Nonlinear approaches in testing PPP: Evidence from Southern African development community

Author:

Zerihun Mulatu F.,Breitenbach Marthinus C.

Funder

ERSA

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference39 articles.

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2. Testing for purchasing power parity correcting for non-normality using the wild bootstrap;Arghyrou;Econ. Lett.,2007

3. Non-linearity versus non-normality in real exchange rate dynamics;Arghyrou;Econ. Lett.,2008

4. Banking market integration in the SADC countries: evidence from interest rate analyses;Aziakpono;Appl. Econ.,2012

5. Belaire-Franch, J., Contreras-Bayarri, D .2002. How to compute the BDS test: a software comparison. J. Appl. Econ., John Wiley & Sons, Ltd., Vol. 17 (6):691–699.

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1. Purchasing Power Parity Approach to Exchange Rate Misalignment in Nigeria;Central Bank of Nigeria Journal of Applied Statistics;2021-08-16

2. Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s);The Journal of International Trade & Economic Development;2021-08-12

3. Unit root modeling for trending stock market series;Borsa Istanbul Review;2016-06

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