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Testing the Random Walk Hypothesis: Power versus Frequency of Observation. (1985). Shiller, Robert ; Perron, Pierre.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0045.

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  93. Informality and Openness to Trade: Insights from Cross-sectional and Panel Analyses. (2012). Fugazza, Marco ; Fiess, Norbert.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:6:y:2012:i:2:p:235-275.

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  94. Duration dependence test for rational speculative bubble: the strength and weakness. (2012). Ahmad, Mahyudin.
    In: MPRA Paper.
    RePEc:pra:mprapa:42156.

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  95. Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency. (2012). Lim, Kai Jie Shawn ; Lau, Joshua ; Chadha, Pavneet ; Potdar, Nishad ; Lim Kai Jie, Shawn, .
    In: MPRA Paper.
    RePEc:pra:mprapa:41834.

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  96. The long-run determinants of fertility: one century of demographic change 1900–1999. (2012). Vollmer, Sebastian ; Strulik, Holger ; Herzer, Dierk.
    In: Journal of Economic Growth.
    RePEc:kap:jecgro:v:17:y:2012:i:4:p:357-385.

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  97. Academic tourism demand in Galicia, Spain. (2012). Rodríguez, Xosé ; Pawlowska, Ewa ; Martinez-Roget, Fidel ; Rodriguez, Xose A.
    In: Tourism Management.
    RePEc:eee:touman:v:33:y:2012:i:6:p:1583-1590.

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  98. Testing for Cointegration in the Presence of Moving Average Errors. (2012). Lence, Sergio ; Mallory, Mindy.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:2.

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  99. Has the Fed Reacted Asymmetrically to Stock Prices?. (2012). Ravn, Søren Hove.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:12:y:2012:i:1:n:14.

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  100. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2012_047.

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  101. Present value model between prices and dividends with constant and time-varying expected returns: enterprise-level Brazilian stock market evidence from non-stationary panels. (2012). Rivera Rivera, Edward ; Marçal, Emerson.
    In: Brazilian Business Review.
    RePEc:bbz:fcpbbr:v:9:y:2012:i:4:p:51-86.

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  102. The volatility of world crude oil prices. (2011). Kuncoro, Haryo.
    In: Economic Journal of Emerging Markets.
    RePEc:uii:journl:v:3:y:2011:i:1:p:1-15.

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  103. Covariate selection for testing purchasing power parity. (2011). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:15:p:1923-1933.

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  104. Balanced growth and structural breaks: evidence for Germany. (2011). zamparelli, luca ; Herzer, Dierk ; Kemper, Niels.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:2:p:409-424.

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  105. The euro effect on trade: evidence in gravity equations using panel cointegration techniques. (2011). Tamarit, Cecilio ; Gómez-Herrera, Estrella ; Cecilio R. Tamarit Escalona, .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2011-07.

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  106. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong ; Chiarella, Carl ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
    In: International Journal of Behavioural Accounting and Finance.
    RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:101-139.

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  107. Further evidence on purchasing power parity and country characteristics. (2011). Wu, Jyh-lin ; Hou, Han ; Cheng, Su-Yin .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:2:p:257-266.

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  108. The global dimension to fiscal sustainability. (2011). MacDonald, Ronald ; Fiess, Norbert ; Byrne, Joseph.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:2:p:137-150.

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  109. Financial integration in the pacific basin region: RIP by PANIC attack?. (2011). Bonham, Carl ; Amornthum, Somchai.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:6:p:1019-1033.

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  110. Housing Prices and Fundamentals: The Role of a Supply Shifter.. (2011). Durmaz, Nazif.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00314.

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  111. Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area. (2011). Pericoli, Filippo Maria ; Pancotto, Francesca.
    In: Working Papers.
    RePEc:dsc:wpaper:14.

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  112. Hysteresis Hypothesis in Job Creation and Destruction: Evidence from the U.S.. (2011). Liu, De-Chih .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2011:v:12:i:2:p:389-409.

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  113. A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets. (2011). Mayordomo, Sergio ; Romo, Juan ; Pea, Juan Ignacio.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_47en.

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  114. TRADE LIBERALIZATION AND INFORMALITY: NEW STYLIZED FACTS. (2010). Fugazza, Marco ; Fiess, Norbert.
    In: UNCTAD Blue Series Papers.
    RePEc:unc:blupap:43.

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  115. Extremal behavior of aggregated economic processes in a structural growth model. (2010). Eyquem, Aurélien ; Auray, Stéphane ; JOUNEAU -SION, Frederic ; Jouneau-Sion, Frederic .
    In: Cahiers de recherche.
    RePEc:shr:wpaper:09-17.

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  116. Has Egypt’s Monetary Policy Changed after The Float?. (2010). Selim, Hoda.
    In: Working Papers.
    RePEc:erg:wpaper:543.

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  117. Bank mergers, branch networks and economic growth: Theory and evidence from Canada, 1889-1926. (2010). Chu, Kam Hon .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:1:p:265-283.

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  118. Trends in world energy prices. (2010). Ghoshray, Atanu ; Johnson, Ben .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1147-1156.

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  119. Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?. (2010). Rault, Christophe ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2934.

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  120. DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS. (2010). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Josep Lluis Carrion-i-Silvestre, .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:57:y:2010:i:5:p:568-590.

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  121. ESTIMATING IMPORT AND EXPORT DEMAND ELASTICITIES FOR MAURITIUS AND SOUTH AFRICA. (2010). Narayan, Seema.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:49:y:2010:i:3:p:241-252.

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  122. Oil prices and stock markets: what drives what in the Gulf Corporation Council countries?. (2009). Rault, Christophe ; AROURI, Mohamed ; ohamed El Hedi AROURI, .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2009-960.

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  123. Purchasing power parity in Korean city panels with disaggregate price indices. (2009). Han, K. ; Oh, Y..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:1:p:45-49.

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  124. The Clustering of Extreme Movements: Stock Prices and the Weather. (2009). Malkiel, Burton G ; Grecu, Alex ; Saha, Atanu .
    In: Working Papers.
    RePEc:pri:cepsud:186malkiel.pdf.

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  125. The Clustering of Extreme Movements: Stock Prices and the Weather. (2009). Grecu, Alex ; Malkiel, Burton G. ; Saha, Atanu .
    In: Working Papers.
    RePEc:pri:cepsud:186malkiel.

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  126. The Clustering of Extreme Movements: Stock Prices and the Weather. (2009). Saha, Atanu ; Malkiel, Burton G ; Grecu, Alex .
    In: Working Papers.
    RePEc:pri:cepsud:186.

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  127. Balanced growth and structural breaks: Evidence for Germany. (2009). zamparelli, luca ; Herzer, Dierk ; Kemper, Niels.
    In: MPRA Paper.
    RePEc:pra:mprapa:14944.

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  128. Do Inflation-Targeting Central Banks Implicitly Target the Price Level?. (2009). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:16-2009.

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  129. Three essays concerning agriculture and energy. (2009). Baker, Mindy Lyn.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:200901010800001849.

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  130. Sampling at different frequencies, and the power of panel unit root tests. (2009). Gutierrez, Luciano.
    In: Economics Letters.
    RePEc:eee:ecolet:v:102:y:2009:i:1:p:59-61.

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  131. An Augmented UK Private Expenditure Function. (2009). Martin, Bill.
    In: Working Papers.
    RePEc:cbr:cbrwps:wp384.

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  132. Kuwaiti Consumption in the Presence of Dramatic Economic Events: 1973-2003. (2009). Nusair, Salah ; Packey, Daniel J..
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:5:y:2009:i:2:n:1.

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  133. ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH. (2009). Mignon, Valérie ; Béreau, Sophie ; Benassy-Quere, Agnès ; Bereau, Sophie .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:56:y:2009:i:5:p:608-633.

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  134. RESURRECTING THE U.K. HISTORIC SECTOR NATIONAL ACCOUNTS. (2009). Martin, Bill.
    In: Review of Income and Wealth.
    RePEc:bla:revinw:v:55:y:2009:i:3:p:737-751.

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  135. Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests. (2009). Yunus, Nafeesa.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:3:p:383-411.

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  136. PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON-LINEARITY. (2009). Wu, Jyh-lin ; Chen, Pei-Fen ; LEE, CHING-NUN .
    In: Manchester School.
    RePEc:bla:manchs:v:77:y:2009:i:3:p:271-287.

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  137. TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE. (2009). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Manchester School.
    RePEc:bla:manchs:v:77:y:2009:i:1:p:112-126.

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  138. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:231.

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  139. Argentinean real exchange rate 1900-2006, test purchasing power parity theory. (2008). Dal Bianco, Marcos.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:35:y:2008:i:1:p:33-64.

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  140. Testing for the Fisher hypothesis under regime shifts: an application to Asian countries. (2008). Nusair, Salah.
    In: International Economic Journal.
    RePEc:taf:intecj:v:22:y:2008:i:2:p:273-284.

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  141. Estimating banks equity duration: a panel cointegration approach. (2008). Roca, Eduardo ; Hatemi-J, Abdulnasser.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:14:p:1173-1180.

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  142. Forecasting Interest Rates in India. (2008). Dua, Pami.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:2:y:2008:i:1:p:1-41.

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  143. Are Shocks to Barbados Long-Stay Visitor Arrivals Permanent or Temporary: A Short Empirical Note. (2008). Skeete, Stephney ; Francis, Brian ; Lorde, Troy.
    In: MPRA Paper.
    RePEc:pra:mprapa:95597.

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  144. AN EMPIRICAL INVESTIGATION ON THE SUSTAINABILITY OF BALANCING ITEM OF BALANCE OF PAYMENT ACCOUNTS FOR OIC MEMBER COUNTRIES. (2008). Tang, Tuck Cheong ; Lau, Evan.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2008-31.

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  145. Studying the role of political competition in the evolution of government size over long horizons. (2008). Winer, Stanley ; Park, Soo-Bin ; Ferris, J. Stephen.
    In: Public Choice.
    RePEc:kap:pubcho:v:137:y:2008:i:1:p:369-401.

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  146. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:97.

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  147. Trade Liberalisation and Informality: New stylized facts. (2008). Fugazza, Marco ; Fiess, Norbert.
    In: Working Papers.
    RePEc:gla:glaewp:2008_34.

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  148. The Global Dimension to Fiscal Sustainability. (2008). MacDonald, Ronald ; Fiess, Norbert ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2008_10.

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  149. Examining the behaviour of visitor arrivals to Australia from 28 different countries. (2008). Narayan, Paresh.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:42:y:2008:i:5:p:751-761.

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  150. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Jirasakuldech, Benjamas ; Emekter, Riza .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:3:p:298-315.

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  151. New evidence on the convergence of per capita carbon dioxide emissions from panel seemingly unrelated regressions augmented Dickey–Fuller tests. (2008). Chang, Chun-Ping ; Lee, Chien-Chiang.
    In: Energy.
    RePEc:eee:energy:v:33:y:2008:i:9:p:1468-1475.

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  152. Is the environmental performance of industrialized countries converging? A SURE approach to testing for convergence. (2008). Tamarit, Cecilio ; Picazo-Tadeo, Andres ; Camarero, Mariam.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:66:y:2008:i:4:p:653-661.

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  153. The Global Dimension to Fiscal Sustainability. (2008). MacDonald, Ronald ; Fiess, Norbert ; Byrne, Joseph.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:27.

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  154. Why not use standard panel unit root test for testing PPP. (2008). Lyhagen, Johan .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07c20098.

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  155. Temporal Aggregation Effects in Choosing the Optimal Lag Order in Stable ARMA Models: Some Monte Carlo Results. (2008). Tserkezos, Dikaios ; Nikoloudaki, Maria.
    In: Working Papers.
    RePEc:crt:wpaper:0822.

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  156. Times series Factorial models with incertitute measures on ARMA processes and its application to final data. (2008). Virginie, Terraza ; Carole, Toque .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:08-07.

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  157. Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks. (2007). Smyth, Russell ; Lean, Hooi Hooi.
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:16:p:2109-2120.

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  158. Random walks in Middle Eastern stock markets. (2007). Smith, Graham.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:7:p:587-596.

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  159. Asset pricing and predictability of stock returns in the french market. (2007). Bellalah, Mondher ; Ellouz, Siwar .
    In: MPRA Paper.
    RePEc:pra:mprapa:4961.

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  160. Cointegration testing in dependent panels with breaks. (2007). Fachin, Stefano ; Di Iorio, Francesca.
    In: MPRA Paper.
    RePEc:pra:mprapa:3139.

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  161. The tactical and strategic value of hedge fund strategies: a cointegration approach. (2007). Füss, Roland ; Fuss, Roland ; ROLAND FÜSS, ; Kaiser, Dieter .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:4:p:425-444.

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  162. International migration with heterogeneous agents : theory and evidence. (2007). Schröder, Philipp ; Brücker, Herbert ; Brucker, Herbert ; Schroder, Philipp J. H., .
    In: IAB Discussion Paper.
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  163. Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis. (2007). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:200703.

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  164. IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach. (2007). Su, Chi-Wei ; Huang, Yi-Sung ; Lii, Peirchyi ; Zhang, Ning-Jun .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:31:p:1-12.

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  165. IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach. (2007). Su, Chi-Wei ; Huang, Yi-Sung ; Lii, Peirchyi ; Zhang, Ning-Jun .
    In: Economics Bulletin.
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  166. Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis. (2007). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp667.

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  167. Integration or Segmentation of the Malaysian Equity Market: An Analysis of Pre- and Post-Capital Controls. (2006). Ibrahim, Mansor.
    In: Journal of the Asia Pacific Economy.
    RePEc:taf:rjapxx:v:11:y:2006:i:4:p:424-443.

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  168. The response of industry employment to exchange rate shocks: evidence from panel cointegration. (2006). Hatemi-J, Abdulnasser ; Irandoust, Manuchehr.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:4:p:415-421.

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  169. Real exchange rates and real interest rates once again: a multivariate panel cointegration analysis. (2006). Chakrabarti, Avik.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:11:p:1217-1221.

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  170. Are Australias tourism markets converging?. (2006). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:10:p:1153-1162.

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  171. The real exchange rate and the Purchasing Power Parity puzzle: further evidence. (2006). Karanasos, Menelaos ; Sekioua, Sofiane H..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:199-211.

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  172. Asymmetric Information in Fads Models. (2006). Guasoni, Paolo.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:10:y:2006:i:2:d:10.1007_s00780-006-0006-4.

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  173. Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century. (2006). ANNAERT, J. ; VAN HYFTE, W..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/376.

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  174. Convergence de limpôt sur les sociétés dans lUnion européenne. (2006). Ruiz, Fernando.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2006_num_173_2_7940.

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  175. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models. (2006). Liew, Venus ; Baharumshah, Ahmad Zubaidi.
    In: Open Economies Review.
    RePEc:kap:openec:v:17:y:2006:i:2:p:235-251.

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  176. International Migration with Heterogeneous Agents: Theory and Evidence. (2006). Schröder, Philipp ; Brücker, Herbert ; Brucker, Herbert.
    In: IZA Discussion Papers.
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  177. Current account: mean-reverting or random walk behavior?. (2006). Chan, Tze-Haw ; Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:18:y:2006:i:1:p:90-107.

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  178. Bilateral trade flows and exchange rate sensitivity: Evidence from likelihood-based panel cointegration. (2006). Parmler, Johan ; Ekblad, Kristin ; Irandoust, Manuchehr.
    In: Economic Systems.
    RePEc:eee:ecosys:v:30:y:2006:i:2:p:170-183.

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  179. Real Interest Rate Parity: Evidence from Industrialized Countries. (2006). Nusair, Salah.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2006:v:7:i:2:p:425-457.

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  180. ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES. (2005). Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: Macroeconomics.
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  181. Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units. (2005). Fachin, Stefano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0507002.

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  182. Why Frequency Matters for Unit Root Testing. (2005). Klaassen, Franc ; Boswijk, H. Peter.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20040119.

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  183. Testing for the random walk hypothesis in the case of visitor arrivals: evidence from Indian tourism. (2005). Narayan, Paresh ; Bhattacharya, Mita.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:13:p:1485-1490.

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  184. An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach. (2005). Chang, Tsangyao ; Nieh, Chien-Chung ; Lee, Kuei-Chiu ; Wei, Ching-Chun.
    In: Applied Economics Letters.
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  185. Is Germanys GDP Trend-Stationary? A Measurement-With-Theory Approach / Ist das deutsche BIP trendstationär: Ein Measurement-With-Theory Ansatz. (2005). Lucke, Bernd.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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  186. FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION. (2005). Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, ; Irandoust, Manuchehr.
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  187. TESTING FOR LONG-RUN PURCHASING POWER PARITY IN THE POST BRETTON WOODS ERA: EVIDENCE FROM OLD AND NEW TESTS. (2005). Ramajo, Julian ; Ferré, Montserrat.
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  188. Tests of Purchasing Power Parity via cointegration analysis of heterogeneous panels with consumer price indices. (2005). Jenkins, Michael A. ; Snaith, Sean M..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:27:y:2005:i:2:p:345-362.

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  189. Does money matter in the CIS? Effects of monetary policy on output and prices. (2005). Starr, Martha.
    In: Journal of Comparative Economics.
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  190. A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze .
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    RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85.

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  191. Estimating income and price elasticities of imports for Fiji in a cointegration framework. (2005). Narayan, Seema.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:3:p:423-438.

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  192. Error Correction Exchange Rate Modeling Evidence for Mexico. (2004). Fullerton, Thomas ; CALDERON VILLARREAL, Cuauhtemoc ; Hattori, Miwa .
    In: International Finance.
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  193. The J-Curve: Evidence from Fiji. (2004). Narayan, Seema.
    In: International Review of Applied Economics.
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  194. Convergence of interest rates around the Pacific Rim. (2004). Wu, Jyh-lin ; Lee, Hsiu-Yun .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:12:p:1281-1288.

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  195. Current Account Deficits in the Transition Economies. (2004). Holmes, Mark.
    In: Prague Economic Papers.
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  196. The Purchasing Power Parity Debate. (2004). Taylor, Alan.
    In: NBER Working Papers.
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  197. Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis. (2004). Hatemi-J, Abdulnasser.
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  198. Testing the monetary model of exchange rate determination: a closer look at panels. (2004). Wohar, Mark ; Rapach, David E..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:6:p:867-895.

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  199. Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework. (2004). Perron, Pierre ; Vodounou, Cosme .
    In: Journal of Empirical Finance.
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  200. Are real exchange rates non-stationary? The Pacific Basin perspective. (2004). Wu, Jyh-lin ; Chen, Show-Lin ; Tsai, Li-Ju.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:2:p:425-438.

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  201. Interest Rate Modeling and Forecasting in India. (2004). SAHOO, SATYANANDA ; Dua, Pami ; Raje, Nishita .
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  202. THE PURCHASING POWER PARITY DEBATE. (2004). Taylor, Alan.
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  203. Purchasing Power Parity: Further Evidence and Implications. (2004). Hassanain, Khalifa.
    In: Review of Middle East Economics and Finance.
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  204. Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis. (2004). Groen, Jan ; Lombardelli, Clare.
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  205. The Purchasing Power Parity Debate. (2004). Taylor, Alan.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:18:y:2004:i:4:p:135-158.

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  206. Equity Returns and Inflation: The Puzzlingly Long Lags. (2003). McCarthy, Cornelia ; Lothian, James.
    In: International Finance.
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  207. A Generalised Version of the Balance-of-Payments Growth Model: An application to neighbouring regions. (2003). Nell, Kevin.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:17:y:2003:i:3:p:249-267.

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  208. Evidence on the stationarity of ERM exchange rates. (2003). Zhou, S..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:4:p:231-233.

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  209. Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods. (2003). Schumacher, Christian ; Dreger, Christian.
    In: Swiss Journal of Economics and Statistics (SJES).
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  210. The long-run relationship between house prices and income: evidence from local housing markets. (2003). Gallin, Joshua .
    In: Finance and Economics Discussion Series.
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  211. Persistence and stability in city growth. (2003). Sharma, Shalini.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:53:y:2003:i:2:p:300-320.

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  212. Panel unit root tests of purchasing power parity between Japanese cities, 1960-1998: disaggregated price data. (2003). Esaka, Taro .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:15:y:2003:i:2:p:233-244.

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  213. An aggregate model for the European Union. (2003). Bagnai, Alberto ; Carlucci, Francesco .
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    RePEc:eee:ecmode:v:20:y:2003:i:3:p:623-649.

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  214. Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests. (2002). Rapach, David E.
    In: Southern Economic Journal.
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  215. Price Discovery between Private and Public Housing Markets. (2002). Sing, Tien Foo ; Ong, Seow Eng.
    In: Urban Studies.
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  216. Exchange rate volatility and economic openness: A causal relation?. (2002). Gandolfo, Giancarlo ; Nicoletti, Giulio .
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  217. NOMINAL AND REAL EXCHANGE RATES AND PURCHASING POWER PARITY DURING THE GUATEMALAN FLOAT, 1897-1922. (2002). Schweigert, Thomas E..
    In: Journal of Economic Development.
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  218. Testing the Degree of Openness of the Greek Capital Account: A Cointegration Analysis. (2002). Georgantelis S., ; Paleologos J., .
    In: European Research Studies Journal.
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  219. Testing the monetary model of exchange rate determination: new evidence from a century of data. (2002). Wohar, Mark ; Rapach, David E..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:58:y:2002:i:2:p:359-385.

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  220. PPP May not Hold Afterall: A Further Investigation. (2002). Perron, Pierre ; Ng, Serena.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2002:v:3:i:1:p:43-64.

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  221. Beyond Burgernomics and MacParity: Exchange Rate Forecasts Based on the Law of One Price. (2002). Lutz, Matthias.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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  222. Equity Returns and Inflation: The Puzzlingly Long Lags. (2001). McCarthy, Cornelia ; Lothian, James.
    In: International Finance.
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  223. The Power of Cointegration Tests Versus Data Frequency and Time Spans. (2001). Zhou, SU.
    In: Southern Economic Journal.
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  224. A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange. (2001). Coutts, Andrew J. ; Kwong-C. Cheung, .
    In: Applied Economics Letters.
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  225. Error correction exchange rate modeling: Evidence for Mexico. (2001). Fullerton, Thomas ; CALDERON VILLARREAL, Cuauhtemoc ; Hattori, Miwa .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:25:y:2001:i:3:p:358-368.

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  226. Cointegration and Sampling Frequency. (2001). Chambers, Marcus.
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  227. Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries. (2001). Wu, Jyh-lin ; Lee, Hsiu-Yun .
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  228. Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993. (2001). Wohar, Mark ; Leybourne, Stephen ; Newbold, Paul.
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  229. The behavior of US public debt: a nonlinear perspective. (2001). Sarno, Lucio.
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  230. Purchasing Power Parity and the Real Exchange Rate. (2001). Taylor, Mark ; Sarno, Lucio.
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  231. Mean Reversion of Interest Rates in the Eurocurrency Market.. (2001). Wu, Jyh-lin ; Chen, Show-Lin .
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  232. Systematic sampling and real exchange rates. (2000). Sarno, Lucio.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  233. Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price. (2000). Taylor, Alan.
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  234. The monetary exchange rate model as a long-run phenomenon. (2000). Groen, Jan.
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  235. Integration of LIBOR and Treasury bill yields over different monetary regimes. (2000). Kahl, Douglas R. ; Clinebell, John M. ; Stevens, Jerry L..
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  236. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results. (2000). Smith, Jeremy ; Otero, Jesus.
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  237. Mean reversion of the current account: evidence from the panel data unit-root test. (2000). Wu, Jyh-lin.
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  238. Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions. (2000). Pons Rotger, Gabriel.
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  239. New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results. (2000). Groen, Jan.
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  240. Global Equilibrium Exchange Rates: Euro, Dollar, Ins, Outs, and Other Major Currencies in a Panel Cointegration Framework. (2000). Ubide, Angel ; Lopez, Humberto ; Alberola, Enrique ; Cervero, Susana G..
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  241. The Stability of Money Demand in South Africa, 1965-1997. (1999). Nell, Kevin.
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  242. Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models. (1999). Kleibergen, Frank ; Groen, Jan ; Jan J. J. Groen, .
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  243. A multi-country analysis of the temporary and permanent components of stock prices. (1999). Gallagher, Liam.
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  244. Long-Term Structural Price Relationships in Real Estate Markets. (1999). Chaudhry, Mukesh K. ; Sackley, William H. ; Christie-David, Rohan A..
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  245. Stochastic growth: Empirical evidence from the G7 countries. (1999). Sarno, Lucio.
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  246. The Determinants of Official and Free-Market Exchange Rates in Albania during Transition. (1999). Sanfey, Peter ; Papapanagos, Harry ; Muco, Marta .
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  247. The Asian currency crash: were badly driven fundamentals to blame?. (1999). MacDonald, Ronald ; Husted, Steven.
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  248. Financial Integration in East Asia. (1999). de Brouwer, Gordon .
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  249. The Determinants of Official and Free-Market Exchange Rates in Albania During Transition. (1998). Sanfey, Peter ; Papapanagos, Harry ; Muco, Marta .
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  250. The Monetary Exchange Rate Model as a Long-Run Phenomenon. (1998). Groen, Jan ; Jan J. J. Groen, .
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  251. International Financial Relations Under the Current Float: Evidence from Panel Data. (1998). Lothian, James ; Simaan, Yusif.
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  252. Increasing evidence of purchasing power parity over the current float. (1998). Papell, David ; Theodoridis, Hristos.
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  253. Monetary-based models of the exchange rate: a panel perspective. (1998). MacDonald, Ronald ; Husted, Steven.
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  254. The behavior of real exchange rates during the post-Bretton Woods period. (1998). Taylor, Mark ; Sarno, Lucio.
    In: Journal of International Economics.
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  255. Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William.
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  256. Inférence fondée sur les statistiques des rendements de long terme. (1998). Vodounou, Cosme .
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  257. The Determination of Agricultural Wage Rates in Bangladesh. (1998). Parikh, Ashok ; Palmer-Jones, Richard .
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:49:y:1998:i:1:p:111-133.

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  258. The sensitivity of estimates, inferences and forecasts of linear models. (1997). Banerjee, A. N..
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  259. Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807. (1997). Andersen, Dan H ; Voth, Hans-Joachim.
    In: Oxford Economic and Social History Working Papers.
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  260. Can family-planning programs cause a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariat. (1997). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
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  261. Real exchange rate behavior. (1997). Taylor, Mark ; Lothian, James.
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  262. Multi-country evidence on the behavior of purchasing power parity under the current float. (1997). Lothian, James.
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  263. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era. (1997). Melick, Will ; Gagnon, Joseph ; Edison, Hali.
    In: Journal of International Money and Finance.
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  264. Searching for stationarity: Purchasing power parity under the current float. (1997). Papell, David.
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  265. Real exchange-rate prediction over long horizons. (1997). Mark, Nelson ; Choi, Doo-Yull .
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  266. Observational equivalence and a stochastic cointegration test of the neoclassical and Romers increasing returns models. (1997). SIN, Chor-yiu (CY) ; Lau, Sau-Him Paul .
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  267. Using stochastic growth models to understand unit roots and breaking trends. (1997). Lau, Sau-Him Paul .
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  268. The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period. (1997). Taylor, Mark ; Sarno, Lucio.
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  269. Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence. (1997). SIN, Chor-yiu (CY) ; Lau, Sauhim Paul.
    In: The Economic Record.
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  270. Further Investigation of the Uncertain Unit Root in GNP. (1996). Cheung, Yin-Wong ; Chinn, Menzie.
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  271. A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies. (1996). Karemera, David ; AJAYI, Richard A..
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  272. Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach. (1996). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
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  273. Testing for a unit root in time series with trend breaks. (1996). Lee, Jim.
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  274. The behavior of secondary market prices of LDC syndicated loans. (1996). Urrutia, Jorge L. ; Sung, Hyun Mo, ; Lee, Sukhun .
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  275. Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: new evidence and methodological implications from an appl. (1996). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
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  276. Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Bollerslev, Tim ; Baillie, Richard ; Mikkelsen, Hans Ole.
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