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Long-Run Purchasing Power Parity with Asymmetric Adjustment

Enders, Walter; Dibooglu, Selahattin - In: Southern Economic Journal 68 (2001) 2, pp. 433-445

Tests of purchasing power parity (PPP) that use panel data are more supportive of the theory than are bilateral tests. The article uses threshold cointegration to explore long-run PPP. Using data from the post-Bretton Woods period, we show that cointegration with threshold adjustment holds for a...

Persistent link: https://www.econbiz.de/10005562222

A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

Enders, Walter; Lee, Junsoo - In: Oxford Bulletin of Economics and Statistics 74 (2012) 4, pp. 574-599

Persistent link: https://www.econbiz.de/10010564258

Whose Line Is It? Plagiarism in Economics

Enders, Walter; Hoover, Gary A. - In: Journal of economic literature 42 (2004) 2, pp. 487-493

Persistent link: https://www.econbiz.de/10006816163

Assessing the importance of global shocks versus country-specific shocks

Souki, Kaouthar; Enders, Walter - In: Journal of international money and finance 27 (2008) 8, pp. 1420-1429

Persistent link: https://www.econbiz.de/10008141184

Threshold-Autoregressive, Median-Unbiased, and Cointegration Tests of Purchasing Power Parity

Falk, Barry L.; Enders, Walter - Department of Economics, Iowa State University - 1998

Persistent link: https://www.econbiz.de/10008557328

Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates

Enders, Walter; Granger, C. W. J. - Department of Economics, Iowa State University - 1998

Persistent link: https://www.econbiz.de/10008557357