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Search: subject:"nonlinear rolling window unit root test"
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Einheitswurzeltest
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Estimation
2
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Unit root test
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nonlinear rolling window unit root test
2
Aktienindex
1
Börsenkurs
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Dow Jones
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EPU index
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Kaufkraftparität
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PPP
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S&P 500
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Time series analysis
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USA
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United States
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nonlinear rolling window causality test
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purchasing power parity
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real exchange rates
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Bekő, Jani
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Gocer, Ismet
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Kavkler, Alenka
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Ongan, Serdar
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Annals of financial economics
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International journal of sustainable economy
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ECONIS (ZBW)
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Do real exchange rates in small Central and Eastern European economies obey purchasing power parity?
Bekő, Jani
;
Kavkler, Alenka
- In:
International journal of sustainable economy
11
(
2019
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10012050857
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2
Testing the causalities between economic policy uncertainty and the US stock indices : applications of linear and nonlinear approaches
Ongan, Serdar
;
Gocer, Ismet
- In:
Annals of financial economics
12
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011850379
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