Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Testing the PPP in the non-linear STAR Framework: Evidence from Africa

14 references·9 citing·50 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
2002Testing for a unit root in the nonlinear STAR framework1,567 cited
2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?273 cited
2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era258 cited
2003Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study243 cited
2005Towards a solution to the puzzles in exchange rate economics: where do we stand?121 cited
2004Are Asian real exchange rates stationary?108 cited
2000Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price86 cited
1991A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks*84 cited
1998Do exchange rates follow a random walk process in Middle Eastern countries?74 cited
2004The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests*61 cited
2006Testing PPP in the non-linear STAR framework

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

54 cited

Cited by

2013PURCHASING POWER PARITY IN AFRICAN COUNTRIES: FURTHER EVIDENCE FROM FOURIER UNIT ROOT TESTS BASED ON LINEAR AND NONLINEAR MODELS44 cited
2020Fourier nonlinear quantile unit root test and PPP in Africa29 cited
2016Quantile unit root test and PPP: evidence from 23 OECD countries27 cited
2009Towards solving the PPP puzzle: evidence from 113 countries25 cited
2008Stability of the Demand for Money in the Middle East24 cited
2013Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test24 cited
2009Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?20 cited
2017Non-linear quantile unit root test and PPP: more evidence from Africa17 cited
2016Validity of purchasing power parity for selected Latin American countries: Linear and non-linear unit root tests16 cited