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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54883


    Title: Purchasing Power Parity with Nonlinear Threshold Unit Root Test
    Authors: Chang, Tsang-yao;Su, Chi-wei;Liu, Yu-shao
    Contributors: 淡江大學國際貿易學系暨國際企業研究所
    Date: 2011
    Issue Date: 2011-07-28 00:49:58 (UTC+8)
    Publisher: Taylor & Francis
    Abstract: This study applies a simple and powerful nonlinear threshold unit root test proposed by Caner and Hansen (2001 Caner, M. and Hansen, B. 2001. Threshold autoregression with a unit root. Econometrica, 69: 1555–96.
    [Crossref], [Web of Science ®], , [Google Scholar]
    ) to test the validity of long-run Purchasing Power Parity (PPP) in a sample of nine East Asian countries. The empirical results indicate that PPP holds true for more than half of these nine East Asian countries under study, and the adjustment towards PPP is found to be nonlinear.
    Relation: Applied Economics Letters 19(9), pp.839-842
    DOI: 10.1080/13504851.2011.607110
    Appears in Collections:[Graduate Institute & Department of International Business] Journal Article

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