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Stationarity of real exchange rates in the "fragile five" : analysis with structural breaks

Umit, A. Oznur - In: International journal of economics and finance 8 (2016) 4, pp. 254-270

Persistent link: https://www.econbiz.de/10011456890

Are bilateral real exchange rates stationary? : revisiting the evidence from India

Ghosh, Soumya Kanti; Nath, Hiranya K. - In: Theoretical economics letters 6 (2016) 5, pp. 1196-1204

Persistent link: https://www.econbiz.de/10011585918

A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in develop...

Almasri, A.; Månsson, K.; Sjölander, Pär; Shukur, Ghazi - In: Applied economics 49 (2017) 21, pp. 2096-2105

Persistent link: https://www.econbiz.de/10011817115

Purchasing power parity in ASEAN-5 countries : revisit with cross-sectional dependence and structural breaks

Munir, Qaiser; Kok Sook Ching; Hooi Hooi Lean; Teplova, … - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 233-249

Persistent link: https://www.econbiz.de/10011974592

Testing for multiple level shifts with an integrated or stationary noise component

Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819

Persistent link: https://www.econbiz.de/10014432113

Testing for near I(2) trends when the signal-to-noise ratio is small

Jusélius, Katarina - 2014

Researchers seldom find evidence of I(2) in exchange rates, prices, and other macroeconomics time series when they test the order of integration using univariate Dickey-Fuller tests. In contrast, when using the multivariate ML trace test they frequently find double unit roots in the data. The...

Persistent link: https://www.econbiz.de/10010355373