PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Saban Nazlioglu, Mehmet Altuntas and Emre Kilic
Year of publication: |
2022
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Authors: | Nazlıoğlu, Şaban ; Altuntas, Mehmet ; Kilic, Emre |
Subject: | emerging markets | nonlinearity | PPP | quantile unit root | smooth breaks | Kaufkraftparität | Purchasing power parity | Schwellenländer | Emerging economies | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
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