Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments : new international evidence
Zixiong Xie, Shyh-Wei Chen, Chun-Kuei Hsieh
| Year of publication: |
2025
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|---|---|
| Authors: | Xie, Zixiong ; Chen, Shyh-Wei ; Hsieh, Chun-Kuei |
| Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 52.2025, 1, p. 143-172
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| Subject: | Nonlinearity | Purchasing power parity | Real effective exchange rate | Unit root | Kaufkraftparität | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-024-09628-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015333812