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Evidence on PPP from a cointegration test with multiple structural breaks
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 1/3, pp. 5-8
Persistent link: https://www.econbiz.de/10003822531
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Evidence on PPP from a Cointegration Test with Multiple Structural Breaks
Narayan, Paresh Kumar - 2012
Despite a plethora of studies on purchasing power parity (PPP), those that take a cointegration approach have found … for cointegration between nominal exchange rate and relative prices that accounts for multiple structural breaks. We find … that for 14 out of 15 OECD countries, there is evidence of a cointegration relationship between nominal exchange rate and …
Persistent link: https://www.econbiz.de/10013105379
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Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
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A GARCH model for testing market efficiency
Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
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A unit root model for trending time-series energy variables
Narayan, Paresh Kumar; Liu, Ruipeng - In: Energy economics 50 (2015), pp. 391-402
Persistent link: https://www.econbiz.de/10011564140
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Structural breaks and unit roots in Australian macroeconomic time series
Narayan, Paresh Kumar; Smyth, Russell - 2004
Persistent link: https://www.econbiz.de/10002780895
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A new unit root test with two structural breaks in level and slope at unknown time
Narayan, Paresh Kumar; Popp, Stephan - 2009
Persistent link: https://www.econbiz.de/10003959068
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Is there a unit root in the inflation rate? : new evidence from panel data models with multiple structural breaks
Narayan, Paresh Kumar; Narayan, Seema - In: Applied economics 42 (2010) 13/15, pp. 1661-1670
Persistent link: https://www.econbiz.de/10008737344
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An analysis of Indonesia's business cycle
Narayan, Paresh Kumar - In: The Indian economic journal 59 (2011) 1, pp. 162-173
Persistent link: https://www.econbiz.de/10009657060
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Are business cycles stationary fluctuations around a deterministic trend? : empirical evidence from 79 developing countries
Narayan, Paresh Kumar; Narayan, Seema - In: International review of applied economics 24 (2010) 6, pp. 649-664
Persistent link: https://www.econbiz.de/10008841997