Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests

Author:

Yıldırım Dilem

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference48 articles.

1. Testing joint hypotheses when one of the alternatives is one-sided;Abadir;J. Econ.,2007

2. An empirical investigation of purchasing power parity (PPP) for Turkey;Alba;J. Policy Model.,2005

3. Nonlinear mean reversion in real exchange rates: evidence from developing and emerging market economies;Cerrato;Econ. Bull.,2006

4. The Yen real exchange rate may be stationary after all: evidence from nonlinear unit root tests;Chortareas;Oxf. Bull. Econ. Stat.,2004

5. Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes;Cuestas;Econ. Model.,2009

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