Endogenous structural breaks and unit root tests : an application to Singapore by Wang, Eric Aik Peng

“…The seminal work on unit roots and macroeconomic variables was that of Nelson and Plosser (1982). …”
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Evidence for purchasing power parity under the current float : economic applications using panel data unit root test. by Lim, Siew Ming., Ng, Yi Ping.

“…It revisits long run equilibrium PPP under the current float for the period 1973-1998, using panel data unit root test analysis. We examine the existence of PPP with respect to openness. …”
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Testing of fisher effect in Malaysia by Mak Pui See, Ong Su-Yi, Shii Tuong Sen

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Foreign interest rate shocks and exchange rate regimes of small open economies : experience from Hong Kong and Singapore by Yang, Chuyi, Zhang, Tong, Zhu, Shitong

“…Theoretical framework was derived based on Mundell-Fleming Model and AD-AS Model, followed by applying Vector Error Correction Model (VECM) to estimate and interpret empirical results in Hong Kong and Singapore. Unit root test and Cointegration test were conducted to select the model before the identification of reduced VECM and structural form. …”
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Seasonal integration and co-integration : modelling tourism demand in Singapore. by Chen, Yen Yu.

“…The results indicate that unit roots at zero frequencies are present in all series. …”
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