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Das Theorem der Kaufkraftparität : eine empirische Betrachtung unter dem Aspekt neuerer Verfahren der Zeitreihenanalyse
Holzer, Stefan - 1994
Persistent link: https://www.econbiz.de/10004191853
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Nonlinear trend stationarity of real exchange rates: the case of the Mediterranean countries
Camarero, Mariam; Cuestas, Juan Carlos; Ordonez, Javier - In: International Journal of Banking, Accounting and Finance 1 (2008) 1, pp. 30-46
The aim of this article is to provide additional evidence on the fulfilment of the Purchasing Power Parity (PPP …
Persistent link: https://www.econbiz.de/10008563503
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A century of PPP: supportive results from nonlinear unit root tests
Bahmani-Oskooee, Mohsen; Kutan, Ali M.; Zhou, Su - In: Global Business and Economics Review 11 (2009) 1, pp. 19-27
In this paper, we test Purchasing Power Parity (PPP) by applying a new unit root test that allows for nonlinearity in …'s conclusion that PPP holds well over the 20th century. The results support PPP in 16 out of 19 cases when the US dollar is used as …
Persistent link: https://www.econbiz.de/10008538876
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A century of PPP: supportive results from nonlinear unit root tests
Bahmani-Oskooee, Mohsen; Kutan, Ali M.; Zhou, Su - In: Global Business and Economics Review 11 (2009) 1, pp. 19-27
In this paper, we test Purchasing Power Parity (PPP) by applying a new unit root test that allows for nonlinearity in …'s conclusion that PPP holds well over the 20th century. The results support PPP in 16 out of 19 cases when the US dollar is used as …
Persistent link: https://www.econbiz.de/10005048930
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Nonlinear trend stationarity of real exchange rates: the case of the Mediterranean countries
Camarero, Mariam; Cuestas, Juan Carlos; Ordonez, Javier - In: International Journal of Banking, Accounting and Finance 1 (2008) 1, pp. 30-46
The aim of this article is to provide additional evidence on the fulfilment of the Purchasing Power Parity (PPP …
Persistent link: https://www.econbiz.de/10005543931
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Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates
Leon, H. L.; Najarian, Serineh - International Monetary Fund (IMF) - 2003
This paper examines whether deviations from PPP are stationary in the presence of nonlinearity, and whether the … adjustment toward PPP is symmetric from above and below. Using alternative nonlinear models, our results support mean reversion …
Persistent link: https://www.econbiz.de/10005769039
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Time-Varying Thresholds; An Application to Purchasing Power Parity
Leon, H. L.; Najarian, Serineh - International Monetary Fund (IMF) - 2003
of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some …
Persistent link: https://www.econbiz.de/10005604859
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Estimation robuste en contamination asymétrique et application aux processus autorégressifs
Barthoulot, Joseph - 1983
Persistent link: https://www.econbiz.de/10004048330
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The Purchasing Power Parity in Emerging Europe: Empirical Results Based on Two-Break Analysis
Mladenović, Zorica; Josifidis, Kosta; Srdić, Slađana - In: Panoeconomicus 60 (2013) 2, pp. 179-202
The purpose of the paper is to evaluate the validity of purchasing power parity (PPP) for eight countries from the … substantially high. The lack of strong empirical support for PPP suggests that careful policy actions are needed in this region to …
Persistent link: https://www.econbiz.de/10010638746
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Real Exchange Rate Appreciation in Emerging Markets: Can Fiscal Policy Help?
Badia, Marialuz Moreno; Segura-Ubiergo, Alex - International Monetary Fund (IMF) - 2014
A number of emerging markets have experienced substantial real exchange rate appreciation in recent years, generating concerns about competitiveness and prompting policymakers to respond with a combination of mitigating policies. This paper shows that fiscal policy can play a role in alleviating...
Persistent link: https://www.econbiz.de/10010790305