Purchasing power parity in ASEAN-5 countries: revisit with cross-sectional dependence and structural breaks-Reference-Cited by-同舟云学术

Purchasing power parity in ASEAN-5 countries: revisit with cross-sectional dependence and structural breaks

Published:2018-09-02 Issue:3 Volume:11 Page:233-249
ISSN:1752-0843
Container-title:Macroeconomics and Finance in Emerging Market Economies
language:en
Short-container-title:Macroeconomics and Finance in Emerging Market Economies

Author:

Munir Qaiser¹,Kok Sook Ching²,Lean Hooi Hooi³^ORCID,Teplova Tamara⁴

Affiliation:

1. Department of Economics, Institute of Business Administration (IBA), Karachi, Pakistan

2. Faculty of Business, Economics and Accountancy, Universiti Malaysia Sabah, Kota Kinabalu, Malaysia

3. Economics Program, School of Social Sciences, Universiti Sains Malaysia, Penang, Malaysia

4. Department of Financial Market Infrastructure, Faculty of Economic Sciences, National Research University Higher School of Economics, Moscow, Russia

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/17520843.2018.1505760

Reference71 articles.

1. Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen

2. Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration

3. Re-examining purchasing power parity for East-Asian currencies: 1976–2002

4. Do exchange rates follow a random walk process in Middle Eastern countries?

5. Estimating and Testing Linear Models with Multiple Structural Changes

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