Empirical investigation of long run PPP hypothesis : the case of temporary structural break and asymmetric adjustment
Year of publication: |
2021
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Authors: | Abioglu, Vasif ; Hasanov, Mübariz |
Published in: |
International journal of economic sciences : IJoES. - Brno, Czech Republic : European Research Center, ISSN 1804-9796, ZDB-ID 2700540-9. - Vol. 10.2021, 1, p. 1-19
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Subject: | PPP | REER | temporary structural break | nonlinear adjustment | the Balassa-Samuelson effect | Kaufkraftparität | Purchasing power parity | Strukturbruch | Structural break | Schätzung | Estimation | Kointegration | Cointegration | Balassa-Samuelson-Effekt | Balassa-Samuelson effect | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
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