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Purchasing power parity for fifteen Latin American countries : stationary test with a Fourier function

Su, Chi-Wei; Chang, Tsangyao; Chang, Hsu-Ling - In: International review of economics & finance : IREF 20 (2011) 4, pp. 839-845

Persistent link: https://www.econbiz.de/10009303800

Revisiting purchasing power parity for 15 Latin American countries : threshold unit root test

Lu, Yang-cheng; Chang, Tsangyao; Lee, Chia-Hao; Su, Chi-Wei - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 165-174

Persistent link: https://www.econbiz.de/10010355995

Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score

Ayala, Astrid; Blazsek, Szabolcs; Cuñado Eizaguirre, Juncal - In: Applied economics 48 (2016) 28/30, pp. 2675-2696

Persistent link: https://www.econbiz.de/10011594383

Exchange rate misalignment and inflation rate persistence : evidence from Latin American countries

Giannellis, Nikolaos; Kukuritakēs, Minōas - In: International review of economics & finance : IREF 25 (2013), pp. 202-218

Persistent link: https://www.econbiz.de/10009693304

Validity of purchasing power parity for selected Latin American countries : linear and non-linear unit root tests

Vasconcelos, Claudio Roberto Fóffano; Lima Júnior, … - In: Economia : revista da ANPEC 17 (2016) 1, pp. 114-125

The aim of this study is to examine empirically the validity of PPP in the context of unit root tests based on linear and non-linear models of the real effective exchange rate of Argentina, Brazil, Chile, Colombia, Mexico, Peru and Venezuela. For this purpose, we apply the Harvey et al. (2008)...

Persistent link: https://www.econbiz.de/10011865666

Real convergence : empirical evidence for Latin America

Ayala, Astrid; Cuñado Eizaguirre, Juncal; Gil-Alana, … - In: Applied economics 45 (2013) 22/24, pp. 3220-3229

Persistent link: https://www.econbiz.de/10010345458

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

Purchasing power parity for 10 Latin American integration association countries : panel SURKSS tests

Chang, Tsangyao; Liu, Wen-chi; Yu, Chin-ping; Kang, Shuchen - In: Applied economics letters 17 (2010) 16/18, pp. 1575-1580

Persistent link: https://www.econbiz.de/10009232178

Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration

Pan, Guochen; Chang, Tsangyao; Tang, De-piao; Lee, Chia-hao - In: Applied economics letters 19 (2012) 7/9, pp. 857-862

Persistent link: https://www.econbiz.de/10009631817

Long memory and mean reversion in real exchange rates in Latin America

Gil-Alaña, Luis A.; Sauci, Laura - In: Applied economics 50 (2018) 29, pp. 3148-3155

Persistent link: https://www.econbiz.de/10012037549

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