Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks-Reference-Cited by-同舟云学术

Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks

Published:2010-03 Issue:2 Volume:46 Page:53-65
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Kasman Saadet¹,Kasman Adnan¹,Ayhan Duygu¹

Affiliation:

1. a Department of Economics, Faculty of Business, Dokuz Eylul University

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X460204

Reference38 articles.

1. An Empirical Investigation of Purchasing Power Parity (PPP) for Turkey;J. Alba;Journal of Policy Modelling,2005

2. Reexamining Purchasing Power Parity for East Asian Currencies: 1976-2002;A. Baharumshah;Applied Financial Economics,2008

3. Purchasing Power Parity in Three Transition Economies;D. Barlow;Economics of Planning,2003

4. Purchasing Power Parity in Transition Economies: The Case of the Romanian Leu Against the Dollar;D. Barlow;Post-Communist Economies,2002

5. Borghijs, A., and L. Kuijs. 2004. "Exchange Rates in Central Europe: A Blessing or a Curse?" Working Paper no. 04/2 International Monetary Fund, Washington, DC.

Cited by 17 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. Tests of goods market integration between China and European countries: a nonlinear nonparametric approach;China Economic Journal;2023-11-13

2. Empirical Testing of Purchasing Power Parity Validity in Selected European Union Countries;Naše gospodarstvo/Our economy;2021-12-01

3. Purchasing power parity in belt and road initiative countries relative to China;Argumenta Oeconomica;2021

4. Dynamics of the real exchange rate in European emerging economies: Evidence from quantile regression;Panoeconomicus;2020

5. Purchasing Power Parity (PPP) with Structural Break and Mean Reversion in Real Exchange Rate: The Case of Bangladesh Taka and US Dollar;SSRN Electronic Journal;2018