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Brazil-US trade balance and exchange rate : dynamic empirics
Mustafa, Muhammad; Rahman, A. K. M. Matiur; … - In: The journal of developing areas 49 (2015) 3, pp. 151-164
Persistent link: https://www.econbiz.de/10011450130
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Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
Lo, Ming Chien; Morley, James C. - In: Journal of international money and finance 51 (2015), pp. 264-284
Persistent link: https://www.econbiz.de/10011475263
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A revisit to the nonlinear stationarity of real exchange rates
Wu, Jyh-lin; Lee, Chien-chiang - In: Applied economics letters 15 (2008) 1/3, pp. 155-159
Persistent link: https://www.econbiz.de/10003725107
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph (contributor);  … - 2005
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence...
Persistent link: https://www.econbiz.de/10002926863
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph; Sibbertsen, Philipp - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 3, pp. 439-456
Persistent link: https://www.econbiz.de/10003363489
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Purchasing power parity in Brazil : a test for fractional cointegration
Alves, Denisard C. O.; Cati, Regina Célia; Fava, Vera Lucia - In: Applied economics 33 (2001) 9, pp. 1175-1185
Persistent link: https://www.econbiz.de/10001595343
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Size distortions of tests of the null hypothesis of stationary : evidence and implications for the PPP debate
Caner, M.; Kilian, Lutz - In: Journal of international money and finance 20 (2001) 5, pp. 639-657
Persistent link: https://www.econbiz.de/10001612882
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Is purchasing power parity overvalued?
Wu, Jyh-lin; Wu, Shaowen - In: Journal of money, credit and banking : JMCB 33 (2001) 3, pp. 804-812
Persistent link: https://www.econbiz.de/10001605451
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Series-specific unit root tests with panel data
Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 527-546
Persistent link: https://www.econbiz.de/10001741991
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Unit root tests for panel data
Choi, In - In: Journal of international money and finance 20 (2001) 2, pp. 249-272
Persistent link: https://www.econbiz.de/10001554424