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On The Performance of Wavelet based Unit Root Tests

In this paper, we apply the wavelet methods in the popular ADF tests of Dickey and Fuller (1981) and M tests of Ng and Perron (2001). Moreover, we provide an…

Long-run determinants of real exchange rate : New evidence based on panel data unit root and cointegration tests for MENA countries

This paper analyses the main determinants of real exchange rate in the Mena (Middle East and North Africa) countries. We apply new panel data unit-root tests…

An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks

This paper investigates the order of integration of inflation and interest rates in a panel of 19 countries. The results show that once multiple endogenous breaks…

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1. A Primer for Unit Root Testing Epub #kindle By Kerry Patterson 2. Book details Author : Kerry Patterson Pages : 192 pages Publisher : Palgrave Macmillan Language :…
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