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An investigation of current account solvency in Latin America using non linear stationarity tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868061

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002153120

The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868157

Nonlinear alternatives to unit root tests and public finances sustainability : some evidence from Latin American and Caribbean countries

Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 645-663

Persistent link: https://www.econbiz.de/10003759120

An investigation of current account solvency in Latin America using non linear nonstationarity tests

Chortareas, Georgios E. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 1

Persistent link: https://www.econbiz.de/10002651499

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2008

Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...