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Purchasing power parity during currency crises : a panel unit root test under structural breaks

Breitung, Jörg; Candelon, Bertrand - In: Review of world economics 141 (2005) 1, pp. 124-140

Persistent link: https://www.econbiz.de/10002717118

The great appreciation, the great depreciation, and the purchasing power parity hypothesis

Papell, David H. - In: Journal of international economics 57 (2002) 1, pp. 51-82

Persistent link: https://www.econbiz.de/10001692265

Purchasing power parity during currency crises : a panel unit root test under structural breaks

Breitung, Jörg; Candelon, Bertrand - 2003

Persistent link: https://www.econbiz.de/10001882754

Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment

Murray, Christian J.; Papell, David H. - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 223-238). 2000

Persistent link: https://www.econbiz.de/10001583144

New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks

Camarero, Mariam - 2011

This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence...

Persistent link: https://www.econbiz.de/10013124651

Is There a Unit Root in the Inflation Rate? New Evidence from Panel Data Models with Multiple Structural Breaks

Narayan, Paresh Kumar - 2012

countries inflation is stationary; and (3) the KPSS panel unit root test reveals strong evidence for stationarity of the …

Persistent link: https://www.econbiz.de/10013105391

A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

Lee, Chingnun - 2013

This paper develops a simple panel unit-root test that accommodates cross-sectional dependence among variables and …

Persistent link: https://www.econbiz.de/10013091164

A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

Lee, Chingnun - 2013

This paper proposes a new simple panel unit-root test by extending the cross-sectionally augmented panel unit-root test … the validity of long-run purchasing power parity. The proposed test complements the panel unit-root tests with breaks …

Persistent link: https://www.econbiz.de/10013075903

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel … data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a … common time period for all units. However, this approach can be costly in terms of lost information. Instead, existing panel …

Persistent link: https://www.econbiz.de/10013041203

Is there really hysteresis in the OECD unemployment rates? : new evidence using a Fourier panel unit root test

Omay, Tolga; Shahbaz, Muhammad; Stewart, Chris - In: Empirica : journal of european economics 48 (2021) 4, pp. 875-901

Persistent link: https://www.econbiz.de/10012651642