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Exchange rate regime, real misalignment and currency crises
Holtemöller, Oliver; Mallick, Sushanta Kumar - In: Economic modelling 34 (2013), pp. 5-14
Persistent link: https://www.econbiz.de/10010360656
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Reexamining the PPP hypothesis : a nonlinear asymmetric heterogeneous panel unit root test
Emirmahmutoglu, Furkan; Omay, Tolga - In: Economic modelling 40 (2014), pp. 184-190
Persistent link: https://www.econbiz.de/10010425695
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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Exchange rates and fundamentals : a bootstrap panel data analysis
Xie, Zixiong; Chen, Shyh-Wei - In: Economic modelling 78 (2019), pp. 209-224
Persistent link: https://www.econbiz.de/10012198935
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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
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Purchasing power parity and the long memory properties of real exchange rates : does one size fit all?
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Economic modelling 28 (2011) 3, pp. 1279-1290
Persistent link: https://www.econbiz.de/10009272177
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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Panel LM unit root tests with level and trend shifts
Lee, Junsoo; Tieslau, Margie A. - In: Economic modelling 80 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012199158
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Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol; Min, Dai Hong; Jei, Sang Young - In: Economic modelling 90 (2020), pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
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Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis
Yang, Yang; Zhao, Zhao - In: Economic modelling 93 (2020), pp. 728-736
Persistent link: https://www.econbiz.de/10012430347