Results 21 to 30 of about 196,071 (311)
Commodity Prices and Unit Root Tests [PDF]
American Journal of Agricultural Economics, 2007 AbstractPrice theory suggests that commodity prices should be stationary series. Yet, tests for unit roots rather frequently imply that these prices are not stationary. This seeming inconsistency is investigated by applying alternative specifications of unit root tests to prices of corn, soybeans, barrows and gilts, and milk.
Wang, Dabin, Tomek, William G.
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Are Current Accounts of Asian Economies Mean-reverting?: Nonlinear Unit Root Test Approach
East Asian Economic Review, 2005 This paper tests the mean reverting property of current account in the financial crisis-affected 5 counties of southeast Asia using nonlinear unit root tests of Park and shintani(2004). Our approach is based on the idea that a conventional unit root test
Bonghan Kim
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Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2021 Container ports are one of the most important parts of the supply chain. Due to high investment and operating costs, the structure and predictability of current and future demands are very important.
Abdullah Açık
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Detrending Bootstrap Unit Root Tests [PDF]
Econometric Reviews, 2013 The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending must not only be done for the construction of the test statistic, but also in the first step of the bootstrap algorithm. It is argued that the two issues should be treated separately.
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Assessing Environmental Policy Impact through the Ecological Footprint: The Case of Türkiye
İşletme Bilimi DergisiThis study investigates the long-term effectiveness of environmental policies in Türkiye by examining the stochastic properties of the ecological footprint (EF) and its six subcomponents, carbon footprint, cropland footprint, grazing land footprint ...
Sacit Sarı
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Bounds, Breaks and Unit Root Tests [PDF]
Journal of Time Series Analysis, 2015 The paper addresses the unit root testing when the range of the time series is limited and considering the presence of multiple structural breaks. The structural breaks can affect the level and/or the boundaries of the time series. The paper proposes five unit root test statistics, whose limiting distribution is shown to depend on the number and ...
Carrión i Silvestre, Josep Lluís +1 more
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EconomiA, 2016 The aim of this study is to examine empirically the validity of PPP in the context of unit root tests based on linear and non-linear models of the real effective exchange rate of Argentina, Brazil, Chile, Colombia, Mexico, Peru and Venezuela.
Claudio Roberto Fóffano Vasconcelos +1 more
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The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks
İktisat Politikası Araştırmaları Dergisi, 2021 This study analyzes the validity of the uncovered interest rate parity for Brazil, India, Indonesia, South Africa, and Turkey, which are grouped as The Fragile Five countries within the literature.
Mehmet Altuntaş
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SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS [PDF]
Econometric Theory, 2017 We extend the ${\cal M}$ class of unit root tests introduced by Stock (1999, Cointegration, Causality and Forecasting. A Festschrift in Honour of Clive W.J. Granger. Oxford University Press), Perron and Ng (1996, Review of Economic Studies 63, 435–463) and Ng and Perron (2001, Econometrica 69, 1519–1554) to the seasonal case, thereby developing semi ...
del Barrio Castro, Tomás +2 more
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Testing the Validity of Purchasing Power Parity for Syria: Evidence from Non-Linear Unit Root Tests
Syrian Journal for Science and Innovation, 2023 This study aims to examine the empirical validity of Purchasing Power Parity (PPP) hypothesis for Syria in the context of unit root tests based on linear and non-linear models.
Linda Ali Ismaiel
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