Narrow search
Showing 1 - 10 of 298,778
Cover Image
Purchasing power parity in GIIPS countries : evidence from unit root tests with breaks and non-linearity
Nazlıoğlu, Şaban; Altuntas, Mehmet; Kilic, Emre; … - In: Applied economic analysis : AEA 30 (2022) 90, pp. 176-195
Persistent link: https://www.econbiz.de/10013438554
Cover Image
The stationarity of South Asian real exchange rates allowing for structural breaks
Hoque, Ariful; Banerjee, Rajabrata - In: Australasian accounting business and finance journal : AABF 8 (2014) 3, pp. 45-54
Persistent link: https://www.econbiz.de/10010520022
Cover Image
Purchasing power parity in transition countries : panel stationary test with smooth and sharp breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsung-pao - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 153-161
This study examines whether the long-run purchasing power parity (PPP) holds in transition economies (Bulgaria, the … apply a recently introduced panel stationary test, which accounts for sharp breaks and smooth shifts. The results indicate …
Persistent link: https://www.econbiz.de/10011308453
Cover Image
An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests
Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137
Persistent link: https://www.econbiz.de/10011579140
Cover Image
Purchasing power parity in the Euro Area : evidence from structural break LM Test
Suluk, Seher; Tanrıseven, Kemaletttin - In: International journal of economics and financial issues … 8 (2018) 2, pp. 370-375
Persistent link: https://www.econbiz.de/10011957765
Cover Image
World-wide purchasing power parity
Jacobson, Tor; Nessén, Marianne - 1998
Persistent link: https://www.econbiz.de/10011583890
Cover Image
Fourier Nonlinear Quantile Unit Root Test of Purchasing Power Parity in Cryptocurrencies
Goswami, Gour Gobinda; Saha, Tapas - 2022
The primary purpose of this article is to conduct the Fourier Nonlinear Unit Root Test to check Purchasing Power Parity … strongly supported when we pool them together by countries and cryptocurrencies. This finding is in line with the power of the …
Persistent link: https://www.econbiz.de/10014236197
Cover Image
Purchasing power parity in the case of Romania : evidence from structural breaks
Öcal, Oğuz - In: International journal of economics and financial issues … 3 (2013) 4, pp. 973-976
Persistent link: https://www.econbiz.de/10010519356
Cover Image
New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks
Camarero, Mariam - 2011
panels valid under cross-section dependence and presence of multiple structural breaks. Our results strongly support the … fulfillment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted or …
Persistent link: https://www.econbiz.de/10013124651
Cover Image
Empirical investigation of long run PPP hypothesis : the case of temporary structural break and asymmetric adjustment
Abioglu, Vasif; Hasanov, Mübariz - In: International journal of economic sciences : IJoES 10 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012608617