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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 Czech Republic, Hungary, Latvia, Lithuania, Poland, Romania and Russia) using monthly data over the 1995 - 2011 period. We apply a recently introduced panel stationary test, which...

Persistent link: https://www.econbiz.de/10011308453

Long-run purchasing power parity with asymmetric adjustment : evidence from nine major oil-exporting countries

Chang, Tsangyao; Liu, Wen-chi - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 263-274

Persistent link: https://www.econbiz.de/10008702344

Real exchange rates and real interest rate differentials : a present value interpretation

Hoffmann, Mathias; MacDonald, Ronald - In: European economic review : EER 53 (2009) 8, pp. 952-970

Persistent link: https://www.econbiz.de/10003922941

Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks

Chang, Tsangyao; Ding Li; Lu, Yang-cheng; Lee, Chia-hao - In: Applied economics 43 (2011) 22/24, pp. 3289-3298

Persistent link: https://www.econbiz.de/10009357392

Purchasing power parity with rank tests for nonlinear cointegration in African countries

Liu, Yu-Shao; Su, Chi-Wei - In: The South African journal of economics 79 (2011) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10009157580

Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests

Lu, Yang-cheng; Chang, Tsangyao; Chiu, Chi-chen; Tzeng, … - In: Applied economics letters 18 (2011) 1/3, pp. 251-255

Persistent link: https://www.econbiz.de/10009230079

Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests

Chang, Tsangyao; Lu, Yang-cheng; Liu, Wen-chi; Kang, … - In: Applied economics letters 18 (2011) 1/3, pp. 63-67

Persistent link: https://www.econbiz.de/10009230321

Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries

Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i; Tang, Dai-piao - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 259-264

Persistent link: https://www.econbiz.de/10009506720

Nonlinear threshold unit root test and PPP in transition countries

Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: The journal of developing areas 49 (2015) 1, pp. 177-186

Persistent link: https://www.econbiz.de/10011280737

Revisiting purchasing power parity for East Asian countries : sequential panel selection method

Zhang, Dongxiang; Chang, Tsangyao; Lee, Chia-hao; Hung, Ken - In: Applied economics letters 20 (2013) 1/3, pp. 62-66

Persistent link: https://www.econbiz.de/10009692648