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~subject:"Cointegration"
~subject:"Europäisches Währungssystem"
~subject:"PPP"
~type_genre:"Article in journal"
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Cointegration
Europäisches Währungssystem
PPP
Kaufkraftparität
16
Purchasing power parity
16
Estimation
15
Schätzung
15
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8
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Zhou, Su
8
Kutan, Ali Mustafa
4
Brada, Josef C.
1
Hafer, Rik W.
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Journal of international money and finance
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ECONIS (ZBW)
8
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1
PPP may hold better than you think : smooth breaks and non-linear mean reversion in real effective exchange rates
Kutan, Ali Mustafa
;
Zhou, Su
- In:
Economic systems
39
(
2015
)
2
,
pp. 358-366
Persistent link: https://www.econbiz.de/10011527548
Saved in:
2
Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su
;
Kutan, Ali Mustafa
- In:
Applied economics
46
(
2014
)
10/12
,
pp. 1150-1159
Persistent link: https://www.econbiz.de/10010399378
Saved in:
3
Real and monetary convergence between the European Union's core and recent member countries : a rolling cointegration approach
Brada, Josef C.
;
Kutan, Ali Mustafa
;
Zhou, Su
- In:
Journal of banking & finance
29
(
2005
)
1
,
pp. 249-270
Persistent link: https://www.econbiz.de/10002441407
Saved in:
4
Evidence on the stationarity of ERM exchange rates
Zhou, Su
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 231-233
Persistent link: https://www.econbiz.de/10001748976
Saved in:
5
Interest rate linkages within the European Monetary System : new evidence incorporating long-run trends
Zhou, Su
- In:
Journal of international money and finance
22
(
2003
)
4
,
pp. 571-590
Persistent link: https://www.econbiz.de/10001770591
Saved in:
6
The power of cointegration tests versus data frequency and time spans
Zhou, Su
- In:
Southern economic journal
67
(
2001
)
4
,
pp. 906-921
Persistent link: https://www.econbiz.de/10001577921
Saved in:
7
Testing structural hypotheses on cointegration relations with small samples
Zhou, Su
- In:
Economic inquiry : journal of the Western Economic …
38
(
2000
)
4
,
pp. 629-640
Persistent link: https://www.econbiz.de/10001521230
Saved in:
8
Linkage in EMS term structures : evidence from common trend and transitory components
Hafer, Rik W.
- In:
Journal of international money and finance
16
(
1997
)
4
,
pp. 595-607
Persistent link: https://www.econbiz.de/10001225533
Saved in:
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