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Panel asymmetric nonlinear unit root test and PPP in Africa

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Applied economics letters 23 (2016) 7/9, pp. 554-558

Persistent link: https://www.econbiz.de/10011627897

Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis

Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132

Persistent link: https://www.econbiz.de/10010418139

Reexamining the PPP hypothesis : a nonlinear asymmetric heterogeneous panel unit root test

Emirmahmutoglu, Furkan; Omay, Tolga - In: Economic modelling 40 (2014), pp. 184-190

Persistent link: https://www.econbiz.de/10010425695

Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition

Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mübariz - In: Applied economics 50 (2018) 12, pp. 1289-1308

Persistent link: https://www.econbiz.de/10011848366

Investigation of the nonlinear behaviour in real exchange rates in developing regions

Karlsson, Hyunjoo Kim; Månsson, Kristofer; Sjölander, Pär - In: Applied economics letters 25 (2018) 5, pp. 335-339

Persistent link: https://www.econbiz.de/10011854514

Nonlinear panel unit root test and PPP : evidence from Latin America

Bahmani-Oskooce, Mohsen; Chang, Tsangyao - In: The empirical economics letters : a monthly … 13 (2014) 2, pp. 101-107

Persistent link: https://www.econbiz.de/10010392986

Purchasing power parity and the European single currency : some new evidence

Christidou, Maria; Panagiōtidēs, Theodōros - 2010

The effect of the single currency on the Purchasing Power Parity (PPP) hypothesis is examined in this study for the 15 EU countries, vis a vis the US dollar, before and after the advent of the euro. Standard as well as nonlinear unit root tests are employed on the time series dimension. Unit...