Purchasing power parity with nonlinear and asymmetric smooth adjustment
Year of publication: |
2012
|
---|---|
Authors: | Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 4/6, p. 575-578
|
Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Japan | 1986-2009 |
-
Causes of nonlinearities in low-order models of the real exchange rate
Ahmad, Yamin, (2013)
-
Purchasing power parity nonlinear threshold unit root test for East-Asian countries
Chang, Tsangyao, (2012)
-
Are Southeast Asian real exchange rates mean reverting?
Bec, Frédérique, (2013)
- More ...
-
Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests
Su, Chi-Wei, (2012)
-
Purchasing power parity with nonlinear and asymmetric smooth adjustment
Chang, Tsangyao, (2012)
-
Chang, Tsangyao, (2012)
- More ...