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Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander; Schweikert, Karsten - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732675
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Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003766568
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Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude; Murray, Christian J.; Papell, David H. - 2011
Persistent link: https://www.econbiz.de/10009381936
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Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude; Murray, Christian J.; Papell, David H. - In: Applied economics 45 (2013) 4/6, pp. 455-464
Persistent link: https://www.econbiz.de/10009715043
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Exchange rate misalignment estimates : sources of differences
Cheung, Yin-Wong; Fujii, Eiji - In: International journal of finance & economics : IJFE 19 (2014) 2, pp. 91-121
Persistent link: https://www.econbiz.de/10010471982
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Purchasing power parity in the ASEAN region : an analysis based on spectral regression and co-integration
Tan, Hui Boon; Baharumshah, Ahmad Zubaidi - In: The Asia Pacific journal of economics and business : APJEB 2 (1998) 2, pp. 51-68
Persistent link: https://www.econbiz.de/10001651060
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On transformed linear cointegration models
Lin, Yingqian; Tu, Yundong - In: Economics letters 198 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
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An empirical analysis on the law of purchasing power parity and international economic deepening
Aoki, Takaaki - In: Applied economics 45 (2013) 19/21, pp. 2985-2993
Persistent link: https://www.econbiz.de/10010192331
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Median-Unbiased Estimation in DF-GLs Regressions and the PPP Puzzle
Lopez, Claude; Murray, Christian J.; Papell, David H. - 2011
Using median-unbiased estimation based on Augmented-Dickey-Fuller (ADF) regressions, recent research has questioned the validity of Rogoff's "remarkable consensus" of 3-5 year half-lives of deviations from PPP. The confidence intervals of these half-life estimates, however, are extremely wide,...
Persistent link: https://www.econbiz.de/10014179427