Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments
Year of publication: |
2020
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Authors: | Omay, Tolga ; Shahbaz, Muhammed ; Hasanov, Mübariz |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 32, p. 3479-3497
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Subject: | Nonlinear Symmetric and Asymmetric Dynamic Adjustments | PPP | Temporary Gradual Break | Kaufkraftparität | Purchasing power parity | Strukturbruch | Structural break | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Theorie | Theory | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
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