Breaks in innovation variance and long-run purchasing power parity
Year of publication: |
2018
|
---|---|
Authors: | Li, Jing |
Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 13.2018, 2, p. 231-249
|
Subject: | purchasing power parity | structural change | unit root tests | power | breaks | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätzung | Estimation | Welt | World | Theorie | Theory |
-
Breaks in innovation variance and long-run Purchasing Power Parity
Li, Jing, (2015)
-
Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su, (2014)
-
Nazlıoğlu, Şaban, (2021)
- More ...
-
A New Risk Indicator and Stress Testing tool; A Multifactor Nth-to-Default CDS Basket
Avesani, Renzo G., (2006)
-
Li, Jing, (2008)
-
Testing Granger Causality in the presence of threshold effects
Li, Jing, (2006)
- More ...