References
Bohn, H. (1995). The Sustainability of Budget Deficits in a Stochastic Economy. Journal of Money, Credit and Banking, 27(1), 257-271.
---------- (2007). Are Stationary and Cointegration Restrictions Really Necessary for the Inter-temporal Budget Constraint? Journal of Monetary Economics, 54(7), 1837-1847.
Burger, P., Stuart, I., Jooste, C., & Cuevas, A. (2011). Fiscal Sustainability and the Fiscal Reaction Function for South Africa. IMF Working Paper, 11/69, Retrieved from
Demetrescu, M., & Kruse, R. (2012). The Power of Unit Root Tests against Nonlinear Local Alternatives. Journal of Time Series Analysis, 34(1), 40-61.
Eklund, B. (2003a). Testing the Unit Root Hypothesis against the Logistic Smooth Transition Autoregressive Model. Working Paper, 546, Retrieved from
http://swopec.hhs.se/hastef/papers/hastef0546.pdf.
---------- (2003b). A Nonlinear Alternative to the Unit Root Hypothesis. Working Paper, 547, Retrieved from
Enders, W., & Granger, C. (1998). Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates. Journal of Business and Economic Statistics, 16(3), 304-311.
Granger, C. W. J., & Newbold, P. (1973). Some Comments on the Evaluation of Economic Forecasts. Applied Economics, 5(1), 35-47.
He, C., & Sandberg, R. (2005a). Testing Parameter Constancy in Unit Root Autoregressive Models against Continuous Change. SSE/EFI Working Paper Series in Economics and Finance, 579, Retrieved from http://swopec.hhs.se/hastef/papers/hastef0579.pdf.
---------- (2005b). Dickey-Fuller Type of Tests against Non-Linear Dynamic Models. SSE/EFI Working Paper Series in Economics and Finance, 580, Retrieved from
---------- (2005c). Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model Where the Time Dimension Is Fixed. SSE/EFI Working Paper Series in Economics and Finance, 581, Retrieved from
Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a Unit Root in the Nonlinear STAR Framework. Journal of Econometrics, 112, 359-379.
Li, Y. (2007). Testing the Unit Root Hypothesis in Smooth Transition Autoregressive (STAR) Models (Master's Thesis). Dalarna University, Retrieved from http://www.statistics.du.se/essays/D07A.Li.Y.pdf.
Lyócsa, S., Vyrost, T., & Boumohl, E. (2011). Unit Root and Stationary Testing with Empirical Application on Industrial Production of CEE-4 Countries. MPRA Paper, 29648, Retrieved from
https://mpra.ub.uni-muenchen.de/29648/1/MPRA_paper_29648.pdf.
McMillan, D. G. (2007). Bubbles in the Dividend-Price Ratio? Evidence from an Asymmetric Exponential Smooth-Transition Model. Journal of Banking & Finance, 31(3), 787-804.
Nobay, B., Paya, I., & Peel, D. A. (2010). Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion. Journal of Money, Credit and Banking, 42(1), 135-150.
Sarantis, N. (1999). Modeling Non- Linarites in Real Effective Exchange Rates. Journal of International Money and Finance, 18(1), 27-45.
Sarno, L., Taylor, M. P., & Chowdhury, I. (2004). Nonlinear Dynamics in Deviations from the Law of One Price: a Broad-Based Empirical Study. Journal of International Money and Finance, 23(1), 1-25.
Taylor, M., Peel, D., & Sarno, L. (2001). Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles. International Economic Review, 42(4), 1015-1042.
Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208-218.
---------- (1998). Modeling Economic Relationships with Smooth Transition Regressions. Handbook of Applied Economic Statistics, New York: Marcel Dekker Press.
Tong, H. (1990). Non-Linear Time Series. Oxford: Oxford Science Publications.