Search Results - subject:"Quantile Unit Root Test" - EconBiz

Revisiting purchasing power parity in the ASEAN-5 countries : evidence from the Fourier quantile unit root test

Bahramian, Pejman; Saliminezhad, Andisheh - In: Applied economics letters 28 (2021) 13, pp. 1104-1109

Persistent link: https://www.econbiz.de/10012589968

Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.

Lee, Chien-Chiang; Ranjbar, Omid; Lee, Chi-Chuan - In: Applied economics 53 (2021) 24, pp. 2752-2770

Persistent link: https://www.econbiz.de/10012501412

The efficiency of monetary policy when guiding inflation expectations

Bauer, Christian; Weber, Sebastian - 2016

We assess the efficiency of monetary policy to guide inflation expectations in high and low regimes. Using quantile regression we analyze the persistence of inflation expectations from the Consensus Economics Survey at different quantiles. We find a) empirical evidence that expectations are not...

Persistent link: https://www.econbiz.de/10011624340

The efficiency of monetary policy when guiding inflation expectations

Bauer, Christian; Weber, Sebastian - 2016

We assess the efficiency of monetary policy to guide inflation expectations in high and low regimes. Using quantile regression we analyze the persistence of inflation expectations from the Consensus Economics Survey at different quantiles. We find a) empirical evidence that expectations are not...

Persistent link: https://www.econbiz.de/10011574818

Quantile-based asymmetric dynamics of real GDP growth

Liu, Xiaochun - In: Macroeconomic dynamics 24 (2020) 8, pp. 1960-1988

Persistent link: https://www.econbiz.de/10012404222

Real interest rate parity in the G7 countries : evidence from the quantile unit root test

Lou, Tienwei; Hsu, Chen-min; Chang, Tsangyao - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10012596213

Testing the long-run PPP for Turkey : new evidence from the Fourier quantile unit root test

Dŏganlar, Murat; Kızılkaya, Oktay; Mike, Faruk - In: Applied economics letters 27 (2020) 9, pp. 729-735

Persistent link: https://www.econbiz.de/10012205814

Testing the theory of PPP for emerging market economies that practice flexible exchange rate regimes

Mike, Faruk; Kızılkaya, Oktay - In: Applied economics letters 26 (2019) 17, pp. 1411-1417

Persistent link: https://www.econbiz.de/10012204810

Purchasing power parity in BRICS countries : fourier quantile unit root tests

Chang, Tsangyao; Lin, Tzu-ling - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 597-609

Persistent link: https://www.econbiz.de/10011913383

Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Elmi, Zahra Mila - In: Applied economics 50 (2018) 4, pp. 441-454

Persistent link: https://www.econbiz.de/10011846997

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