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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Matsuki, Takashi, (2013)
Purchasing power parity : a unit root, cointegration and VAR analysis in emerging and advanced countries
Loukopoulos, Georgios, (2015)
Breaks in innovation variance and long-run Purchasing Power Parity
Li, Jing, (2015)
Covariate selection for testing purchasing power parity
Lee, Cheng-Feng, (2011)
Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-Chuan, (2013)
Quantile cointegration analysis of the Fisher hypothesis