Search Results - subject:"Quantile unit root test"

Exploring the tourism markets' convergence hypothesis in South Korea

Matsuki, Takashi; Pan, Lei - In: Tourism economics : the business and finance of tourism … 29 (2023) 7, pp. 1960-1971

Persistent link: https://www.econbiz.de/10014384557

Testing the validity of purchasing power parity in alternative markets : evidence from the fourier quantile unit root test

Dŏganlar, Murat; Mike, Faruk; Kızılkaya, Oktay - In: Borsa Istanbul Review 21 (2021) 4, pp. 375-383

-developed, emerging, and frontier markets-using the Fourier quantile unit root test. The analyses are conducted on 45 countries, including …:8. Conventional, nonlinear, and Fourier-type unit root tests are also employed for this purpose. The Fourier quantile unit root test …

Persistent link: https://www.econbiz.de/10012816988

The theory of purchasing power parity in MENA countries : the quantile unit root test

Oskooe, Seyyed Ali Paytakhti; Shafei, Ehsan - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 253-263

Persistent link: https://www.econbiz.de/10012220595

Revisit hysteresis unemployment in eastern European countries using quantile regression

Xie, Hong; Chang, Tsangyao; Grigorescu, Adriana; Hung, Ken - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 5, pp. 522-537

Persistent link: https://www.econbiz.de/10012152810

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

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