{"id":"https://openalex.org/W1997390603","doi":"https://doi.org/10.1016/j.iref.2006.08.008","title":"Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time","display_name":"Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time","publication_year":2006,"publication_date":"2006-11-08","ids":{"openalex":"https://openalex.org/W1997390603","doi":"https://doi.org/10.1016/j.iref.2006.08.008","mag":"1997390603"},"language":"en","primary_location":{"id":"doi:10.1016/j.iref.2006.08.008","doi":"https://doi.org/10.1016/j.iref.2006.08.008","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2006.08.008","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Review of Economics & Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5063892132","display_name":"Ata Assaf","orcid":"https://orcid.org/0000-0001-6296-2086","observed_orcids":["https://orcid.org/0000-0001-6296-2086"]},"institutions":[{"id":"https://openalex.org/I74413500","display_name":"University of Windsor","ror":"https://ror.org/01gw3d370","country_code":"CA","type":"education","lineage":["https://openalex.org/I74413500"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Ata Assaf","raw_affiliation_strings":["Odette School of Business, University of Windsor, Windsor, Ontario, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Odette School of Business, University of Windsor, Windsor, Ontario, Canada","institution_ids":["https://openalex.org/I74413500"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5063892132"],"corresponding_institution_ids":["https://openalex.org/I74413500"],"apc_list":{"value":1930,"currency":"USD","value_usd":1930},"apc_paid":null,"fwci":2.0029,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.90205955,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"17","issue":"2","first_page":"269","last_page":"278"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.0007999999797903001,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/real-exchange-rate","display_name":"real exchange rate","score":0.9760000109672546},{"id":"https://openalex.org/keywords/nonstationarity","display_name":"non-stationarity","score":0.7860000133514404},{"id":"https://openalex.org/keywords/unit-root-tests","display_name":"unit root tests","score":0.8309999704360962},{"id":"https://openalex.org/keywords/purchasing-power-parity","display_name":"purchasing power parity","score":0.9010000228881836},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.9120000004768372},{"id":"https://openalex.org/keywords/regime-change","display_name":"regime change","score":0.9110000133514404},{"id":"https://openalex.org/keywords/bilateral-exchange-rates","display_name":"bilateral exchange rates","score":0.7149999737739563},{"id":"https://openalex.org/keywords/post-bretton-woods-era","display_name":"post-Bretton Woods era","score":0.8880000114440918}],"concepts":[{"id":"https://openalex.org/C195561663","wikidata":"https://www.wikidata.org/wiki/Q1307899","display_name":"Unit root","level":2,"score":0.7612676620483398},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5527356266975403},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5297690033912659},{"id":"https://openalex.org/C171078966","wikidata":"https://www.wikidata.org/wiki/Q111029","display_name":"Root (linguistics)","level":2,"score":0.46968796849250793},{"id":"https://openalex.org/C122637931","wikidata":"https://www.wikidata.org/wiki/Q118084","display_name":"Unit (ring theory)","level":2,"score":0.4212955832481384},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4085339307785034},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2768934965133667},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.059486836194992065},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C145420912","wikidata":"https://www.wikidata.org/wiki/Q853077","display_name":"Mathematics education","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.iref.2006.08.008","doi":"https://doi.org/10.1016/j.iref.2006.08.008","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2006.08.008","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Review of Economics & Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:reveco:v:17:y:2008:i:2:p:269-278","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1059-0560(06)00079-7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.4300000071525574,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W1481945423","https://openalex.org/W1500470240","https://openalex.org/W1506487916","https://openalex.org/W1607204504","https://openalex.org/W1608831805","https://openalex.org/W1690631001","https://openalex.org/W1965060437","https://openalex.org/W1968228269","https://openalex.org/W1975994995","https://openalex.org/W1976412556","https://openalex.org/W1979762804","https://openalex.org/W1980322558","https://openalex.org/W1981361503","https://openalex.org/W2020850080","https://openalex.org/W2021765450","https://openalex.org/W2023220153","https://openalex.org/W2025256220","https://openalex.org/W2028626408","https://openalex.org/W2039056898","https://openalex.org/W2039230659","https://openalex.org/W2040838100","https://openalex.org/W2044800679","https://openalex.org/W2049752238","https://openalex.org/W2049783746","https://openalex.org/W2052827830","https://openalex.org/W2065747393","https://openalex.org/W2084544944","https://openalex.org/W2100930860","https://openalex.org/W2116122657","https://openalex.org/W2121731493","https://openalex.org/W2134715408","https://openalex.org/W2142635246","https://openalex.org/W2146855196","https://openalex.org/W2153873215","https://openalex.org/W2159541381","https://openalex.org/W2160607725","https://openalex.org/W2167116520","https://openalex.org/W3122766067","https://openalex.org/W4230644069","https://openalex.org/W4240224771","https://openalex.org/W4293098276","https://openalex.org/W6628784365"],"related_works":["https://openalex.org/W2037757027","https://openalex.org/W2072524906","https://openalex.org/W1604130738","https://openalex.org/W3124661873","https://openalex.org/W2090235951","https://openalex.org/W1984490401","https://openalex.org/W1997436772","https://openalex.org/W2257437458","https://openalex.org/W2151490310","https://openalex.org/W7099044650"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}