Asymmetric nonlinear mean reversion in real effective exchange rates: A Fisher-type panel unit root test applied to Sub-Saharan Africa

The Journal of Economic Asymmetries ◽

10.1016/j.jeca.2016.08.002 ◽

2016 ◽

Vol 14 ◽

pp. 189-198

Author(s):

Olivier Habimana

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Unit Root Test ◽

Mean Reversion ◽

Sub Saharan Africa ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Effective Exchange ◽

Nonlinear Mean Reversion ◽

Download Full-text

A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test

Journal of Macroeconomics ◽

10.1016/j.jmacro.2008.12.002 ◽

2009 ◽

Vol 31 (4) ◽

pp. 591-601 ◽

Author(s):

Jyh-Lin Wu ◽

Hsiu-Yun Lee

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Test ◽

Mean Reversion ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Download Full-text

Nonlinear trends in real exchange rates: A panel unit root test approach

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2011.08.005 ◽

2011 ◽

Vol 30 (8) ◽

pp. 1619-1637 ◽

Author(s):

David O. Cushman ◽

Nils Michael

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Nonlinear Trends

Download Full-text

A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.2039620 ◽

2012 ◽

Author(s):

Chingnum Lee ◽

Jyh-Lin Wu

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Cross Sectional ◽

Panel Unit Root ◽

Cross Sectional Dependence ◽

Download Full-text

Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test

Empirica ◽

10.1007/s10663-021-09510-z ◽

2021 ◽

Author(s):

Tolga Omay ◽

Muhammad Shahbaz ◽

Chris Stewart

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Unemployment Rates ◽

Download Full-text

A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’

Applied Economics Letters ◽

10.1080/13504851.2012.684778 ◽

2013 ◽

Vol 20 (2) ◽

pp. 111-113 ◽

Author(s):

D. Ventosa-Santaulària ◽

M. Gómez-Zaldívar

Keyword(s):

Unit Root ◽

Structural Breaks ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root

Download Full-text

A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.457280 ◽

2003 ◽

Author(s):

M. Hashem Pesaran

Keyword(s):

Cross Section ◽

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Cross Section Dependence

Download Full-text

Convergence of Health Expenditure in OECD Countries: Evidence from a Nonlinear Asymmetric Heterogeneous Panel Unit Root Test

Journal of Reviews on Global Economics ◽

10.6000/1929-7092.2015.04.07 ◽

2015 ◽

Vol 4 ◽

pp. 76-86 ◽

Author(s):

Didem Pekkurnaz ◽

Keyword(s):

Unit Root ◽

Health Expenditure ◽

Unit Root Test ◽

Oecd Countries ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Heterogeneous Panel

Download Full-text

WITHDRAWN: More powerful non-linear panel unit root test and its application

Economic Modelling ◽

10.1016/j.econmod.2010.06.007 ◽

2011 ◽

Vol 28 (1-2) ◽

pp. 760

Author(s):

Marco Chi-Keung Lau

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Download Full-text

A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries

Applied Economics ◽

10.1080/00036846.2016.1231908 ◽

2016 ◽

Vol 49 (21) ◽

pp. 2096-2105

Author(s):

A. Almasri ◽

K. Månsson ◽

P. Sjölander ◽

G. Shukur

Keyword(s):

Developing Countries ◽

Purchasing Power Parity ◽

Unit Root ◽

Structural Break ◽

Unit Root Test ◽

Purchasing Power ◽

Power Parity ◽

Panel Unit Root Test ◽

Cross Sectional ◽

Panel Unit Root

Download Full-text

Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test

Economic Modelling ◽

10.1016/j.econmod.2014.03.028 ◽

2014 ◽

Vol 40 ◽

pp. 184-190 ◽

Author(s):

Furkan Emirmahmutoglu ◽

Tolga Omay

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Heterogeneous Panel

Download Full-text