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Purchasing power parity in ASEAN-5 countries : revisit with cross-sectional dependence and structural breaks
Munir, Qaiser; Kok Sook Ching; Hooi Hooi Lean; Teplova, … - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 233-249
Persistent link: https://www.econbiz.de/10011974592
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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
cointegration between the nominal exchange rate and the relative prices. In particular, the Argentinean RER appears to be trend …
Persistent link: https://www.econbiz.de/10010289485
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Purchasing power parity : evidence from four CEE countries
Sadoveanu, Diana; Ghiba, Nicolae - In: Journal of academic research in economics 4 (2012) 1, pp. 80-89
Persistent link: https://www.econbiz.de/10010247067
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Testing for unit roots with cointegrated data
Reed, W. Robert - 2015
This paper demonstrates that unit root tests can suffer from inflated Type I error rates when data are cointegrated. Results from Monte Carlo simulations show that three commonly used unit root tests - the ADF, Phillips-Perron, and DF-GLS tests - frequently overreject the true null of a unit...
Persistent link: https://www.econbiz.de/10011309691
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Effect of budget deficit on exchange rate in Nigeria from 1980 to 2017 : an error correction model approach
Ugwu, Ephraim Ikechukwu; Efuntade, Olubunmi Omotayo - In: Journal of economics and business research 23 (2017) 2, pp. 193-216
Persistent link: https://www.econbiz.de/10011977464
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Empirical testing of purchasing power parity validity in selected European Union countries
Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32
exchange rate in a logarithm, while in the second phase, the cointegration of nominal exchange rate, domestic and foreign price … authors' knowledge, and taking into account Liu (1992), who states that it is more important to check the presence of co-integration … results suggest that all the real exchange rate time series are stationary, additionally, cointegration exists among all the …
Persistent link: https://www.econbiz.de/10012887177
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Long-run linkages of ASEAN+3 floating currencies
Rufino, Cesar C. - In: DLSU business & economics review 27 (2017/2018) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10011948552
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Comovement and catch-up in productivity across sectors : evidence from the OECD
Cornwell, Christopher Mark; Wächter, Jens-Uwe - 1999
A method for analyzing productivity convergence based on frontier production functions is proposed. It is examined whether departures from the frontier - country-level inefficiencies - exhibit long-run relationships and convergence. The method is applied to 1-digit industries of 14 OECD...
Persistent link: https://www.econbiz.de/10010466017
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Population ageing and FDI inflows in OECD countries : a dynamic panel cointegration analysis
Mitra, Rajarshi; Abedin, Md. Thasinul - In: Applied economics letters 28 (2021) 13, pp. 1071-1075
Persistent link: https://www.econbiz.de/10012589959
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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
first clarify the logic of applying cointegration methods to the RERI and propose an alternative way of testing the …
Persistent link: https://www.econbiz.de/10011506475