PPP hypothesis and temporary structural breaks
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- Tolga Omay & Furkan Emirmahmutoglu & Mubariz Hasanov, 2018.
"Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition,"
Applied Economics, Taylor & Francis Journals, vol. 50(12), pages 1289-1308, March.
- Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan, 2014. "Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition," MPRA Paper 62335, University Library of Munich, Germany.
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- Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021. "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, vol. 98(C), pages 247-265.
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More about this item
Keywords
PPP; Quasi PPP; Temporary smooth break; EST function.;All these keywords.
JEL classification:
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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