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Simple vs generalized interest rate and purchasing power parity models of exchange rates

Zhou, Su - In: The quarterly review of economics and finance : journal … 36 (1996) 2, pp. 197-218

Persistent link: https://www.econbiz.de/10001209283

Purchasing power parity in high-inflation countries : further evidence

Mahdavi, Saeid - In: Journal of macroeconomics 16 (1994) 3, pp. 403-422

Persistent link: https://www.econbiz.de/10001166979

Purchasing power parity in high-inflation countries : a cointegration analysis of integrated variables with trend breaks

Zhou, Su - In: Southern economic journal 64 (1997) 2, pp. 450-467

Persistent link: https://www.econbiz.de/10001228136

Nonlinear stationarity of real interest rates in the EMU countries

Zhou, Su - In: Journal of economic studies 38 (2011) 5/6, pp. 691-702

Persistent link: https://www.econbiz.de/10010217504

Towards solving the PPP puzzle : evidence from 113 countries

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Zhou, Su - In: Applied economics 41 (2009) 22/24, pp. 3057-3066

Persistent link: https://www.econbiz.de/10003895062

A century of PPP : supportive results from nonlinear unit root tests

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Zhou, Su - In: Global business & economics review 11 (2009) 1, pp. 19-27

Persistent link: https://www.econbiz.de/10003899610

Purchasing power parity before and after the adoption of the euro

Zhou, Su; Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa - In: Review of world economics 144 (2008) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10003684161

Has the link between the spot and forward exchange rates broken down? : evidence from rolling cointegration tests

Kutan, Ali Mustafa; Zhou, Su - 2002

In a recent survey, Engel (1996) reported conflicting results about the cointegration relationship between the spot and forward exchange rates. Applying rolling cointegration tests to the mark, yen, and Swiss franc with respect to the U.S. dollar for the post-80 period, we find that the...

Persistent link: https://www.econbiz.de/10010515675

PPP may hold better than you think : smooth breaks and non-linear mean reversion in real effective exchange rates

Kutan, Ali Mustafa; Zhou, Su - In: Economic systems 39 (2015) 2, pp. 358-366

Persistent link: https://www.econbiz.de/10011527548

Smooth structural breaks and the stationarity of the yen real exchange rates

Zhou, Su; Kutan, Ali Mustafa - In: Applied economics 46 (2014) 10/12, pp. 1150-1159

Persistent link: https://www.econbiz.de/10010399378