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Essays on theoretical and empirical aspects of structural break models

Yabu, Tomoyoshi - 2006

Persistent link: https://www.econbiz.de/10003380112

The forward exchange rate unbiasedness hypothesis : a single break unit root and cointegration analysis

Mazur, Michael E.; Ramírez, Miguel D. - In: Modern economy 4 (2013) 9, pp. 605-626

Persistent link: https://www.econbiz.de/10010243180

Real interest rate parity for Central and Eastern European countries : a new unit root test with two structural breaks

Su, Chi-Wei; Jiang, Xia; Chang, Hsu-Ling - In: Ekonomický časopis : časopis pre ekonomickú … 62 (2014) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10010371903

PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Wu, Tsung-Pao - In: Applied economics 50 (2018) 23, pp. 2622-2634

Persistent link: https://www.econbiz.de/10011850300

Panel LM unit root tests with level and trend shifts

Lee, Junsoo; Tieslau, Margie A. - In: Economic modelling 80 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012199158

A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks

Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10011977114

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

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

This study examines whether the long-run purchasing power parity (PPP) holds in transition economies (Bulgaria, the … 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

Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58

Persistent link: https://www.econbiz.de/10010360616

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