Evidence on PPP from a cointegration test with multiple structural breaks
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DOI: 10.1080/13504850701222160
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Cited by:
- Emmanuel Numapau Gyamfi & Adam Anokye Mohammed, 2017. "Validity of Purchasing Power Parity in BRICS under a DFA Approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(1), pages 17-28, February.
- Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir, 2016. "The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 144-159.
- Mario Gómez Aguirre & José Carlos A. RodrÃguez Chávez, 2012. "Análisis de la paridad del poder de compra: evidencia empÃrica entre México y Estados Unidos," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 169-207.
- Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.
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