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ArticleLocal persistence and the PPP hypothesis

Soyoung Kim2009

Article2009

Local persistence and the PPP hypothesis

Soyoung Kim · Luiz Renato Lima

29 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 2001Unit root tests for panel data 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1996The Purchasing Power Parity Puzzle 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles

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2016Fiscal sustainability in an emerging market economy: When does public debt turn bad?2022Inflation Persistence and the Rationality of Inflation Expectations 2013Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model

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Year2009

Typearticle

Published2009-07-30

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations29

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jimonfin.2009.07.006

openalex_workW1990743682

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