The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests
Year of publication: |
2012-04
|
---|---|
Authors: | Kim, Hyeongwoo ; Moh, Young-Kyu |
Institutions: | Department of Economics, Auburn University |
Subject: | Purchasing Power Parity | Transition Autoregressive Process | Nonlinear Adjustments | inf-t Unit Root Test |
-
A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity
Kim, Hyeongwoo, (2009)
-
Purchasing power parity in transition countries : panel stationary test with smooth and sharp breaks
Bahmani-Oskooee, Mohsen, (2015)
-
Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates
Lee, Hwa-Taek, (2007)
- More ...
-
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
Kim, Hyeongwoo, (2010)
-
The US Tourism Trade Balance and Exchange Rate Shock
Cheng, Ka Ming, (2011)
-
Generalized Impulse Response Analysis: General or Extreme?
Kim, Hyeongwoo, (2012)
- More ...