Lund University School of Economics and Management, LUSEM

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  1. A panel CUSUM test of the null of cointegration

    Joakim Westerlund, 2005, In : Oxford Bulletin of Economics and Statistics. 67, 2, p. 231-262

    Research output: Contribution to journalArticle

  2. New improved tests for cointegration with structural breaks

    Joakim Westerlund & David Edgerton, 2007, In : Journal of Time Series Analysis. 28, 2, p. 188-224

    Research output: Contribution to journalArticle

  3. Testing for panel cointegration with multiple structural breaks

    Joakim Westerlund, 2006, In : Oxford Bulletin of Economics and Statistics. 68, 1, p. 101-132

    Research output: Contribution to journalArticle

  4. Testing for panel cointegration with a level break

    Joakim Westerlund, 2006, In : Economics Letters. 91, 1, p. 27-33

    Research output: Contribution to journalArticle

  5. Can panel data really improve the predictability of the monetary exchange rate model?

    Joakim Westerlund & Basher, S. A., 2007, In : Journal of Forecasting. 26, 5, p. 365-383

    Research output: Contribution to journalArticle

  6. Pooled Panel Unit Root Tests and the Effect of Past Initialization

    Joakim Westerlund, 2016, In : Econometric Reviews. 35, 3, p. 396-427

    Research output: Contribution to journalArticle

  7. Why is Chinese Regional Output Diverging?

    Joakim Westerlund, David Edgerton & Sonja Opper, 2010, In : Journal of Asian Economics. 21, 4, p. 333-344

    Research output: Contribution to journalArticle

  8. The Local Power of the CADF and CIPS Panel Unit Root Tests

    Joakim Westerlund, Hosseinkouchack, M. & Solberger, M., 2016, In : Econometric Reviews. 35, 5, p. 845-870

    Research output: Contribution to journalArticle

  9. A modified LLC panel unit root test of the PPP hypothesis

    Joakim Westerlund & Johan Blomquist, 2013, In : Empirical Economics. 44, 2, p. 833-860

    Research output: Contribution to journalArticle

  10. Panel cointegration and the neutrality of money

    Joakim Westerlund & Costantini, M., 2009, Empirical Economics. Physica Verlag, Vol. 36. p. 1-26

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  11. A note on the use of the LLC panel unit root test

    Joakim Westerlund, 2009, In : Empirical Economics. 37, 3, p. 517-531

    Research output: Contribution to journalArticle

  12. New simple tests for panel cointegration

    Joakim Westerlund, 2005, In : Econometric Reviews. 24, 3, p. 297-316

    Research output: Contribution to journalArticle

  13. Essays on Panel Cointegration

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy. 193 p.

    Research output: ThesisDoctoral Thesis (compilation)

  14. A New Poolability Test for Cointegrated Panels

    Joakim Westerlund & Hess, W., 2011, In : Journal of Applied Econometrics. 26, 1, p. 56-88

    Research output: Contribution to journalArticle

  15. Testing for Panel Cointegration with Multiple Structural Breaks

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 12).

    Research output: Working paper

  16. Panel Cointegration Tests of the Fisher Hypothesis

    Joakim Westerlund & David Edgerton, 2005, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 10).

    Research output: Working paper

  17. Panel Cointegration and the Neutrality of Money

    Joakim Westerlund & Costantini, M., 2006, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 18).

    Research output: Working paper

  18. Pooled Unit Root Tests in Panels with a Common Factor

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 9).

    Research output: Working paper

  19. Testing for Error Correction in Panel Data

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 11).

    Research output: Working paper

  20. Why is Chinese Regional Output Diverging?

    Joakim Westerlund, David Edgerton & Sonja Opper, 2008, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; vol. 2008, no. 15).

    Research output: Working paper

  21. New Improved Tests for Cointegration with Structural Breaks

    Joakim Westerlund & David Edgerton, 2006, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 3).

    Research output: Working paper

  22. A Panel CUSUM Test of the Null of Cointegration

    Joakim Westerlund, 2003, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 15).

    Research output: Working paper

  23. A Note on the Pooling of Individual PANIC Unit Root Tests

    Joakim Westerlund, 2007, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 5).

    Research output: Working paper

  24. Introduktion till ekonometri

    Joakim Westerlund, 2005, Studentlitteratur AB.

    Research output: Book/ReportBook

  25. Simple Tests for Cointegration in Dependent Panels with Structural Breaks

    Joakim Westerlund & David Edgerton, 2006, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 13).

    Research output: Working paper

  26. Feasible Estimation in Cointegrated Panels

    Joakim Westerlund, 2003, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 12).

    Research output: Working paper

  27. Panel Cointegration Tests with Deterministic Trends and Structural Breaks

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 42).

    Research output: Working paper

  28. A Panel Data Test of the Bank Lending Channel in Sweden

    Joakim Westerlund, 2003, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 16).

    Research output: Working paper

  29. New Simple Tests for Panel Cointegration

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 8).

    Research output: Working paper

  30. Mixed Signals Among Tests for Panel Cointegration

    Joakim Westerlund & Basher, S., 2008, In : Economic Modelling. 25, p. 128-136

    Research output: Contribution to journalArticle

  31. Class Size and Student Evaluations in Sweden

    Joakim Westerlund, 2008, In : Education Economics. 16, 1, p. 19-28

    Research output: Contribution to journalArticle

  32. Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data

    Joakim Westerlund & Basher, S., 2008, In : Environmental and Resource Economics. 40, p. 109-120

    Research output: Contribution to journalArticle

  33. Testing for Predictability in Panels with General Predictors

    Joakim Westerlund, Karabiyik, H. & Narayan, P., 2017 Apr, In : Journal of Applied Econometrics. 32, 3, p. 554-574

    Research output: Contribution to journalArticle

  34. An IV Test for a Unit Root in Generally Trending and Correlated Panels

    Joakim Westerlund, 2016 Oct 1, In : Oxford Bulletin of Economics and Statistics. 78, 5, p. 752-764 13 p.

    Research output: Contribution to journalArticle

  35. Are State-local Government Expenditures Converging? New Evidence Based on Sequential Unit Root Tests

    Joakim Westerlund & Mahdavi, S., 2017 Sep, In : Empirical Economics. 53, 2, p. 373-403

    Research output: Contribution to journalArticle

  36. Panel Multi-Predictor Test Procedures with an Application to Emerging Market Sovereign Risk

    Joakim Westerlund & Thuraisamy, K., 2016 Jun 21, In : Emerging Markets Review. 28, p. 44-60 17 p.

    Research output: Contribution to journalArticle

  37. Price Discovery and Asset Pricing

    Joakim Westerlund, Sharma, S., Narayan, P. & Thuraisamy, K., 2016, In : Pacific Basin Finance Journal. 40, A, p. 224–235 12 p.

    Research output: Contribution to journalArticle

  38. Are Islamic Stock Returns Predictable? A Global Perspective

    Joakim Westerlund, Narayan, P., Sharma, S. & Phan, D., 2016, In : Pacific Basin Finance Journal. 40, A, p. 210–223 14 p.

    Research output: Contribution to journalArticle

  39. On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions

    Joakim Westerlund, Simon Reese & Karabiyik, H., 2017 Mar, In : Journal of Econometrics. 197, 1, p. 60-64 5 p.

    Research output: Contribution to journalArticle

  40. A Factor Analytical Approach to Price Discovery

    Joakim Westerlund, Simon Reese & Narayan, P., 2017 Jun, In : Oxford Bulletin of Economics and Statistics. 79, 3, p. 366-394

    Research output: Contribution to journalArticle

  41. On the determination of the number of factors using information criteria with data-driven penalty

    Joakim Westerlund & Mishra, S., 2017 Mar 1, In : Statistical Papers. 58, 1, p. 161-184 24 p.

    Research output: Contribution to journalArticle

  42. Asymptotic Collinearity in CCE Estimation of Interactive Effects Models

    Joakim Westerlund & Yana Petrova, 2018, In : Economic Modelling. 70, p. 331-337

    Research output: Contribution to journalArticle

  43. CCE in Panels with General Unknown Factors

    Joakim Westerlund, 2018, In : Econometrics Journal. 21, 3, p. 264-276

    Research output: Contribution to journalArticle

  44. Panel Evidence on the Ability of Oil Returns to Predict Stock Returns in the G7 Area

    Joakim Westerlund & Sharma, S., 2018, (Accepted/In press) In : Energy Economics.

    Research output: Contribution to journalArticle

  45. Common Breaks in Means for Cross-Correlated Fixed-T Panel Data

    Joakim Westerlund, 2019, In : Journal of Time Series Analysis. 40, 2, p. 248-255

    Research output: Contribution to journalArticle

  46. Robust Block Bootstrap Panel Predictability Tests

    Joakim Westerlund & Smeekes, S., 2018, (Accepted/In press) In : Econometric Reviews.

    Research output: Contribution to journalArticle

  47. Testing additive versus interactive effects in fixed-[Formula presented] panels

    Joakim Westerlund, 2019, In : Economics Letters. 174, p. 5-8 4 p.

    Research output: Contribution to journalArticle