Search Results - subject:"Structural Break Unit Root Tests"

An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks

GÜR, Betül - In: Eurasian Academy Of Sciences Social Sciences Journal 1 (2015) 1, pp. 32-42

The application of the law of one price to the international market is purchasing power parity. Purchasing power parity associates the prices of all goods used in foreign trade with the exchange rate. If the purchasing power parity is valid, the changes in the nominal exchange rates balance the...

Persistent link: https://www.econbiz.de/10011266165

An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks

GÜR, Betül - In: Eurasian Eononometrics, Statistics and Emprical … 1 (2015) 1, pp. 32-42

Persistent link: https://www.econbiz.de/10011267770

An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks

GÜR, Betül - In: Eurasian Eononometrics, Statistics and Emprical … 1 (2015) 1, pp. 32-42

Persistent link: https://www.econbiz.de/10011268632