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Brissimis, Sophocles and Petros Migiakis, (2010), Inflation persistence and the rationality of inflation expectations, MPRA Paper, University Library of Munich, Germany

Cerrato, Mario; Christian de Peretti; Rolf Larsson and Nick Sarantis, (2009), A Nonlinear Panel Unit Root Test under Cross Section Dependence, Working Papers, Business School - Economics, University of Glasgow

Cerrato, Mario; Hyunsok Kim and Ronald MacDonald, (2009), 3-Regime symmetric STAR modeling and exchange rate reversion, Working Papers, Business School - Economics, University of Glasgow

Cerrato, Mario; Hyunsok Kim and Ronald MacDonald, (2010), Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion, Journal of Money, Credit and Banking, 42, (7), 1447-1467

Chang, Shu-Chen, (2008), Asymmetric cointegration relationship among Asian exchange rates, Economic Change and Restructuring, 41, (2), 125-141

Chen, Shu-Ling and Hyeongwoo Kim, (2009), Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets, MPRA Paper, University Library of Munich, Germany

Chortareas, Georgios and George Kapetanios, (2006), The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests, Bank of England working papers, Bank of England

Christopoulos, Dimitris, (2004), Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests, Macroeconomics, University Library of Munich, Germany

Christopoulos, Dimitris and Miguel Leon-Ledesma, (2004), Current Account Sustainability in the US: What Do We Really Know About It?, Studies in Economics, School of Economics, University of Kent

Christopoulos, Dimitris and Miguel Leon-Ledesma, (2009), Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates, MPRA Paper, University Library of Munich, Germany

Cioffi, Antonio; Fabio Santeramo and Cosimo Damiano Vitale, (2009), The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes, MPRA Paper, University Library of Munich, Germany

Cioffi, Antonio; Fabio Santeramo and Cosimo Damiano Vitale, (2010), The price stabilization effects of the EU entry price scheme for fruits and vegetables, MPRA Paper, University Library of Munich, Germany

Cuestas, Juan, (2007), PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: AN ANALYSIS OF UNIT ROOTS AND NONLINEARITIES, Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

Cuestas, Juan and Karsten Staehr, (2011), Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe, No wp2011-08, Bank of Estonia Working Papers, Bank of Estonia

Cushman, David, (2008), Real exchange rates may have nonlinear trends, International Journal of Finance & Economics, 13, (2), 158-173

Darné, Olivier and Amelie Charles, (2009), Large shocks in U.S. macroeconomic time series: 1860–1988, Working Papers, HAL

Donauer, Stefanie; Florian Heinen and Philipp Sibbertsen, (2010), Identification problems in ESTAR models and a new model, Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

Duasa, Jarita, (2008), Income convergence of divergence? Study on selected Muslim countries, MPRA Paper, University Library of Munich, Germany

Dufrénot, Gilles; Valérie Mignon and Théo Naccache, (2009), The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”, Discussion Papers, University of Nottingham, CREDIT

Emmanouilides, Christos and Panos Fousekis, (2009), Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States, Economics Bulletin, 29, (1), 182-189

Erlat, Haluk, (2004), Unit roots or nonlinear stationarity in Turkish real exchange rates, Applied Economics Letters, 11, (10), 645-650

Gao, Jiti and Maxwell King, (2011), A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors, No 20/11, Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Gregoriou, Andros and Alexandros Kontonikas, (2005), Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test, Working Papers, Business School - Economics, University of Glasgow

Gustavsson, Magnus and Pär Österholm, (2006), Does Unemployment Hysteresis Equal Employment Hysteresis?, No 2006:15, Working Paper Series, Uppsala University, Department of Economics

Habibullah, Muzafar Shah; A.M. Dayang-Afizzah; Venus Liew and Kian-Ping Lim, (2008), Testing nonlinear convergence in Malaysia,1965-2003, MPRA Paper, University Library of Munich, Germany

Harrison, Barry and Winston Moore, (2009), STOCK MARKET COMO VEMENT IN THE EUROPEAN UNION AND TRANSITION COUNTRIES, Studii Financiare (Financial Studies), 13, (3), 124-151

Harvey, David; Stephen Leybourne and Bin Xiao, (2007), A powerful test for linearity when the order of integration is unknown, Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics

Harvey, David; Stephen Leybourne and Bin Xiao, (2007), A powerful test for linearity when the order of integration is unknown, Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics

Hasanov, Mübariz; Ayşen Araç and Funda Telatar, (2012), Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey, No 20123, Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics

Hasanov, Mübariz and Tolga Omay, (2007), Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests, Central Bank Review, 7, (2), 1-12

He, Changli and Rickard Sandberg, (2005), Dickey-Fuller Type of Tests against Nonlinear Dynamic Models, No 580, SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics

Holmes, Mark; Theodore Panagiotidis and Jesus Otero, (2011), Real Interest Parity: A note on Asian countries using panel stationarity tests, Discussion Paper Series, Department of Economics, University of Macedonia

Jimenez-Martin, Juan and M. Robles-Fernandez, (2010), PPP: Delusion or Reality? Evidence from a Nonlinear Analysis, Open Economies Review, 21, (5), 679-704

Kapetanios, George and Yongcheol Shin, (2003), GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks, Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh

Kapetanios, George and Yongcheol Shin, (2003), Unit Root Tests in Three-Regime SETAR Models, Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh

Kapetanios, George; Yongcheol Shin and Andy Snell, (2000), Testing for a Unit Root against Nonlinear STAR Models, Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh

Kim, Hyeongwoo and Young-Kyu Moh, (2009), A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity, MPRA Paper, University Library of Munich, Germany

Kisswani, Khalid and Salah Nusair, (2011), Non-linear convergence in Asian interest rates and inflation rates, MPRA Paper, University Library of Munich, Germany

Koustas, Zisimos; Jean-Francois Lamarche and Apostolos Serletis, (2006), Threshold Random Walks in the U.S. Stock Market, No 0602, Working Papers, Brock University, Department of Economics

Kruse, Robinson, (2008), A new unit root test against ESTAR based on a class of modified statistics, Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

Kruse, Robinson, (2011), A new unit root test against ESTAR based on a class of modified statistics, Statistical Papers, 52, (1), 71-85

Kuswanto, Heri and Philipp Sibbertsen, (2009), Testing for Long Memory Against ESTAR Nonlinearities, Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

Landajo, Manuel and María José Presno, (2010), Nonparametric pseudo-Lagrange multiplier stationarity testing, MPRA Paper, University Library of Munich, Germany

Lanzafame, Matteo, (2010), The nature of regional unemployment in Italy, Empirical Economics, 39, (3), 877-895

Leon, Hyginus and Serineh Najarian, (2005), Asymmetric adjustment and nonlinear dynamics in real exchange rates, International Journal of Finance & Economics, 10, (1), 15-39

Li, Yushu and Ghazi Shukur, (2009), Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion, No 2009:6, CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics

Li, Yushu and Ghazi Shukur, (2009), Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion, No 184, Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies

Liew, Venus, (2003), The Validity of PPP Revisited: An Application of Non-linear Unit Root Test, International Finance, University Library of Munich, Germany

Liew, Venus; Ahmad Zubaidi Baharumshah and Kian-Ping Lim, (2004), On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity, International Finance, University Library of Munich, Germany

Liew, Venus; Ahmad Zubaidi Baharumshah and Terence Tai Leung Chong, (2004), Are Asian Real Exchange Rates Stationary?, International Finance, University Library of Munich, Germany

Liew, Venus; Kian-Ping Lim; Evan Lau and Chee-Keong Choong, (2003), Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia, International Finance, University Library of Munich, Germany

Liew, Venus; Kian-Ping Lim; Evan Lau and Chee-Keong Choong, (2003), Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia, International Finance, University Library of Munich, Germany

Liew, Venus and Yusuf Ahmad, (2006), Income convergence? Evidence of non-linearity in the East Asian Economies: A comment, MPRA Paper, University Library of Munich, Germany

Liew, Venus and Yusuf Ahmad, (2007), Income convergence: fresh evidence from the Nordic countries, MPRA Paper, University Library of Munich, Germany

Liew, Venus; Zhuo Qiao and Wing-Keung Wong, (2010), Linearity and stationarity of G7 government bond returns, MPRA Paper, University Library of Munich, Germany

Lim, Kian-Ping and Venus Liew, (2003), Testing for Non-Linearity in ASEAN Financial Markets, Finance, University Library of Munich, Germany

Lothian, James and Mark Taylor, (2006), Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?, The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

Lucchetti, Riccardo (Jack) and Giulio Palomba, (2008), Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity, MPRA Paper, University Library of Munich, Germany

Lyócsa, Štefan; Tomáš Výrost and Eduard Baumohl, (2011), Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries, MPRA Paper, University Library of Munich, Germany

Maki, Daiki, (2006), Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework, Applied Financial Economics, 16, (17), 1301-1307

Maki, Daiki, (2008), The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications, Computational Economics, 31, (1), 77-94

McMillan, David G. and Mark Wohar, (2010), Stock return predictability and dividend-price ratio: a nonlinear approach, International Journal of Finance & Economics, 15, (4), 351-365

Million, Nicolas, (2008), Test simultané de la non-stationnarité et de la non-linéarité: une application au taux d.intérêt réel américain, Working papers, Banque de France

Murthy, Vasudeva and Emmanuel Anoruo, (2009), Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?, Economics Bulletin, 29, (4), 2492-2504

Narayan, Paresh, (2006), Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India, Applied Economics, 38, (1), 63-70

Noriega, Antonio and Daniel Ventosa-Santaulària, (2010), Spurious Long-Horizon Regression in Econometrics, No 2010-06, Working Papers, Banco de México

Norman, Stephen, (2009), Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one, Economics Bulletin, 29, (3), 2152-2173

Omay, Nazli C. and Ece Karadagli, (2010), Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach, MPRA Paper, University Library of Munich, Germany

Ozdemir, Zeynel; Mehmet Balcilar and Aysıt Tansel, (2011), International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?, No 6063, IZA Discussion Papers, Institute of Labor Economics (IZA)

Ozturk, Ilhan and Huseyin Kalyoncu, (2007), Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test, MPRA Paper, University Library of Munich, Germany

Park, Joon Y. and Mototsugu Shintani, (2006), Testing for a Unit Root against Transitional Autoregressive Models, Levine's Bibliography, UCLA Department of Economics

Paya, Ivan and David Peel, (2005), THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS, Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

Paya, Ivan and David Peel, (2005), The process followed by PPP data. On the properties of linearity tests, Applied Economics, 37, (21), 2515-2522

Presno, María and Manuel Landajo, (2010), Computation of limiting distributions in stationarity testing with a generic trend, Metrika: International Journal for Theoretical and Applied Statistics, 71, (2), 165-183

Ramajo, Julian and Montserrat Ferré, , TESTING FOR LONG-RUN PURCHASING POWER PARITY IN THE POST BRETTON WOODS ERA: EVIDENCE FROM OLD AND NEW TESTS, No 24-05 Classification-JEL : C23, F31, G15., Working Papers, Instituto de Estudios Fiscales

Rothe, Christoph and Philipp Sibbertsen, (2006), Phillips-Perron-type unit root tests in the nonlinear ESTAR framework, AStA Advances in Statistical Analysis, 90, (3), 439-456

Seo, Byeongseon, (2004), Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models, No 749, Econometric Society 2004 Far Eastern Meetings, Econometric Society

Shahbaz, Muhammad; Aviral Tiwari and Saleheen Khan, (2012), Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests, MPRA Paper, University Library of Munich, Germany

Shelley, Gary and Frederick Wallace, (2010), Further evidence regarding nonlinear trend reversion of real GDP and the CPI, MPRA Paper, University Library of Munich, Germany

Smallwood, Aaron and Stefan Norrbin, (2004), Estimating cointegrating vectors using near unit root variables, Applied Economics Letters, 11, (12), 781-784

Snell, Andy; George Kapetanios and Yongcheol Shin, (2004), Testing for nonlinear cointegration between stock prices and dividends, Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group

Tansel, Aysıt; Zeynel Ozdemir and Mehmet Balcilar, (2011), International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?, Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum

Tiwari, Aviral; Muhammad Shahbaz and Shahbaz Shabbir, (2011), Is per capita GDP non-linear stationary in SAARC countries?, MPRA Paper, University Library of Munich, Germany

Tsoulfidis, Lefteris and Persefoni Tsaliki, (2013), Classical competition and regulating capital: theory and empirical evidence, MPRA Paper, University Library of Munich, Germany

Tyrowicz, Joanna and Piotr Wójcik, (2011), Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland, Review of Economic Analysis, 3, (1), 59-79

Yang, Fuyu, (2007), Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model, No 07/11, Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester

Yildirim, Dilem; Ralf Becker and Denise Osborn, (2009), Bootstrap Unit Root Tests for Nonlinear Threshold Models, Economics Discussion Paper Series, Economics, The University of Manchester