Testing for PPP: the erratic behaviour of unit root tests
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 80 (2003)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/ecolet
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- Gawon Yoon, 2009. "Purchasing power parity and long memory," Applied Economics Letters, Taylor and Francis Journals, vol. 16(1), pages 55-61.
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- Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
- Gawon Yoon, 2009. "Are real exchange rates more likely to be stationary during the fixed nominal exchange rate regimes?," Applied Economics Letters, Taylor and Francis Journals, vol. 16(1), pages 17-22.
- Guglielmo Maria Caporale & Christoph Hanck, 2006. "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series 1811, CESifo Group Munich.
- Kanas, Angelos, 2006. "Purchasing Power Parity and Markov Regime Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1669-1687, September.
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- Caporale, Guglielmo Maria & Hanck, Christoph, 2006. "Are PPP Tests Erratically Behaved? Some Panel Evidence," Technical Reports 2006,43, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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