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Revisiting purchasing power parity for 15 Latin American countries : threshold unit root test

Lu, Yang-cheng; Chang, Tsangyao; Lee, Chia-Hao; Su, Chi-Wei - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 165-174

Persistent link: https://www.econbiz.de/10010355995

Purchasing power parity hypothesis : mixed evidence from Eastern Europe emerging markets

Karabulut, Gokhan; Bilgin, Mehmet Huseyin; Gozgor, Giray - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 213-227

Persistent link: https://www.econbiz.de/10010353720

Cointegration analysis of purchasing power parity in Republic of Croatia

Kozul, Ivan - In: UTMS journal of economics / University of Tourism and … 4 (2013) 3, pp. 253-268

This paper examines the validity of purchasing power parity (PPP) hypothesis in the Republic of Croatia. The main aim is to test whether the PPP Theory holds in the case of the Republic of Croatia and whether the PPP Theory is an appropriate method on which monetary policy makers can rely in...

Persistent link: https://www.econbiz.de/10010222876

Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage

Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10010232366

Testing purchasing power parity for Japan and the US : a structural-break approach

Dimitriou, Dimitrios; Simos, Theodore - In: Japan and the world economy : international journal of … 28 (2013), pp. 53-59

Persistent link: https://www.econbiz.de/10010240928

Purchasing power parity in transition countries : old wine with new bottle

Huizhen, He; Ranjbar, Omid; Chang, Tsangyao - In: Japan and the world economy : international journal of … 28 (2013), pp. 24-32

Persistent link: https://www.econbiz.de/10010240931

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

Least absolute deviation based unit root tests in smooth transition type of models

Sandberg, Rickard - In: Advances in non-linear economic modeling : theory and …, (pp. 141-166). 2014

Persistent link: https://www.econbiz.de/10010251587

Smooth structural breaks and the stationarity of the yen real exchange rates

Zhou, Su; Kutan, Ali Mustafa - In: Applied economics 46 (2014) 10/12, pp. 1150-1159

Persistent link: https://www.econbiz.de/10010399378

Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test

Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133

Persistent link: https://www.econbiz.de/10010408390