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~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~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
26
Unit root test
26
Purchasing power parity
16
Estimation
9
Schätzung
9
Exchange rate
7
Time series analysis
7
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7
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real exchange rate
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Cerrato, Mario
5
Kim, Hyunsok
3
MacDonald, Ronald
3
Chang, Tsangyao
1
Chen, Show-lin
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Coakley, Jerry
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Edison, Hali J.
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Melick, William Robert
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Moh, Young-kyu
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1
Peretti, Christian de
1
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1
Siani, Carole
1
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Su, Chi-Wei
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Discussion papers / Adam Smith Business School, University of Glasgow
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
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Japan and the world economy : international journal of theory and policy
6
International journal of economics and financial issues : IJEFI
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Journal of international financial markets, institutions & money
5
Journal of macroeconomics
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Open economies review
5
The South African journal of economics
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East Asian economic review
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Econometric reviews
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Economics and finance working paper series
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Review of international economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Oxford bulletin of economics and statistics
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Reihe Ökonomie
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ECONIS (ZBW)
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1
A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates
Peretti, Christian de
;
Siani, Carole
;
Cerrato, Mario
-
2010
Persistent link: https://www.econbiz.de/10003948013
Saved in:
2
3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
-
2009
Persistent link: https://www.econbiz.de/10003806185
Saved in:
3
Technical appendix-3-regime asymmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
2009
Persistent link: https://www.econbiz.de/10003875007
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
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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