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Testing PPP in the non-linear STAR framework

Citations

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Cited by:

  1. Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou, 2009. "A century of PPP: supportive results from nonlinear unit root tests," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(1), pages 19-27.
  2. repec:ebl:ecbull:v:6:y:2007:i:31:p:1-9 is not listed on IDEAS
  3. repec:ebl:ecbull:v:6:y:2008:i:21:p:1-5 is not listed on IDEAS
  4. Alper ASLAN, 2010. "The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries," Economics Bulletin, AccessEcon, vol. 30(2), pages 1433-1443.
  5. Goswami, Gour Gobinda & Hossain, Mohammad Zariab, 2013. "Testing Black Market vs. Official PPP: A Pooled Mean Group Estimation Approach," MPRA Paper 63452, University Library of Munich, Germany.
  6. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chowdhury, Ibrahim, 2010. "Asymmetry dynamics in real exchange rates: New results on East Asian currencies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 648-661, October.
  7. Kutan, Ali M. & Zhou, Su, 2015. "PPP may hold better than you think: Smooth breaks and non-linear mean reversion in real effective exchange rates," Economic Systems, Elsevier, vol. 39(2), pages 358-366.
  8. repec:tsa:wpaper:0017eco is not listed on IDEAS
  9. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.
  10. Cuestas, Juan Carlos & Regis, Paulo José, 2013. "Purchasing power parity in OECD countries: Nonlinear unit root tests revisited," Economic Modelling, Elsevier, vol. 32(C), pages 343-346.
  11. Ahmad Zubaidi Baharumshah & Venus Khim‐Sen Liew & Chan Tze Haw, 2009. "The Real Interest Rate Differential: International Evidence Based On Non‐Linear Unit Root Tests," Bulletin of Economic Research, Wiley Blackwell, vol. 61(1), pages 83-94, January.
  12. Maki Daiki, 2010. "Detection of Stationarity in Nonlinear Processes: A Comparison between Structural Breaks and Three-Regime TAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-43, September.
  13. repec:ebl:ecbull:v:6:y:2006:i:17:p:1-15 is not listed on IDEAS
  14. E. N. Gyamfi & E. F. Appiah, 2019. "Further evidence on the validity of purchasing power parity in selected African countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 330-343, April.
  15. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.
  16. Christopoulos, Dimitris K. & León-Ledesma, Miguel A., 2010. "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1076-1093, October.
  17. Öge Güney, Pelin & Hasanov, Mübariz, 2014. "Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests," Economic Modelling, Elsevier, vol. 36(C), pages 120-129.
  18. Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2009. "Towards solving the PPP puzzle: evidence from 113 countries," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3057-3066.
  19. Chang, Ming-Jen & Su, Che-Yi, 2015. "Does real interest rate parity really hold? New evidence from G7 countries," Economic Modelling, Elsevier, vol. 47(C), pages 299-306.
  20. Joseph Kargbo, 2009. "Financial globalization and purchasing power parity in the G7 countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 69-74.
  21. Jean-François Hoarau, 2008. "Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks," Economics Bulletin, AccessEcon, vol. 6(21), pages 1-5.
  22. repec:tsa:wpaper:0072eco is not listed on IDEAS
  23. Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021. "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, vol. 98(C), pages 247-265.
  24. repec:tsa:wpaper:0158eco is not listed on IDEAS
  25. repec:ebl:ecbull:v:6:y:2008:i:17:p:1-6 is not listed on IDEAS
  26. Mohsen Bahmani-Oskooee & Omid Ranjbar, 2016. "Quantile unit root test and PPP: evidence from 23 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2899-2911, July.
  27. Karoglou, Michail & Morley, Bruce, 2012. "Purchasing power parity and structural instability in the US/UK exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 958-972.
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