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A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in develop...

Almasri, A.; Månsson, K.; Sjölander, Pär; Shukur, Ghazi - In: Applied economics 49 (2017) 21, pp. 2096-2105

Persistent link: https://www.econbiz.de/10011817115

Modelling Ireland’s exchange rates: from EMS to EMU

Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - 2007

This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (PPP), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...

Persistent link: https://www.econbiz.de/10011604869

Modelling Ireland's exchange rates: From EMS to EMU

Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - 2007

This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (Ppp), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...

Persistent link: https://www.econbiz.de/10010272367

Exchange rate misalignment under different exchange rate regimes in Nigeria

Essien, Sunday N.; Uyaebo, Stephen O. U.; Omotosho, … - In: CBN journal of applied statistics 8 (2017) 1, pp. 1-21

This study examines the dynamics of naira real exchange rate (RER) during the period 2000Q1 – 2016Q1 as well as the extent to which it deviated from its long run equilibrium path. To achieve this, we adopt the Behavioural Equilibrium Exchange Rate (BEER) model approach and incorporate the...

Persistent link: https://www.econbiz.de/10011843508

Breaks in innovation variance and long-run Purchasing Power Parity

Li, Jing - In: International economics & finance journal : (IEFJ) 10 (2015) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10011414541

The fourier quantile unit root test with an application to the PPP hypothesis in the OECD

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics quarterly 63 (2017) 3, pp. 295-317

Persistent link: https://www.econbiz.de/10011890423

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

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

The theory of purchasing power parity in MENA countries : the quantile unit root test

Oskooe, Seyyed Ali Paytakhti; Shafei, Ehsan - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 253-263

Persistent link: https://www.econbiz.de/10012220595

Purchasing power parity in the Euro Area : evidence from structural break LM Test

Suluk, Seher; Tanrıseven, Kemaletttin - In: International journal of economics and financial issues … 8 (2018) 2, pp. 370-375

Persistent link: https://www.econbiz.de/10011957765