A cointegration analysis for the validity of purchasing power parity: Evidence from middle east countries
J Kasem, A Al-Gasaymeh - International Journal of Technology …, 2022 - journals.gaftim.com
This paper examines the validity of Purchasing Power Parity between Jordan and its major
trading partners namely, Turkey, Qatar, Iraq, United Arab Emirates and Saudi Arabia. Unit …
trading partners namely, Turkey, Qatar, Iraq, United Arab Emirates and Saudi Arabia. Unit …
Purchasing power parity in less‐developed and transition economies: A review paper
M Bahmani‐Oskooee… - Journal of Economic …, 2009 - Wiley Online Library
The concept of purchasing power parity (PPP) has been the subject of numerous studies,
many of which have been unable to prove conclusively this core principle of international …
many of which have been unable to prove conclusively this core principle of international …
Purchasing power parity and country characteristics: Evidence from panel data tests
We examine long-run purchasing power parity (PPP) using panel data methods to test for
unit roots in US dollar real exchange rates of 84 countries. We find stronger evidence of PPP …
unit roots in US dollar real exchange rates of 84 countries. We find stronger evidence of PPP …
[HTML][HTML] Testing the validity of purchasing power parity in alternative markets: Evidence from the fourier quantile unit root test
This study analyzes the long-run validity of purchasing power parity (PPP) in three types of
market economies—developed, emerging, and frontier markets—using the Fourier quantile …
market economies—developed, emerging, and frontier markets—using the Fourier quantile …
[HTML][HTML] Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests
D Yıldırım - Central Bank Review, 2017 - Elsevier
This study explores the empirical validity of the purchasing power parity (PPP) hypothesis
between Turkey and its four major trading partners, the European Union, Russia, China and …
between Turkey and its four major trading partners, the European Union, Russia, China and …
[HTML][HTML] Co-Integration tests and the long-run Purchasing Power Parity: A case study of India and Pakistan currencies
This is a study of the application of the purchasing power parity propositions to the
interesting cases of India & Pakistan through the Co-integration method. The results of the …
interesting cases of India & Pakistan through the Co-integration method. The results of the …
Purchasing power parity in African countries: Further evidence from Fourier unit root tests based on linear and nonlinear models
V Yilanci, ZA Eris - South African Journal of Economics, 2013 - Wiley Online Library
This paper examines the validity of purchasing power parity hypothesis for 33 African
countries using recently developed Fourier unit root tests by Christopoulos and León …
countries using recently developed Fourier unit root tests by Christopoulos and León …
Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function
H He, MC Chou, T Chang - Economic Modelling, 2014 - Elsevier
This study applies Panel SURKSS test with a Fourier function to investigate the properties of
long-run purchasing power parity (PPP) in fifteen Latin American countries over the period of …
long-run purchasing power parity (PPP) in fifteen Latin American countries over the period of …
Current account: mean-reverting or random walk behavior?
This paper sets out to investigate the statistical properties of current account in the crisis-
affected countries of East Asian (Asian-5: Indonesia, Korea, Malaysia, the Philippines and …
affected countries of East Asian (Asian-5: Indonesia, Korea, Malaysia, the Philippines and …
[图书][B] Анализ факторов динамики реального валютного курса рубля
А Божечкова, П Трунин - 2016 - books.google.com
В работе проводится комплексный анализ факторов динамики реального обменного
курса рубля. Во-первых, изучены основные теоретические и эмпирические модели …
курса рубля. Во-первых, изучены основные теоретические и эмпирические модели …