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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

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

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

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

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

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

Decomposition of the uncovered equity parity correlation

Kunkler, Michael; MacDonald, Ronald - In: Journal of international financial markets, … 57 (2018), pp. 44-58

Persistent link: https://www.econbiz.de/10012127595

The fourier quantile unit root test with an application to the PPP hypothesis in the OECD

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics quarterly 63 (2017) 3, pp. 295-317

Persistent link: https://www.econbiz.de/10011890423

Panel asymmetric nonlinear unit root test and PPP in Africa

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Applied economics letters 23 (2016) 7/9, pp. 554-558

Persistent link: https://www.econbiz.de/10011627897

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