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Issue Date	Title	Author(s)
2004	Testing for hysteresis in unemployment in OECD countries: new evidence using stationarity panel tests with breaks	Camarero, Mariam; Carrión i Silvestre, Josep Lluís; Tamarit, Cecilio R.
2006	New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks	Camarero, Mariam; Carrión i Silvestre, Josep Lluís; Tamarit, Cecilio R.
2006	Testing for multicointegration in panel data with common factors	Berenguer Rico, Vanesa; Carrión i Silvestre, Josep Lluís
2005	Unemployment dynamics and NAIRU estimates for CEECs : a univariate approach	Camarero, Mariam; Carrión i Silvestre, Josep Lluís; Tamarit, Cecilio R.
2002	Level shifts in a panel data based unit root test : an application to the rate of unemployment	Carrión i Silvestre, Josep Lluís; Barrio Castro, Tomás del; López-Bazo, Enrique
2003	Breaking the panels: an application to the GDP per capita	Carrión i Silvestre, Josep Lluís; Barrio Castro, Tomás del; López-Bazo, Enrique
2007	Another Look at the Null of Stationary Real Exchange Rates: Panel Data with Structural Breaks and Cross-section Dependence	Basher, Syed Abul; Carrión i Silvestre, Josep Lluís
2007	Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit	Berenguer Rico, Vanesa; Carrión i Silvestre, Josep Lluís
2008	Panel Data Stochastic Convergence Analysis of the Mexican Regions	Carrión i Silvestre, Josep Lluís; Germán Soto, Vicente
2013	GLS based unit root tests for bounded processes	Carrión i Silvestre, Josep Lluís; Gadea Rivas, María Dolores