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Non-linear quantile unit root test and PPP: more evidence from Africa
16 references·1 citing·39 second hopsampled
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 2001Cointegration and Threshold Adjustment1,149 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
  • 2004Unit Root Quantile Autoregression Inference514 cited
  • 2008Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?96 cited
  • 2009PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER57 cited
  • 2006Testing the PPP in the non-linear STAR Framework: Evidence from Africa47 cited
  • 2016Testing for a unit root in a nonlinear quantile autoregression framework46 cited
  • 1985Transaction Costs and the Interest Parity Theorem

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46 cited
  • 2000Does purchasing power parity hold in African less developed countries? Evidence from a panel data unit root test45 cited
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    • 2021PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis16 cited