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Purchasing power parity in transition countries : panel stationary test with smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsung-pao - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 153-161

apply a recently introduced panel stationary test, which accounts for sharp breaks and smooth shifts. The results indicate …

Persistent link: https://www.econbiz.de/10011308453

Revisiting Purchasing Power Parity in OECD

Jiang, Chun; Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: Applied economics 47 (2015) 40/42, pp. 4323-4334

Persistent link: https://www.econbiz.de/10011294569

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

An empirical test of purchasing power parity for CASSH and BRICS countries : panel stationary test with both smooth and sharp breaks

Wu, Tsung-Pao - In: The empirical economics letters : a monthly … 15 (2016) 8, pp. 767-778

Persistent link: https://www.econbiz.de/10011718582

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