Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition

Published:2017-08-22 Issue:12 Volume:50 Page:1289-1308
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Omay Tolga¹,Emirmahmutoglu Furkan²,Hasanov Mubariz³^ORCID

Affiliation:

1. Department of Economics, Atilim University, Ankara, Turkey

2. Faculty of Economic and Administrative Sciences, Department of Econometrics, Gazi University, Ankara, Turkey

3. Faculty of Economics and Administrative Sciences, Department of Banking and Finance, Akfırat, Okan University, Tuzla, Istanbul, Turkey

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1361005

Reference57 articles.

1. Purchasing Power Parity in the Long Run

2. Testing PPP in the non-linear STAR framework

3. Estimating and Testing Linear Models with Multiple Structural Changes

4. A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

5. Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate

Cited by 33 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence;Empirica;2024-09-05

2. Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models;Energy Economics;2024-05

3. Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence;Portuguese Economic Journal;2023-12-29

4. Exchange rates and binary political events;Oxford Economic Papers;2023-09-23

5. OECD Ülkelerinde Satın Alma Gücü Paritesinin İncelenmesi: Doğrusal Olmayan Yapısal Kırılmalı Birim Kök Testinden Yeni Kanıtlar;Sosyoekonomi;2023-07-26

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3