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~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Einheitswurzeltest"
~subject:"United States"
~subject:"Volatilität"
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Einheitswurzeltest
United States
Volatilität
Kaufkraftparität
40
Purchasing power parity
40
Estimation
20
Schätzung
20
Unit root test
20
Exchange rate
15
Wechselkurs
15
Cointegration
9
Kointegration
9
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8
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8
Purchasing Power Parity
8
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7
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7
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3
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27
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Chang, Tsangyao
8
Cerrato, Mario
4
MacDonald, Ronald
4
Kim, Hyunsok
3
Byrne, Joseph P.
2
Lou, Tienwei
2
Wu, Tsung-Pao
2
Adeniyi, Oluwatosin A.
1
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1
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1
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1
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1
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1
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1
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1
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1
Darby, Julia
1
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1
Egwaikhide, Festus O.
1
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1
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1
Hsu, Chen-min
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Nagayasu, Jun
1
Oyinlola, Abimbola M.
1
Pan, Sheng-chieh
1
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1
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University of Glasgow / Department of Economics
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Discussion papers / Adam Smith Business School, University of Glasgow
The empirical economics letters : a monthly international journal of economics
Applied economics letters
64
Journal of international money and finance
62
Applied economics
60
Working paper / National Bureau of Economic Research, Inc.
49
Economic modelling
29
Economics letters
29
NBER working paper series
24
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23
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21
International review of economics & finance : IREF
19
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19
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18
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18
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17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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15
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15
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14
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10
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ECONIS (ZBW)
27
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1
Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei
;
Hsu, Chen-min
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
19
(
2020
)
3
,
pp. 179-190
Persistent link: https://www.econbiz.de/10012596213
Saved in:
2
Currency appreciation and stock transactions in Australia
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
19
(
2020
)
4
,
pp. 281-290
Persistent link: https://www.econbiz.de/10012596262
Saved in:
3
Testing the Purchasing Power Parity hypothesis in India : a non-linear cointegration approach
Tiwari, Aviral Kumar
;
Aruna, Mothkuri
;
Dash, Aruna Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1321-1330
Persistent link: https://www.econbiz.de/10012006892
Saved in:
4
Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? : evidence for United States
Marçal, Emerson Fernandes
;
Prince, Diogo de
; …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
3
,
pp. 417-429
Persistent link: https://www.econbiz.de/10011913017
Saved in:
5
Purchasing power parity in BRICS countries : fourier quantile unit root tests
Chang, Tsangyao
;
Lin, Tzu-ling
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 597-609
Persistent link: https://www.econbiz.de/10011913383
Saved in:
6
Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei
;
Chang, Yu-Cheng
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 929-939
Persistent link: https://www.econbiz.de/10011907048
Saved in:
7
Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Çağlayan Akay, Ebru
;
Ergin, Nursefa
- In:
The empirical economics letters : a monthly …
16
(
2017
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10011718663
Saved in:
8
An empirical test of purchasing power parity for CASSH and BRICS countries : panel stationary test with both smooth and sharp breaks
Wu, Tsung-Pao
- In:
The empirical economics letters : a monthly …
15
(
2016
)
8
,
pp. 767-778
Persistent link: https://www.econbiz.de/10011718582
Saved in:
9
A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates
Peretti, Christian de
;
Siani, Carole
;
Cerrato, Mario
-
2010
Persistent link: https://www.econbiz.de/10003948013
Saved in:
10
Additional evidence of long-run purchasing power parity for Nigeria
Kalyoncu, Hüseyin
;
Karimov, Jamshid
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 925-931
Persistent link: https://www.econbiz.de/10011459155
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