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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Decline in the persistence of real exchange rates : but not sufficient for purchasing power parity
Okimoto, Tatsuyoshi; Shimotsu, Katsumi - 2010
The paper investigates the possibility of decline in the persistence of real exchange rates, or deviations from PPP. To this end, we test the null hypothesis of no decline in the PPP deviation persistence between two subsamples using a fractional integration framework. In addition, our...
Persistent link: https://www.econbiz.de/10008702781
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Evaluating a class of nonlinear time series models
Heinen, Florian - 2010
models of such type. Following the modeling cycle for nonlinear time series models of specification, estimation and …
Persistent link: https://www.econbiz.de/10003960982
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Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks
Chang, Tsangyao; Ding Li; Lu, Yang-cheng; Lee, Chia-hao - In: Applied economics 43 (2011) 22/24, pp. 3289-3298
Persistent link: https://www.econbiz.de/10009357392
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Purchasing power parity with rank tests for nonlinear cointegration in African countries
Liu, Yu-Shao; Su, Chi-Wei - In: The South African journal of economics 79 (2011) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10009157580
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Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests
Lu, Yang-cheng; Chang, Tsangyao; Chiu, Chi-chen; Tzeng, … - In: Applied economics letters 18 (2011) 1/3, pp. 251-255
Persistent link: https://www.econbiz.de/10009230079
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Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests
Chang, Tsangyao; Lu, Yang-cheng; Liu, Wen-chi; Kang, … - In: Applied economics letters 18 (2011) 1/3, pp. 63-67
Persistent link: https://www.econbiz.de/10009230321
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Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity
Okimoto, Tatsuyoshi; Shimotsu, Katsumi - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 395-411
Persistent link: https://www.econbiz.de/10009247722