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Breaks in innovation variance and long-run Purchasing Power Parity

Li, Jing - In: International economics & finance journal : (IEFJ) 10 (2015) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10011414541

Breaks in innovation variance and long-run Purchasing Power Parity

Li, Jing - In: International economics & finance journal : (IEFJ) 3 (2008) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10003958554

Facing up to the polysemy of purchasing power parity : new international evidence

Xie, Zixiong; Chen, Shyh-Wei; Hsieh, Chun-Kuei - In: Economic modelling 98 (2021), pp. 247-265

Persistent link: https://www.econbiz.de/10012793895

Purchasing power parity tests in cointegrated panels : evidence from newly industrialized countries

Ranjan Behera, Smruti - In: Journal of economic development 44 (2019) 1, pp. 69-95

Persistent link: https://www.econbiz.de/10012004514

Fourier Nonlinear Quantile Unit Root Test of Purchasing Power Parity in Cryptocurrencies

Goswami, Gour Gobinda; Saha, Tapas - 2022

The primary purpose of this article is to conduct the Fourier Nonlinear Unit Root Test to check Purchasing Power Parity … strongly supported when we pool them together by countries and cryptocurrencies. This finding is in line with the power of the …

Persistent link: https://www.econbiz.de/10014236197

Unit Root Tests of Purchasing Power Parity

Liew, Venus Khim-Sen - 2006

The findings from this study provide robust empirical evidence supporting the validity of the long-run PPP, suggesting that ASEAN-5 exchange rate adjustment is mean reversion towards PPP equilibrium values in a non-linear way

Persistent link: https://www.econbiz.de/10014059544