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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score

Ayala, Astrid; Blazsek, Szabolcs; Cuñado Eizaguirre, Juncal - In: Applied economics 48 (2016) 28/30, pp. 2675-2696

Persistent link: https://www.econbiz.de/10011594383

Long-run purchasing power parity with short-run data : evidence with a null hypothesis of stationarity

Culver, Sarah E.; Papell, David H. - In: Journal of international money and finance 18 (1999) 5, pp. 751-768

Persistent link: https://www.econbiz.de/10001415350

A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates

Peretti, Christian de; Siani, Carole; Cerrato, Mario - 2010

Persistent link: https://www.econbiz.de/10003948013

Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model

Çağlayan Akay, Ebru; Ergin, Nursefa - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10011718663

Exchange rate forecasting on a napkin

Ca'Zorzi, Michele; Rubaszek, Michał - 2018

reversion and assume that relative prices are unchanged. Direct forecasting or panel data techniques are better than the random …

Persistent link: https://www.econbiz.de/10011856403

Further evidence on purchasing power parity and country characteristics

Wu, Jyh-lin; Cheng, Su-yin; Han Hou - In: International review of economics & finance : IREF 20 (2011) 2, pp. 257-266

Persistent link: https://www.econbiz.de/10009304134

Inflation targeting and real exchange rates : a bias correction approach

Kim, Jaebeom - In: Economics letters 125 (2014) 2, pp. 253-256

Persistent link: https://www.econbiz.de/10010505325

Extent of exchange rate coordination in Asia

Gupta, Abhijit Sen - In: The Singapore economic review : journal of the Economic … 60 (2015) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10011387910

Testing of parameter's instability in a balanced panel : an application to real effective exchange rate for SAARC countries

Agiwal, Varun; Kumar, Jitendra; Sharma, Sumit Kumar - 2017

Present paper considers structural break in panel AR(1) model which allows instability in mean, variance and … existing panel data time series model considering break studied by Levin et al. (2002), Pesaran (2004), Bai (2010), Liu et al …

Persistent link: https://www.econbiz.de/10011785064