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Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model

Çağlayan Akay, Ebru; Ergin, Nursefa - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10011718663

An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests

Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137

Persistent link: https://www.econbiz.de/10011579140

Breaks in innovation variance and long-run purchasing power parity

Li, Jing - In: International economics & finance journal : (IEFJ) 13 (2018) 2, pp. 231-249

Persistent link: https://www.econbiz.de/10012057104

Testing the purchasing power parity hypothesis : case of ASEAN economies

Bekő, Jani; Boršič, Darja - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 74-85

We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is employed on data series from January 1995 to January 2018 in order to search for validity of PPP in the period before the Great Recession and in the post-crisis period. All the...

Persistent link: https://www.econbiz.de/10012021749