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A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
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Inter-region relative price convergence in Korea
Moon, Seongman - In: East Asian economic review 21 (2017) 2, pp. 123-146
Persistent link: https://www.econbiz.de/10011701205
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Sectoral price divergence between Korea and Japan
Moon, Seongman - In: East Asian economic review 20 (2016) 4, pp. 493-517
Persistent link: https://www.econbiz.de/10011613456
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Sectoral price divergence between Korea and Japan
Moon, Seongman - In: East Asian economic review 20 (2016) 4, pp. 493-517
econometric method developed by Pesaran which controls for the cross-section dependence in a panel, we are not able to reject the … hypothesis that the sectoral real exchange rates contain a common stochastic trend. On the other hand, the well-known panel unit … the error term of the regression for our panel exhibits significant cross-section dependence, these opposite results …
Persistent link: https://www.econbiz.de/10011765038
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Inter-region relative price convergence in Korea
Moon, Seongman - In: East Asian economic review 21 (2017) 2, pp. 123-146
This paper examines the persistence of relative consumer price indices for 15 regions in Korea including 6 metropolitan cities and 9 provinces over the period of 1990-2016. In particular, we ask if relative regional price indices contain a common stochastic trend and find that they are not. We...
Persistent link: https://www.econbiz.de/10011765060
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Purchasing power parity tests in cointegrated panels : evidence from newly industrialized countries
Ranjan Behera, Smruti - In: Journal of economic development 44 (2019) 1, pp. 69-95
Persistent link: https://www.econbiz.de/10012004514
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Digging out the PPP hypothesis : an integrated empirical coverage
Carvalho, Miguel de; Júlio, Paulo - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 713-744
Persistent link: https://www.econbiz.de/10009547168
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Further evidence on purchasing power parity and country characteristics
Wu, Jyh-lin; Cheng, Su-yin; Han Hou - In: International review of economics & finance : IREF 20 (2011) 2, pp. 257-266
Persistent link: https://www.econbiz.de/10009304134
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Puzzles in panel unit root tests of purchasing power parity
Hansen, Gerd - 2001
Persistent link: https://www.econbiz.de/10014553640
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The law of one food price
Clements, Kenneth W.; Si, Jiawei; Long Hai Vo - In: Open economies review 34 (2023) 1, pp. 195-216
Persistent link: https://www.econbiz.de/10014276896