Comparative Economic Research, 2021 Suicides represent an encompassing measure of psychological wellbeing, emotional stability as well as life satisfaction, and they have been recently identified by the World Health Organization (WHO) as a major global health concern.
Izunna Anyikwa +2 more
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Explosive behavior and rational bubbles: Evidence from the Serbian hyperinflation at daily frequency [PDF]
Panoeconomicus, 2022 Using recently developed right-tailed sequential unit root tests at daily frequency in the extreme portion of the Serbian hyperinflation, we found that the money supply and the exchange rate exploded while the economy was approaching the maximum
Petrović Pavle, Mladenović Zorica
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Technological Convergence in Emerging Economies: An Investigation with Unit Root Tests
İktisat Politikası Araştırmaları Dergisi, 2023 Technological developments play an important role in economic growth and development and form the basis in the convergence of socioeconomic factors between developed and developing countries, especially income.
Mustafa Zuhal
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Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity [PDF]
Applied Economic Analysis, 2022 Purpose – This paper aims to test purchasing power parity (PPP) hypothesis for Greece, Italy, Ireland, Portugal and Spain, which are known as the GIIPS countries.
Saban Nazlioglu +3 more
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Rank tests for unit roots [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Breitung, Jörg, Gouriéroux, Christian
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Stationarity of seasonal patterns in weekly agricultural prices
Spanish Journal of Agricultural Research, 2018 Weekly series of agricultural prices usually exhibit seasonal variations and the stationarity of these variations should be taken into account to analyse price relationships.
José J. Cáceres-Hernández +1 more
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The Test of Non-Linearity of Unit Root in Crude Oil Prices [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2023 There is good reason to expect crude oil prices to follow nonlinear models. However, previous research has considered the linear assumption to investigate the existence of a unit root.
Mohsen Eslami, Alireza Najjarpour
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Bayesian Unit Root Test with Outliers Observations: The Case of Daily Returns of 50 Active in Tehran Stock Exchange Companies [PDF]
مدلسازی اقتصادسنجی, 2019 The main drawback of classical ADF and PP tests is the low power of test in small samples and their asymptotic distribution discontinuous. In contrast, many prominent scholars support the Bayesian unit root tests. In the present study, Bayesian unit root
Mojtaba Rostami +1 more
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Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series
Econometrics, 2016 In cointegration analysis, it is customary to test the hypothesis of unit roots separately for each single time series. In this note, we point out that this procedure may imply large size distortion of the unit root tests if the DGP is a VAR.
Nunzio Cappuccio, Diego Lubian
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Fractional Integration and Its Influence on Unit Root and Co- Integration Analysis
Economia Aplicada, 2016 This study assesses the power of traditional unit root and co-integration tests when they are applied to fractionally integrated stochastic processes in the 0 ≤ d ≤ 1 range.
Guilherme de Oliveira Lima C. Marques
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