199. Koyck L.M. (1954) “Distributed Lags and Investment Analysis”.

North-Holland Publishing Company, Amsterdam.

200. Kwiatkowski D., P.C.B. Phillips, P. Schmidt, Y. Shin (1992) “Testing

of the Null Hypothesis of Stationary against the Alternative of a

Unit Root”, Journal of Econometrics, 54, 159-178.

201. Leybourne S., T. Mills, P. Newbold (1998) “Spurious Rejections

by Dickey-Fuller Tests in the Presence of a Break Under Null”,

Journal of Econometrics, 87, 191-203.

202. Leybourne S.J. (1995) “Testing for Unit Roots Using Forward and

Reverse Dickey-Fuller Regressions”, Oxford Bulletin of Economics

and Statistics, 57, 559-571.

203. Lumsdaine R.L., Kim I.M. (1997) “Structural Change and Unit

Roots”, The Review of Economics and Statistics, 79, 212-218.

204. MacKinnon, J.G. (1991) “Critical Values for Cointegration Tests,”

Глава 13 в Long-run Economic Relationships: Readings in Cointegration,

edited by R.F.Engle and C.W.J. Granger, Oxford University

Press.

205. Maddala G.S., In-Moo Kim (1998) Unit Roots, Cointegration, and

Structural Change. Cambridge University Press, Cambridge.

206. Metin K. (1995) “An Integrated Analysis of Turkish Inflation”,

Oxford Bulletin of Economics and Statistics, 57, №4, 513-532.

207. Milas C. (1998) “Demand for Greek Imports Using Multivariate

Cointegration Technique”, Applied Economics, 30, №11, 1483-

1492.

208. Mills T.C. (1993) The Econometric Modeling of Financial Time

Series. Cambridge University Press, Cambridge.

209. Molana H. (1994) “Consumption and Fiscal Theory. UK Evidence

from a Cointegration Approach”, Dundee Discussion Papers, University

of Dundey, Dundey, Scotland.

210. Murray C.J., C.R. Nelson (2000) “The Uncertain Trend in U.S.

GDP”, Journal of Monetary Economics, 46, 79-95.

211. Nadal-De Simone F., W.A. Razzak (1999) “Nominal Exchange

Rates and Nominal Interest Rate Differentials”, IMF Working Paper

WP/99/141.

212. Nelson C.R., C.I. Plosser (1982) “Trends and Random Walks in

Macroeconomic Time Series”, Journal of Monetary Economics, 10,

139-162.

213. Nelson C.R., H. Kang (1981) “Spurious Periodicity in Inappropriately

Detrended Time Series”, Journal of Monetary Economics, 10,

139-162.

if gte vml