Zone: evidence from disaggregated prices. (2008). Coleman, Simeon.
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  34. Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model. (2008). Smallwood, Aaron.
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  35. Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity. (2007). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
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  36. Spot-forward cointegration, structural breaks and FX market unbiasedness. (2007). Villanueva, Miguel O..
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  37. Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan. (2006). Sideris, Dimitrios.
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  41. Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity. (2005). Smallwood, Aaron.
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  42. Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era. (2004). Ahking, Francis.
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  43. The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration. (2004). Gil-Alana, Luis.
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  49. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test. (2003). Liew, Venus.
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  51. Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate. (2003). Noriega, Antonio ; Medina, Lorena.
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  52. Efficient unit root tests of real exchange rates in the post-Bretton Woods era. (2003). Ahking, Francis.
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  53. Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era. (2002). Ahking, Francis.
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  54. The Explosion of Purchasing Power Parity. (2001). Lan, Yihui.
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  22. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6.

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  23. THE BAUMOL-BALASSA-SAMUELSON EFFECT OVER ONE CENTURY IN SIX EU COUNTRIES AND THE UNITED STATES. (2008). Razgallah, Brahim.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:8:y:2008:i:1_3.

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  24. REVISITING THE EXPORT-OUTPUT NEXUS FOR WESTERN AFRICA COUNTRIES: A MARKOV SWITCHING CAUSALITY APPROACH. (2008). AKA, Bedia F..
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:8:y:2008:i:1_13.

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  25. The KPSS test with two structural breaks. (2007). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
    In: Spanish Economic Review.
    RePEc:spr:specre:v:9:y:2007:i:2:p:105-127.

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  26. Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks. (2007). KORAP, LEVENT.
    In: MPRA Paper.
    RePEc:pra:mprapa:19479.

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  27. Wealth Inequality and Credit Markets: Evidence from Three Industrialized Countries. (2007). Gerling, Kerstin ; Brückner, Markus ; Gruner, Hans Peter ; Bruckner, Markus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6485.

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  28. STRUCTURAL BREAKS IN MILITARY EXPENDITURES: EVIDENCE FOR EGYPT, ISRAEL,JORDAN AND SYRIA. (2007). Abu-Qarn, Aamer ; Abu-Bader, Suleiman.
    In: Working Papers.
    RePEc:bgu:wpaper:0704.

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  29. An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques. (2006). Martinez-Espineira, Roberto.
    In: MPRA Paper.
    RePEc:pra:mprapa:615.

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  30. Does Unemployment Hysteresis Equal Employment Hysteresis?. (2006). Österholm, Pär ; Gustavsson, Magnus.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_015.

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  31. Unit Roots and Structural Breaks: A Survey of the Literature. (2006). Perman, Roger ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2006_10.

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  32. Stata: The language of choice for time-series analysis?. (2005). Baum, Christopher.
    In: Stata Journal.
    RePEc:tsj:stataj:v:5:y:2005:i:1:p:46-63.

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  33. Spurious regression under broken trend stationarity. (2005). Ventosa-Santaulària, Daniel ; Noriega, Antonio.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:186.

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  34. When and why do Austrian companies issue shares?. (2005). Burgstaller, Johann.
    In: Economics working papers.
    RePEc:jku:econwp:2005_03.

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  35. Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach. (2005). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Carrion,J. LL., ; Carrion, J. Ll., .
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2005131.

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  36. The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts. (2004). Silva Lopes, Artur ; Montañés, Antonio ; Montaes, Antonio.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411010.

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  37. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models. (2004). Noriega, Antonio ; Soria, L. M. ; Velazquez, R..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:57.

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  38. Topics in time series regression modeling. (2004). Baum, Christopher.
    In: United Kingdom Stata Users' Group Meetings 2004.
    RePEc:boc:usug04:7.

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  39. Dynamics of Intra-EMS Interest Rate Linkages. (2004). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:492.

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  40. Testing for stationarity in series with a shift in the mean. A fredholm approach. (2003). López-Menéndez, Ana ; Presno, Maria ; Lopez, Anna.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:12:y:2003:i:1:p:195-213.

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  41. Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate. (2003). Noriega, Antonio ; Medina, Lorena.
    In: Estudios Económicos.
    RePEc:emx:esteco:v:18:y:2003:i:2:p:227-236.

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  42. The unemployment structure of the US States. (2002). Montañés, Antonio ; Lanaspa, Luis ; Clemente Lopez, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p081.

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  43. Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era. (2002). Ahking, Francis.
    In: Working papers.
    RePEc:uct:uconnp:2002-17.

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  44. Dynamics of Intra-EMS Interest Rate Linkages. (2002). Barkoulas, John ; Baum, Christopher.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:13.

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  45. Level shifts in a panel data based unit root test. An application to the rate of unemployment. (2002). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion,J. LL., ; Carrion, J. Ll., .
    In: Working Papers in Economics.
    RePEc:bar:bedcje:200279.

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  46. The Asian Financial Crisis and Natural Rate of Unemployment: Estimates from a Structural VAR for the Newly Industrializing Economies of Asia. (2001). Groenewold, Nicolaas ; Sam Hak Kan Tang, .
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:01-12.

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  47. Long-Run Shifts of the Beveridge Curve and the Frictional Unemployment Rate in Australia. (2001). Groenewold, Nicolaas.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:01-09.

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  48. A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:944.

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  49. A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:472.

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  50. Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?. (). Begoña Eguía, ; Cruz Echevarría, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:11.

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