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~isPartOf:"Applied financial economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~subject:"Kaufkraftparität"
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Search: subject_exact:"Dickey-Fuller-Test"
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Kaufkraftparität
Einheitswurzeltest
34
Unit root test
34
Purchasing power parity
23
Estimation
14
Schätzung
14
Cointegration
7
Kointegration
7
Time series analysis
6
Zeitreihenanalyse
6
Nichtlineare Regression
5
Nonlinear regression
5
Structural break
4
Strukturbruch
4
PPP
3
Panel
3
Panel study
3
Real interest rate
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Realzins
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Statistical test
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Statistischer Test
3
Theorie
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Theory
3
real exchange rate
3
1973-1998
2
ARCH model
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ARCH-Modell
2
Aktienindex
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Aktienmarkt
2
Analysis of variance
2
Autocorrelation
2
Autokorrelation
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Canada
2
Developing countries
2
EU countries
2
EU-Staaten
2
Economic growth
2
Emerging economies
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Entwicklungsländer
2
Industrialized countries
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23
Systematic review
1
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English
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Cerrato, Mario
2
Chang, Tsangyao
2
Amara, Jomana
1
Baharumshah, Ahmad Zubaidi
1
Bahmani-Oskooee, Mohsen
1
Camarero Olivas, Mariam
1
Caporale, Guglielmo Maria
1
Chen, Show-lin
1
Choi, Doo-yull
1
Coakley, Jerry
1
Cuestas, Juan Carlos
1
Dijk, Dick van
1
Edison, Hali J.
1
Fountas, Stilianos
1
Franses, Philip Hans
1
Fuertes, Ana María
1
Gil-Alaña, Luis A.
1
Guimarães-Filho, Roberto Fernandes
1
Hasan, Mohammad S.
1
Haw, Chan Tze
1
Hoarau, Jean-François
1
Jiang, Liang
1
Kanas, Angelos
1
Kim, Bonghan
1
Kim, Jaebeom
1
Kim, See-won
1
Lee, Chia-Hao
1
Lin, Luke
1
Lin, Wenyuan
1
Lu, Yang-cheng
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Maki, Daiki
1
Melick, William Robert
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Moh, Young-kyu
1
Norman, Stephen
1
Nusair, Salah A.
1
Ordóñez, Javier
1
Papell, David H.
1
Phillips, Kerk Layne
1
Sarantis, Nicholas
1
Sollis, Robert
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Applied financial economics
International journal of finance & economics : IJFE
Applied economics letters
52
Applied economics
33
Economic modelling
22
Journal of international money and finance
17
The empirical economics letters : a monthly international journal of economics
16
Economics letters
13
International review of economics & finance : IREF
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Japan and the world economy : international journal of theory and policy
6
International journal of economics and financial issues : IJEFI
5
Journal of international financial markets, institutions & money
5
Journal of macroeconomics
5
Open economies review
5
The South African journal of economics
5
Discussion papers / Adam Smith Business School, University of Glasgow
4
East Asian economic review
4
Econometric reviews
4
Economics and finance working paper series
4
Global economic review
4
Review of international economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
University of Cincinnati, working paper series
4
William Davidson Institute working papers series
4
Working paper
4
Working papers in economics
4
Discussion paper / Centre for Economic Policy Research
3
Economic research
3
Economics working paper series ...
3
IHS economics series : working paper
3
International economics & finance journal : (IEFJ)
3
International macroeconomics : recent developments
3
Journal of applied econometrics
3
Journal of international economics
3
Journal of money, credit and banking : JMCB
3
Oxford bulletin of economics and statistics
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Reihe Ökonomie
3
Review of world economics
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The journal of developing areas
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ECONIS (ZBW)
23
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1
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
2
Exchange rate reversion under regimes other than free float
Lin, Luke
;
Lin, Wenyuan
- In:
International journal of finance & economics : IJFE
18
(
2013
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10010355974
Saved in:
3
Real exchange rate dynamics in transition economies : a nonlinear analysis
Nusair, Salah A.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 188-204
Persistent link: https://www.econbiz.de/10010355991
Saved in:
4
Revisiting purchasing power parity for 15 Latin American countries : threshold unit root test
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-Hao
;
Su, Chi-Wei
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 165-174
Persistent link: https://www.econbiz.de/10010355995
Saved in:
5
What is the shape of real exchange rate nonlinearity?
Norman, Stephen
;
Phillips, Kerk Layne
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 363-375
Persistent link: https://www.econbiz.de/10009718917
Saved in:
6
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
7
Nonlinear dynamics of real exchange rates for sectoral data
Kim, Jaebeom
;
Moh, Young-kyu
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 146-151
Persistent link: https://www.econbiz.de/10009159753
Saved in:
8
Nonlinear mean-reversion in Southeast Asian real exchange rates
Choi, Doo-yull
;
Kim, Bonghan
;
Kim, See-won
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1409-1421
Persistent link: https://www.econbiz.de/10009356140
Saved in:
9
Does long-run purchasing power parity hold in Eastern and Southern African countries? : evidence from panel data stationary tests with multiple structural breaks
Hoarau, Jean-François
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 307-315
Persistent link: https://www.econbiz.de/10008811321
Saved in:
10
Real exchange rates and developing countries
Kanas, Angelos
- In:
International journal of finance & economics : IJFE
14
(
2009
)
3
,
pp. 280-299
Persistent link: https://www.econbiz.de/10003901081
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