Testing the nominal-to-real transformation

75 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis (2014, unknown): “When data are non-stationary, such testing is particularly important as invalid homogeneity restrictions are likely to change cointegration properties and statistical inference in often unknown ways (Kongsted 2005).”
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate (2010, result): “They are strengthened by other studies that nd I(2) trends in other data sets that include exchange rates, goods prices, and money supplies, see Juselius (1994), Kongsted (2003, 2005), Kongsted and Nielsen (2004), and Bacchiocchi and Fanelli (2005).”