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Testing the purchasing power parity through I(2) cointegration techniques. (2005). Fanelli, Luca ; Bacchiocchi, Emanuele.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:20:y:2005:i:6:p:749-770.

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  1. Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen.
    In: Empirica.
    RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8.

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  3. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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  4. A residual-based ADF test for stationary cointegration in I(2) settings. (2015). Gómez Biscarri, Javier ; Gomez-Biscarri, Javier ; Hualde, Javier.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:184:y:2015:i:2:p:280-294.

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  5. Testing for near I(2) trends when the signal to noise ratio is small. (2014). juselius, katarina.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20148.

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  6. A residual-based ADF test for stationary cointegration in I (2) settings. (2014). Gómez Biscarri, Javier ; Hualde, Javier.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1439.

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  7. A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings. (2014). Gómez Biscarri, Javier ; Gomez-Biscarri, Javier ; Hualde, Javier.
    In: Working Papers.
    RePEc:bge:wpaper:779.

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  8. Testing for Near I (2) Trends When the Signal to Noise Ratio is Small. (2013). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1401.

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  9. Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs. (2013). Lucchetti, Riccardo (Jack) ; Fachin, Stefano ; Di Iorio, Francesca.
    In: Working Papers.
    RePEc:anc:wpaper:395.

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  10. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2012-46.

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  11. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
    RePEc:nlv:wpaper:1208.

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  12. Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. (2010). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:117-129.

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  13. An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application. (2009). Rahbek, Anders ; Nielsen, Heino Bohn ; Kurita, Takamitsu.
    In: Discussion Papers.
    RePEc:kud:kuiedp:0913.

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  14. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings. (2009). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael D..
    In: CREATES Research Papers.
    RePEc:aah:create:2009-01.

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  15. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings. (2008). juselius, katarina ; Johansen, Soren ; Goldberg, Michael D. ; Frydman, Roman .
    In: Discussion Papers.
    RePEc:kud:kuiedp:0831.

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  16. Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets. (2008). Listorti, Giulia.
    In: Working Papers.
    RePEc:anc:wpaper:318.

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  17. Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate. (2008). juselius, katarina ; Johansen, Soren ; Frydberg, Roman ; Goldberg, Michael .
    In: CREATES Research Papers.
    RePEc:aah:create:2008-03.

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  18. Speed of Adjustment in Cointegrated Systems. (2007). Paruolo, Paolo ; Fanelli, Luca.
    In: MPRA Paper.
    RePEc:pra:mprapa:9174.

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  19. Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?. (2007). Haug, Alfred ; Basher, Syed.
    In: Working Papers.
    RePEc:otg:wpaper:0712.

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References

References cited by this document

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