The Fourier Quantile Unit Root Test with an Application to the PPP Hypothesis in the OECD-Reference-Cited by-同舟云学术

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The Fourier Quantile Unit Root Test with an Application to the PPP Hypothesis in the OECD

Published:2017-09 Issue:3 Volume:63 Page:295-317
ISSN:1611-6607
Container-title:Applied Economics Quarterly
language:en
Short-container-title:Applied Economics Quarterly

Author:

Bahmani-Oskooee, Mohsen¹,Chang, Tsangyao²,Ranjbar Omid³

Affiliation:

1. The Center for Research on International Economics and Department of Economics, University of Wisconsin-Milwaukee, Milwaukee, USA

2. Department of Finance, Feng Chia University, Taichung, Taiwan

3. Allameh Tabataba’i University and Trade Promotion Organization of Iran, Teheran, Iran.

Publisher

Duncker & Humblot GmbH

Subject

General Economics, Econometrics and Finance

Cited by 22 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. REVISITING PURCHASING POWER PARITY IN EMERGING-7 COUNTRIES: A POWERFUL UNIT ROOT TEST;Investigación Económica;2024-03-30

2. What is the nature of responses of energy security to shocks in the E7 countries? Fresh evidence by applying unit root tests;Applied Economics;2024-02-05

3. OECD Ülkelerinde Satın Alma Gücü Paritesinin İncelenmesi: Doğrusal Olmayan Yapısal Kırılmalı Birim Kök Testinden Yeni Kanıtlar;Sosyoekonomi;2023-07-26

4. Degree of persistence of energy mix diversification of the US states: fresh evidence using LM unit root tests with sharp or smooth breaks and cross-sectional dependence;Environmental Science and Pollution Research;2023-07-21

5. Persistence of shocks on sectoral non-methane volatile organic compound from 1820 to 2019: Insights from a fourier quantile unit root test;Journal of Environmental Management;2023-01

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