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Recursive adjusted unit root tests under non-stationary volatility

Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013202963

Analyzing unemployment rates convergence across the US states : new evidence using quantile unit root test

Hadizadeh, Arash - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 453-464

Persistent link: https://www.econbiz.de/10012664174

Identifying trend nature in time series using autocorrelation functions and stationarity tests

Boutahar, Mohamed; Royer-Carenzi, M. - In: International journal of computational economics and … 14 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015062771

Argentinean real exchange rate 1900 - 2006: Testing purchasing power parity theory

dal Bianco, Marcos José - In: Estudios de Economía 35 (2008) 1, pp. 33-64

This paper tests the Purchasing Power Parity Theory of Exchange Rates dealing with Argentinean data for the period 1900-2006. This is equivalent to testing if the Real Exchange Rate is a stationary variable or if its components (the nominal exchange rate and the relative prices) are...

Persistent link: https://www.econbiz.de/10010289485