Quantile unit root test and PPP: evidence from 23 OECD countries
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2015.1130794
Reference45 articles.
1. Purchasing Power Parity in Developing Countries: Multi-Period Evidence Under the Current Float
2. Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation
3. Do exchange rates follow a random walk process in Middle Eastern countries?
4. Nominal and real effective exchange rates of middle eastern countries and their trade performance
5. Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks
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