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Purchasing power parity, nonlinearity and chaos

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References

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1993Long-run purchasing power parity during the recent float

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316 cited

1997A single-blind controlled competition among tests for nonlinearity and chaos248 cited

Cited by

2002Assessing nonlinear structures in real exchange rates using recurrence plot strategies72 cited
2014Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions38 cited
2003Long-horizon regression tests of the theory of purchasing power parity30 cited
2015A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility29 cited
2009Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries25 cited
2010Purchasing power parity over a century19 cited
2006Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test18 cited
2011Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries18 cited
2006Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time16 cited
2008Long‐run purchasing power parity with asymmetric adjustment: evidence from nine major oil‐exporting countries15 cited
2012Interest rate rules, endogenous cycles, and chaotic dynamics in open economies14 cited