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Real exchange rate volatility and exchange rate regimes : evidence from long-term data

Hasan, Shahriar - In: Economics letters 52 (1996) 1, pp. 67-73

Persistent link: https://www.econbiz.de/10001207394

Purchasing power parity and the Canadian float in the 1950s

Choudhry, Taufiq - In: The review of economics and statistics 73 (1991) 3, pp. 558-563

Persistent link: https://www.econbiz.de/10001114444

National price levels, purchasing power parity, and cointegration : a test of four high inflation economies

McNown, Robert F. - In: Journal of international money and finance 8 (1989) 4, pp. 533-545

Persistent link: https://www.econbiz.de/10001074872

Misleading inferences from panel unit-root tests with an illustration from purchasing power parity

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - In: Review of international economics 9 (2001) 3, pp. 482-493

Persistent link: https://www.econbiz.de/10001606586

Series-specific tests for a unit root in a panel setting with an application to real exchange rates

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - 1999

Persistent link: https://www.econbiz.de/10001409627

Forecasting the exchange rate PPP versus a random walk

Fritsche, Charmaine Pereira - In: Economics letters 54 (1997) 1, pp. 69-74

Persistent link: https://www.econbiz.de/10001222333

Series-specific unit root tests with panel data

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 527-546

Persistent link: https://www.econbiz.de/10001741991

A revisit to the non-linear mean reversion of real exchange rates : evidence from a series-specific non-linear panel unit-root test

Wu, Jyh-lin; Lee, Hsiu-yun - In: Journal of macroeconomics 31 (2009) 4, pp. 591-601

Persistent link: https://www.econbiz.de/10003924143

Misleading inferences from panel unit root tests : a comment

Ford, George S.; Jackson, John D.; Kline, Audrey D. - In: Review of international economics 14 (2006) 3, pp. 508-511

Persistent link: https://www.econbiz.de/10003348603

Series-Specific Unit Root Tests with Panel Data

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - 2003

A unit root testing procedure is presented that exploits the well-established power advantages of panel estimation while rectifying a deficiency in other panel unit root tests. This test (called SURADF) is based on seemingly unrelated regressions applied to Augmented Dickey-Fuller (ADF) tests...

Persistent link: https://www.econbiz.de/10014091917