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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Open economies review"
~subject:"Unit root test"
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Search: subject_exact:"ECM (Error correction model)"
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Unit root test
Cointegration
149
Kointegration
149
Estimation
59
Schätzung
59
Kaufkraftparität
34
Purchasing power parity
34
Exchange rate
32
Theorie
32
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13
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Ben-Zion, Uri
1
Cerrato, Mario
1
Cheng, Benjamin S.
1
Clements, Kenneth W.
1
Culver, Sarah E.
1
Edison, Hali J.
1
Gil-Alaña, Luis A.
1
Hauser, Shmuel
1
Ho, Tsung-wu
1
Hoarau, Jean-François
1
Jiang, Liang
1
Jiménez-Martin, Juan A.
1
Lieberman, Offer
1
Lo, Ming Chien
1
Long Hai Vo
1
Melick, William Robert
1
Moh, Wan Shin
1
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1
Moura, Marcelo
1
Papell, David H.
1
Robles-Fernández, M. Dolores
1
Sarantis, Nicholas
1
Si, Jiawei
1
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1
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International journal of finance & economics : IJFE
Journal of international money and finance
Open economies review
Economic modelling
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of econometrics
19
The empirical economics letters : a monthly international journal of economics
19
Applied economics letters
18
Applied economics
17
Economics letters
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
9
IHS economics series : working paper
8
International journal of economics and finance
8
Theoretical and applied economics : GAER review
8
Working paper
8
CESifo working papers
7
Econometric theory
7
International journal of economics and financial issues : IJEFI
7
Reihe Ökonomie
7
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
6
Energy economics
6
Business and Economic Research : BER
5
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
5
International review of economics & finance : IREF
5
Journal of macroeconomics
5
Modern economy
5
Oxford bulletin of economics and statistics
5
Yapı Kredı economic review : quarterly publ. of Yapı-Kredı Bank
5
Asian African journal of economics and econometrics
4
Atlantic economic journal : AEJ
4
Cowles Foundation discussion paper
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics & finance journal : (IEFJ)
4
Japan and the world economy : international journal of theory and policy
4
Journal of Asian economics
4
Journal of economic studies
4
Journal of economics and finance
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Journal of international financial markets, institutions & money
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Panoeconomicus
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ECONIS (ZBW)
13
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1
The law of one food price
Clements, Kenneth W.
;
Si, Jiawei
;
Long Hai Vo
- In:
Open economies review
34
(
2023
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10014276896
Saved in:
2
Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu
;
Moh, Wan Shin
- In:
Open economies review
27
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
Saved in:
3
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
Lo, Ming Chien
;
Morley, James C.
- In:
Journal of international money and finance
51
(
2015
),
pp. 264-284
Persistent link: https://www.econbiz.de/10011475263
Saved in:
4
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
5
Testing the Taylor model predictability for exchange rates in Latin America
Moura, Marcelo
- In:
Open economies review
21
(
2010
)
4
,
pp. 547-564
Persistent link: https://www.econbiz.de/10008736918
Saved in:
6
PPP : delusion or reality? ; evidence from a nonlinear analysis
Jiménez-Martin, Juan A.
;
Robles-Fernández, M. Dolores
- In:
Open economies review
21
(
2010
)
5
,
pp. 679-704
Persistent link: https://www.econbiz.de/10009242552
Saved in:
7
Does long-run purchasing power parity hold in Eastern and Southern African countries? : evidence from panel data stationary tests with multiple structural breaks
Hoarau, Jean-François
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 307-315
Persistent link: https://www.econbiz.de/10008811321
Saved in:
8
Does purchasing power parity hold in emerging markets? : evidence from a panel of black market exchange rates
Cerrato, Mario
;
Sarantis, Nicholas
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 427-444
Persistent link: https://www.econbiz.de/10003564083
Saved in:
9
The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
Saved in:
10
Beyond the purchasing power parity : testing for cointegration and causality between exchange rates, prices, and interest rates
Cheng, Benjamin S.
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 911-924
Persistent link: https://www.econbiz.de/10001429201
Saved in:
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