Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Astrid Ayala, Szabolcs Blazsek, Juncal Cuñado and Luis Albériko Gil-Alana
| Year of publication: |
June 2016
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|---|---|
| Authors: | Ayala, Astrid ; Blazsek, Szabolcs ; Cuñado Eizaguirre, Juncal ; Gil-Alaña, Luis A. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 28/30, p. 2675-2696
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| Subject: | Latin America | purchasing power parity | real effective exchange rate | Markov regime-switching model | Beta-t-EGARCH | dynamic conditional score model | Kaufkraftparität | Purchasing power parity | Lateinamerika | Einheitswurzeltest | Unit root test | Markov-Kette | Markov chain | Schätzung | Estimation | Wechselkurs | Exchange rate | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1128076 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011594383