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Testing for purchasing power parity using stationary covariates

Amara, Jomana; Papell, David H. - In: Applied financial economics 16 (2006) 1/2, pp. 29-39

Persistent link: https://www.econbiz.de/10003291779

Can we explain the long-term real equilibrium exchange rate through purchasing power parity ? : an empirical investigation (1965 - 1995)

Feridun, Mete - In: Ekonomický časopis : časopis pre ekonomickú … 53 (2005) 3, pp. 273-282

Persistent link: https://www.econbiz.de/10003219899

Testing for inflation convergence between the Euro Zone and its CEE partners

Drine, Imed (contributor); Rault, Christophe (contributor) - 2005

Persistent link: https://www.econbiz.de/10002999147

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

Rothe, Christoph (contributor); … - 2005

In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence...

Persistent link: https://www.econbiz.de/10002926863

Testing for PPP: should we use panel methods?

Banerjee, Anindya; Marcellino, Massimiliano; Osbat, Chiara - In: Empirical economics : a journal of the Institute for … 30 (2005) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10002770919

Smooth transitions and mean reversion in real effective exchange rates

Pattichis, Charalambos - In: Ekonomia : the journal of the Cyprus Economic Society 5 (2001) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10002150497

Detecting mean reversion in real exchange rates from a multiple regime STAR model

Bec, Frédérique (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002574193

Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship

Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 382-395

Persistent link: https://www.econbiz.de/10002372870

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340

Persistent link: https://www.econbiz.de/10002375332

Do real exchange rates "mean revert" to productivity? A nonliner approach

Venetis, I. A.; Payá, Ivan; Peel, David - 2005

Persistent link: https://www.econbiz.de/10002884308

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