Quantile unit root test and PPP : evidence from 23 OECD countries
Year of publication: |
July 2016
|
---|---|
Authors: | Bahmani-Oskooee, Mohsen ; Ranjbar, Omid |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 31/33, p. 2899-2911
|
Subject: | PPP | quantile unit root test | OECD | Einheitswurzeltest | Unit root test | OECD-Staaten | OECD countries | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Panel | Panel study | Theorie | Theory |
-
Bahmani-Oskooee, Mohsen, (2018)
-
The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
Bahmani-Oskooee, Mohsen, (2017)
-
Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga, (2018)
- More ...
-
The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
Bahmani-Oskooee, Mohsen, (2017)
-
Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Bahmani-Oskooee, Mohsen, (2016)
-
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen, (2018)
- More ...