Testing PPP in the non-linear STAR framework

Author:

Bahmani-Oskooee Mohsen,Kutan Ali M.,Zhou Su

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference12 articles.

1. Real effective exchange rates and the purchasing power parity: experiences of 19 industrial countries;Bahmani-Oskooee;Economic Notes,1995

2. Testing for long-run purchasing power parity: examination of Korean won;Bahmani-Oskooee;International Economic Journal,1992

3. The yen real exchange rate may be stationary after all: evidence from non-linear unit-root tests;Chortareas;Oxford Bulletin of Economics and Statistics,2004

4. A test of long-run purchasing power parity allowing for structural breaks;Corbae;The Economic Record,1991

5. Are Asian real exchange rates stationary?;Liew;Economics Letters,2004

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