The following pages link to New panel unit root tests of PPP (Q1127371):
Displaying 17 items.
- Panel unit root tests and real exchange rates (Q672760) (← links)
- Short-memory and the PPP hypothesis (Q956508) (← links)
- Real exchange rates under the recent float: Unequivocal evidence of mean reversion (Q1275107) (← links)
- A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies (Q1350589) (← links)
- Unit root tests on real wage panel data for the G7 (Q1389569) (← links)
- Mean reversion in the real exchange rates (Q1583397) (← links)
- Testing for PPP: the erratic behaviour of unit root tests (Q1927348) (← links)
- Mean-reverting behavior of current account in Asian countries (Q1927844) (← links)
- The PPP debate: price matters! (Q1927888) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- On the power and interpretation of panel unit root tests (Q1978517) (← links)
- Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
- PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
- Real exchange rate forecasting and PPP: this time the random walk loses (Q2416211) (← links)
- Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity (Q2691763) (← links)
- Inflation, exchange rates and PPP in a multivariate panel cointegration model (Q3499429) (← links)
- Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)
