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    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/54883

    題名: Purchasing Power Parity with Nonlinear Threshold Unit Root Test
    作者: Chang, Tsang-yao;Su, Chi-wei;Liu, Yu-shao
    貢獻者: 淡江大學國際貿易學系暨國際企業研究所
    日期: 2011
    上傳時間: 2011-07-28 00:49:58 (UTC+8)
    出版者: Taylor & Francis
    摘要: 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.
    關聯: Applied Economics Letters 19(9), pp.839-842
    DOI: 10.1080/13504851.2011.607110
    顯示於類別:[國際企業學系暨研究所] 期刊論文


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