Revisiting purchasing power parity in the ASEAN-5 countries: evidence from the Fourier quantile unit root test
Author:
Affiliation:
1. Deptartment of Economics, Queen’s University, Kingston, ON, Canada
2. Department of Economics, Near East University, Nicosia, Northern Cyprus
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2020.1803473
Reference20 articles.
1. Panel asymmetric nonlinear unit root test and PPP in Africa
2. Bahmani-Oskooee, M., T. Chang, and O. J. A. E. Q. Ranjbar. 2017. “The Fourier Quantile Unit Root Test with an Application to the PPP Hypothesis in the OECD.” Applied Economics Quarterly, 63 (3): 295–317.
3. Are Southeast Asian real exchange rates mean reverting?
4. Becker, R., W. Enders, and J. J. J. O. T. S. A. Lee. 2006. “A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks.” Journal of Time Series Analysis, 27 (3): 381–409.
5. Chang, T., and H. W. J. I. J. O. F. Tzeng, Economics. 2013. “Purchasing Power Parity in Nine Transition Countries: Panel SURKSS Test.” International Journal of Finance & Economics, 18 (1), 74–81.
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