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Testing the validity of purchasing power Parity in the BRICS : further evidence

Gyamfi, Emmanuel Numapau - In: EuroEconomica 36 (2017) 2, pp. 117-122

Persistent link: https://www.econbiz.de/10011798649

Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach

Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66

Persistent link: https://www.econbiz.de/10011641377

Empirical investigation of purchasing power parity for Turkey : evidence from recent nonlinear unit root tests

Yıldırım, Dilem - In: Central Bank review / The Central Bank of the Republic … 17 (2017) 2, pp. 39-45

Persistent link: https://www.econbiz.de/10011781406

Nonlinear adjustment effects in the purchasing power parity

Phiri, Andrew - 2017

nonlinear unit root and asymmetric cointegration analysis. Our empirical results show significant asymmetric PPP effects between …

Persistent link: https://www.econbiz.de/10011785059

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61

Persistent link: https://www.econbiz.de/10012430865

On the long-run sustainability of current account deficits in India : some insights from linear and non-linear cointegration tests

Deheri, Abdhut - In: The Indian economic journal 72 (2024) 4, pp. 585-601

Persistent link: https://www.econbiz.de/10014632369

Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence

Nazlıoğlu, Şaban; Kucukkaplan, Ilhan; Kilic, Emre; … - In: Research in international business and finance 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248566

Purchasing Power Parity : Evidence from a New Testing Procedure in the Nonlinear Modified ESTAR Framework

Dieu-Hang, To; Kompas, Tom - 2018

The presence of transaction costs in trading implies a non-linear adjustment process of real exchange rates towards Purchasing Power Parity (PPP). This may make the traditional tests for PPP using a linear framework, which generally tend to refute the PPP hypothesis, unreliable. This study...

Persistent link: https://www.econbiz.de/10014190608

Modeling national accounts sub-aggregates : an application of non-linear error correction

Jumah, Adusei; Kunst, Robert M. - 2004

Persistent link: https://www.econbiz.de/10001974056

Nelson and Plosser revisited : macroeconomic and financial stability of Turkey

Nazlıoğlu, Şaban; Tarakci, Dogukan; Kilic, Emre - In: Empirical economics : a quarterly journal of the … 66 (2024) 6, pp. 2557-2592

Persistent link: https://www.econbiz.de/10015048309