Similar Search Results

Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model

Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645

Persistent link: https://www.econbiz.de/10009269801

The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests

Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10002069702

The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868157

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002153120

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E.; Kapetanios, George - In: Journal of banking & finance 33 (2009) 2, pp. 390-404

Persistent link: https://www.econbiz.de/10003803121

The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests

Chortareas, Georgios E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003378760

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2008

Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...

Persistent link: https://www.econbiz.de/10003740322

The Yen Real Exchange Rate May Be Stationary after All : Evidence from Non-Linear Unit-Root Tests

Chortareas, Georgios E.; Kapetanios, George - 2004

The empirical literature that tests for purchasing power parity (PPP) by focusing on the stationarity of real exchange rates has so far provided, at best, mixed results. The behaviour of the yen real exchange rate has most stubbornly challenged the PPP hypothesis and deepened this puzzle. This...

Persistent link: https://www.econbiz.de/10014072900

The Yen Real Exchange Rate May Be Stationary After All : Evidence from Nonlinear Unit-Root Tests

Chortareas, Georgios E.; Kapetanios, George - 2007

Persistent link: https://www.econbiz.de/10014093375

Nonlinear mean reversion in real exchange rates

Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol - In: Economics letters 77 (2002) 3, pp. 411-417

Persistent link: https://www.econbiz.de/10001711523