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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
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The persistence in real interest rates : does it solve the intertemporal consumption behavior puzzle?
Soon, Siew-Voon; Baharumshah, Ahmad Zubaidi; Nurul Sima … - In: Journal of international financial markets, … 50 (2017), pp. 36-51
Persistent link: https://www.econbiz.de/10011896255
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Exchange rates and fundamentals : further evidence based on asymmetric causality test
Soon, Siew-Voon; Baharumshah, Ahmad Zubaidi - In: International economics : a journal published by CEPII … 165 (2021), pp. 67-84
Persistent link: https://www.econbiz.de/10013254147
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Persistence of real exchange rates in the Central and Eastern European countries
Baharumshah, Ahmad Zubaidi; Soon, Siew-Voon; Fountas, … - In: Journal of business economics and management 17 (2016) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10011517959
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Currency crises and purchasing power parity in the Asian countries : evidence based on second-generation panel unit-root tests
Soon, Siew-Voon; Baharumshah, Ahmad Zubaidi; Shariff, … - In: Malaysian journal of economic studies 54 (2017) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10011825743
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Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions
Bayoumi, Tamim; MacDonald, Ronald - In: IMF staff papers 46 (1999) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10001380197
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Long-run purchasing power parity and structural change
MacDonald, Ronald - In: Economie appliquée : archives de l'Institut de … 49 (1996) 3, pp. 11-48
Persistent link: https://www.econbiz.de/10001210028
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A panel data investigation of real exchange rate misalignment and growth
Vieira, Flavio Vilela; MacDonald, Ronald - In: Estudos econômicos : publicação trimestral do … 42 (2012) 3, pp. 433-456
Persistent link: https://www.econbiz.de/10011453873
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Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan; MacDonald, Ronald - In: Journal of international money and finance 53 (2015), pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
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A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10011977114