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Reexamining the PPP hypothesis : a nonlinear asymmetric heterogeneous panel unit root test

Emirmahmutoglu, Furkan; Omay, Tolga - In: Economic modelling 40 (2014), pp. 184-190

Persistent link: https://www.econbiz.de/10010425695

Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438

Persistent link: https://www.econbiz.de/10010460119

Inflation targeting and real exchange rates : a bias correction approach

Kim, Jaebeom - In: Economics letters 125 (2014) 2, pp. 253-256

Persistent link: https://www.econbiz.de/10010505325

Purchasing Power Parity of ASEAN-5 countries revisited : heterogeneity, structural breaks and cross-sectional dependence

Munir, Qaiser; Kok Sook Ching - In: Global economic review 44 (2015) 1, pp. 116-149

Persistent link: https://www.econbiz.de/10010509111

A reappraisal of the evidence on PPP : a systematic investigation into MA roots in panel unit root tests and their implications

Fischer, Christoph; Porath, Daniel - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 767-792

Persistent link: https://www.econbiz.de/10008747607

Is price dynamics homogeneous across Eurozone countries?

Guerreiro, David; Joëts, Marc; Mignon, Valérie - In: Journal of economic integration 27 (2012) 4, pp. 609-632

Persistent link: https://www.econbiz.de/10009678965

PPP in Central and Eastern European economies : further evidence from panel unit root tests

Kavkler, Alenka; Boršič, Darja; Bekő, Jani - In: Applied economics letters 19 (2012) 16/18, pp. 1543-1548

Persistent link: https://www.econbiz.de/10009683121

A simple panel-CADF test for unit roots

Costantini, Mauro; Lupi, Claudio - 2011

In this paper we propose a simple extension to the panel case of the covariate-augmented Dickey Fuller (CADF) test for … with respect to other popular panel approaches. A procedure to compute the asymptotic p-values of Hansen’s CADF test is … hypothesis and the presence of a unit root in international industrial production indices. -- unit root ; panel data …

Persistent link: https://www.econbiz.de/10009686159

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

Chortareas, Georgios E.; Kapetanios, George - In: Journal of banking & finance 33 (2009) 2, pp. 390-404

Persistent link: https://www.econbiz.de/10003803121

International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009

integration ; misalignment ; second-generation panel unit root and cointegration tests …

Persistent link: https://www.econbiz.de/10003816542