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A nonparametric study of real exchange rate persistence over a century

Kim, Hyeongwoo; Ryu, Deockhyun - 2014

Persistent link: https://www.econbiz.de/10010512598

The stationarity of South Asian real exchange rates allowing for structural breaks

Hoque, Ariful; Banerjee, Rajabrata - In: Australasian accounting business and finance journal : AABF 8 (2014) 3, pp. 45-54

Persistent link: https://www.econbiz.de/10010520022

Comparing data sources of real GDP in purchasing power parities

Bentzen, Jan - In: Applied economics letters 22 (2015) 16/18, pp. 1303-1308

Persistent link: https://www.econbiz.de/10011380157

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 Czech Republic, Hungary, Latvia, Lithuania, Poland, Romania and Russia) using monthly data over the 1995 - 2011 period. We apply a recently introduced panel stationary test, which...

Persistent link: https://www.econbiz.de/10011308453

Purchasing power parity : a unit root, cointegration and VAR analysis in emerging and advanced countries

Loukopoulos, Georgios; Antonopoulos, Dimitrios - In: Business and Economic Research : BER 5 (2015) 1, pp. 262-279

Persistent link: https://www.econbiz.de/10011344182

Are Southeast Asian real exchange rates mean reverting?

Bec, Frédérique; Zeng, Songlin - In: Journal of international financial markets, … 23 (2013), pp. 265-282

Persistent link: https://www.econbiz.de/10009707500

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

Purchasing Power Parity hold in G-8 countries? : a new test

Chiang, I-chan; Chang, Tsangyao; Cheng, Shu-ching; Wu, … - In: The empirical economics letters : a monthly … 12 (2013) 10, pp. 1077-1084

Persistent link: https://www.econbiz.de/10010363759

Purchasing power parity : evidence from four CEE countries

Sadoveanu, Diana; Ghiba, Nicolae - In: Journal of academic research in economics 4 (2012) 1, pp. 80-89

Persistent link: https://www.econbiz.de/10010247067

Revisiting purchasing power parity for Mainland China and Taiwan using stationary test with a fourier function

Chou, Ming Che; Chang, Tsangyao - In: The empirical economics letters : a monthly … 12 (2013) 3, pp. 281-286

Persistent link: https://www.econbiz.de/10010257899