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Purchasing power parity for BRICS : linear and nonlinear unit root tests with stationary covariates

Su, Chi-Wei; Chang, Hsu-Ling; Chang, Tsangyao; Lee, Chia-Hao - In: Applied economics letters 19 (2012) 16/18, pp. 1587-1591

Persistent link: https://www.econbiz.de/10009684045

Purchasing power parity : nonlinear threshold unit root test for transition countries

Liu, Siyue; Zhang, Dongxiang; Chang, Tsangyao - In: Applied economics letters 19 (2012) 16/18, pp. 1781-1785

Persistent link: https://www.econbiz.de/10009684887

Nonlinear adjustment to purchasing power parity for ASEAN countries

Chang, Tsangyao; Lee, Chia-hao; Liu, Wen-chi - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 325-331

Persistent link: https://www.econbiz.de/10009704618

The role of exchange rate for current account: a panel data analysis

Vieira, Flavio Vilela; MacDonald, Ronald - In: Economia : revista da ANPEC 21 (2020) 1, pp. 57-72

The goal of this paper is to address the role of the real effective exchange rate (fundamentals, misalignment and volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The results suggest that exchange rate misalignment is...

Persistent link: https://www.econbiz.de/10012287467

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Hsu, Chen-min; Chang, Tsangyao - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10012596213

Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011668458

Revisiting purchasing power parity in Eastern European countries : quantile unit root tests

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Chen, Tsung-hsien - In: Empirical economics : a journal of the Institute for … 52 (2017) 2, pp. 463-483

Persistent link: https://www.econbiz.de/10011673366