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PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2011

The stationarity of OECD real exchange rates over the period 1972-2008 is tested using a panel of twenty six member countries. The methodology followed stems from the need to meet several key concerns: (i) the identification of which panel members are stationary; (ii) the presence of...

Persistent link: https://www.econbiz.de/10009388979

PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: Open economies review 23 (2012) 5, pp. 767-783

Persistent link: https://www.econbiz.de/10009670486

Does purchasing power parity hold in African less developed countries? : Evidence from a panel data unit root test

Holmes, Mark J. - 1998

Persistent link: https://www.econbiz.de/10001428284

Principal components, stationarity, and new evidence of purchasing power parity in developing countries

Holmes, Mark J. - In: The developing economies 39 (2001) 2, pp. 189-198

Persistent link: https://www.econbiz.de/10001597935

New evidence on real exchange rate stationary and purchasing power parity in less developed countries

Holmes, Mark J. - In: Journal of macroeconomics 23 (2001) 4, pp. 601-614

Persistent link: https://www.econbiz.de/10001621978

Does purchasing power parity hold in African less developed counries? : Evidence from a panel data unit root test

Holmes, Mark J. - In: Journal of African economies 9 (2000) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10001523171

Purchasing power parity and the fractional integration of the real exchange rate : new evidence for less developed countries

Holmes, Mark J. - In: Journal of economic development 27 (2002) 1, pp. 125-135

Persistent link: https://www.econbiz.de/10001693630

Is there non-linear real exchange rate adjustment for the Asian economies?

Holmes, Mark J. - In: ASEAN economic bulletin 21 (2004) 2, pp. 198-212

Persistent link: https://www.econbiz.de/10002222040

Are Asia-Pacific real exchange rates stationary? : a regime-switching perspective

Holmes, Mark J. - In: Pacific economic review 15 (2010) 2, pp. 189-203

Persistent link: https://www.econbiz.de/10003970561

Non-linear trend stationarity and co-trending in Latin American real exchange rates

Holmes, Mark J. - In: Applied econometrics and international development 8 (2008) 1, pp. 107-118

Persistent link: https://www.econbiz.de/10008660200

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