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Exchange rates dynamics revisited : a panel data test of the fractional integration order

Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409

Persistent link: https://www.econbiz.de/10010391171

Unit root testing in heteroscedastic panels using the Cauchy estimator

Demetrescu, Matei; Hanck, Christoph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 256-264

Persistent link: https://www.econbiz.de/10009657345

Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots

Otero, Jesús G.; Smith, Jeremy - In: Computational economics 41 (2013) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10009705057

Unit root testing in heteroskedastic panels using the Cauchy estimator

Demetrescu, Matei; Hanck, Christoph - 2010 - Preliminary version: February 27, 2010

Persistent link: https://www.econbiz.de/10008904998

Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114

Persistent link: https://www.econbiz.de/10012272020

Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing

Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265

Persistent link: https://www.econbiz.de/10014228424

Dynamics of exchange rate fluctuations in Turkey : evidence from symmetric and asymmetric causality analysis

Çeli̇k, Ali - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 1, pp. 125-141

This study examines the factors affecting exchange rate fluctuations in Turkey by employing the quarterly data from 2008 to 2020. In this context, linear and nonlinear unit root tests were used to determine the stationarity levels of the variables. Then, symmetric and asymmetric causality...

Persistent link: https://www.econbiz.de/10013198660

Structural breaks and relative price convergence among US cities

Hegwood, Natalie D.; Nath, Hiranya K. - In: Journal of macroeconomics 36 (2013), pp. 150-160

Persistent link: https://www.econbiz.de/10009751110

Testing black market vs. official PPP : a pooled mean group estimation approach

Goswami, Gour G.; Hossain, Mohammad Zariab - In: The empirical economics letters : a monthly … 12 (2013) 12, pp. 1291-1300

Persistent link: https://www.econbiz.de/10010363747

Real exchange rate dynamics : evidence from India

Hegwood, Natalie D.; Nath, Hiranya K. - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 4, pp. 396-404

Persistent link: https://www.econbiz.de/10011483637