Search Results - subject:"quantile unit root"

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

Public debt dynamics and fiscal sustainability in selected North African countries : new evidence from recurrent explosive behavior tests and quantile unit root analysis

Chekouri, Sidi Mohammed; Chibi, Abderrahim; … - In: Economic change & restructuring 57 (2024) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10014491760

Is art market efficient? : Evidence from non-linear quantile unit-root tests

Kim, Myeong Jun; Park, Sung Y. - In: Applied economics letters 31 (2024) 15, pp. 1389-1396

Persistent link: https://www.econbiz.de/10015075376

Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies

Goswami, Gour G.; Saha, Tapas Kumar - In: Applied economics letters 31 (2024) 4, pp. 312-322

Persistent link: https://www.econbiz.de/10014468817

Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid; Li, Fangjhy - In: Applied economics letters 31 (2024) 5, pp. 422-431

Persistent link: https://www.econbiz.de/10014469924

Asymmetric persistence in Turkish interest and inflation rates : new evidence from quantile unit root test with structural shifts

Nazlıoğlu, Şaban; Gurel, Sinem Pinar; Günes, Orhan … - 2024

Persistent link: https://www.econbiz.de/10015337668

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

Testing behavior of defense expenditures in the NATO countries : evidence from Fourier quantile unit root test

Özek, Yavuz; Bayat, Tayfur; Kayhan, Selim - In: Theoretical and applied economics : GAER review 30 (2023) 4/637, pp. 281-290

Persistent link: https://www.econbiz.de/10014525174

Asymmetric persistence and the unemployment hysteresis question in emerging markets : evidence from advanced quantile unit-root tests

Kilic, Emre; Yavuz, Ersin; Ergen, Eren; Yaraşır … - In: Journal for studies in economics and econometrics : SEE 47 (2023) 3, pp. 244-261

Persistent link: https://www.econbiz.de/10014319332

Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach

Kilic, Emre; Yavuz, Ersin; Pazarci, Sevket; Kar, Asim - In: Finance research letters 58 (2023) 3, pp. 1-6

Persistent link: https://www.econbiz.de/10014631541