A century of PPP: supportive results from nonlinear unit root tests

Author： Bahmani-Oskooee Mohsen   Kutan Ali M.   Zhou Su  

Publisher： Inderscience Publishers

ISSN： 1097-4954

Source： Global Business and Economics Review, Vol.11, Iss.1, 2009-05, pp. : 19-27

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Are stock prices in the US nonstationary? Evidence from contemporary unit root tests

By Murthy Vasudeva   Washer Kenneth   Wingender John  

Applied Financial Economics, Vol. 21, Iss. 22, 2011-11 ,pp. : 1703-1709

Routledge Ltd

Access to resources Recommend Favorite

Market efficiency and the basis in the European Union Emissions Trading Scheme: New evidence from non linear mean reverting unit root tests

By Gregoriou Andros   Healy Jerome   Savvides Nicola  

Journal of Economic Studies, Vol. 41, Iss. 4, 2014-07 ,pp. : 615-628

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity

By Maki Daiki  

Applied Financial Economics, Vol. 16, Iss. 8, 2006-05 ,pp. : 607-615

Routledge Ltd

Access to resources Recommend Favorite

Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?

By Sager Michael  

Applied Financial Economics, Vol. 16, Iss. 1-2, 2006-01 ,pp. : 41-61

Routledge Ltd

Access to resources Recommend Favorite

GARCH, heteroscedasticity-consistent covariance matrix estimation and (non)linear unit root testing

By Cook Steven  

Applied Financial Economics Letters, Vol. 2, Iss. 4, 2006-07 ,pp. : 217-222

Routledge Ltd

Access to resources Recommend Favorite