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Essays on theoretical and empirical aspects of structural break models

Yabu, Tomoyoshi - 2006

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

Are PPP tests erratically behaved? : some panel evidence

Caporale, Guglielmo Maria (contributor); … - 2006

This paper examines whether, in addition to standard unit root and cointegration tests, panel approaches also produce test statistics behaving erratically when applied to tests for PPP. We show that if appropriate tests (which are robust to cross-sectional dependence and more powerful than...

Persistent link: https://www.econbiz.de/10003394591

Purchasing power parity over a century

Hyrina, Yevheniya; Serletis, Apostolos - In: Journal of economic studies 37 (2010) 1, pp. 117-144

Persistent link: https://www.econbiz.de/10003946830

A revisit to the non-linear mean reversion of real exchange rates : evidence from a series-specific non-linear panel unit-root test

Wu, Jyh-lin; Lee, Hsiu-yun - In: Journal of macroeconomics 31 (2009) 4, pp. 591-601

Persistent link: https://www.econbiz.de/10003924143

Three essays on nonlinear nonstationary econometrics and applied macroeconomics

Bae, Youngsoo - 2006

Persistent link: https://www.econbiz.de/10003965066

Does the PPP theory hold in African countries? : evidence from LM unit root tests

Yol, Marial Awou - In: Asian African journal of economics and econometrics 9 (2009) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10003965851

External sector openness and purchasing power parity in India : an annotation

Kumar, Sunil; Lokare, S. M. - In: Occasional papers / Reserve Bank of India 30 (2009) 3, pp. 23-50

Persistent link: https://www.econbiz.de/10009154633

Purchasing power parity with rank tests for nonlinear cointegration in African countries

Liu, Yu-Shao; Su, Chi-Wei - In: The South African journal of economics 79 (2011) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10009157580

Does purchasing power parity hold following the launch of the euro? : evidence from the panel unit root test

Wu, Yi-hua; Lin, Eric S. - In: Applied economics letters 18 (2011) 1/3, pp. 167-172

Persistent link: https://www.econbiz.de/10009230146

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

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