REVISITING PURCHASING POWER PARITY FOR 15 LATIN AMERICAN COUNTRIES: THRESHOLD UNIT ROOT TEST-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

REVISITING PURCHASING POWER PARITY FOR 15 LATIN AMERICAN COUNTRIES: THRESHOLD UNIT ROOT TEST

Published:2011-10-05 Issue:2 Volume:18 Page:165-174
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Yang-Cheng Lu¹,Tsangyao Chang²,Chia-Hao Lee³,Chi-Wei Su⁴

Affiliation:

1. Ming Chung University; Finance; No. 250, Zhong Shan N. Road., Sec. 5; Taipei; 111; Taiwan

2. Feng Chia University; Finance; No. 100, Wenhua Road, Seatwen; Taichung; 40724; Taiwan

3. National Chung Hsing University; Department of Finance; 250, Kuo Kuang Rd.; Taichung; 402; Taiwan

4. Tamkang University; International Business; Taipei; Taiwan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference38 articles.

1. Purchasing power parity and country characteristics: evidence from panel data tests;Alba;Journal of Development Economics,2007

2. Purchasing power parity in developing countries: multi-period evidence under the current float;Alba;World Development,2003

3. Exchange rate volatility, nominal rigidities, and persistent deviations from PPP;Andersen;Journal of the Japanese and International Economies,1997

4. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

5. Do real exchange rates follow a nonlinear mean reverting process in developing countries?;Bahmani-Oskooee;Southern Economic Journal,2008

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing the validity of purchasing power parity in alternative markets: Evidence from the fourier quantile unit root test;Borsa Istanbul Review;2021-12

2. Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries;International Review of Economics & Finance;2013-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3