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Original Articles

Quantile unit root test and PPP: evidence from 23 OECD countries

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Gour Gobinda Goswami & Tapas Kumar Saha. (2024) Fourier Nonlinear Quantile Unit Root Test of Purchasing Power Parity in cryptocurrencies. Applied Economics Letters 31:4, pages 312-322.
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David De Villiers & Andrew Phiri. (2022) Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s). The Journal of International Trade & Economic Development 31:2, pages 161-180.
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Mohsen Bahmani-Oskooee & Tsung-Pao Wu. (2018) PPP in the 34 OECD countries: evidence from quantile-based unit root tests with both smooth and sharp breaks. Applied Economics 50:23, pages 2622-2634.
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Mohsen Bahmani-Oskooee, Tsangyao Chang, Zahra (Mila) Elmi, Abera Gelan & Omid Ranjbar. (2018) Non-linear quantile unit root test and PPP: more evidence from Africa. Applied Economics Letters 25:7, pages 465-471.
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Mohsen Bahmani-Oskooee, Tsangyao Chang, Zahra (Mila) Elmi & Omid Ranjbar. (2018) Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test. Applied Economics 50:4, pages 441-454.
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Mohsen Bahmani-Oskooee, Tsangyao Chang, Tsung-Hsien Chen & Han-Wen Tzeng. (2017) Quantile unit root test and the PPP in Africa. Applied Economics 49:19, pages 1913-1921.
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Articles from other publishers (14)

Angad Siddharth, Constantinos Alexiou & Sofoklis Vogiazas. (2024) Exchange Rate Regimes in India: Central Bank Interventions and Purchasing Power Parity in the Context of ASEAN Currencies. Economies 12:4, pages 96.
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Elie Bouri, Remzi Gök, Eray Gemi̇ci̇ & Erkan Kara. (2024) Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. The Quarterly Review of Economics and Finance 93, pages 137-154.
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Mehmet Sedat UĞUR & Ali Eren ALPER. (2023) Revisiting Purchasing Power Parity in OECD Countries: New Evidence from Nonlinear Unit Root Test with Structural BreaksOECD Ülkelerinde Satın Alma Gücü Paritesinin İncelenmesi: Doğrusal Olmayan Yapısal Kırılmalı Birim Kök Testinden Yeni Kanıtlar. Sosyoekonomi 31:57, pages 25-45.
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İsmail Cem AY. (2021) OECD ÜLKELERİNDE SATIN ALMA GÜCÜ PARİTESİNİN GEÇERLİLİĞİNİN ANALİZİANALYSIS OF THE VALIDITY OF PURCHASING POWER PARITY IN OECD COUNTRIES. Iğdır Üniversitesi Sosyal Bilimler Dergisi, pages 180-191.
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Tuncer GÖVDELİ & Serpil SUMER. (2021) TESTING THE PURCHASING POWER PARITY HYPOTHESIS FOR BRICS: EVIDENCE FROM THE FOURIER UNIT ROOT AND COINTEGRATION TESTBRICS İÇİN SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN TEST EDİLMESİ: FOURIER BİRİM KÖK VE EŞBÜTÜNLEŞME TESTİNDEN KANIT. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 8:3, pages 1394-1406.
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Gilbert V. Nartea, Harold Glenn A. Valera & Maria Luisa G. Valera. (2021) Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests. International Review of Economics & Finance 73, pages 214-230.
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Oktay KIZILKAYA & Faruk MİKE. (2021) Satınalma Gücü Paritesinin OECD Ülkeleri için Test Edilmesi: Fourier Kantil Birim Kök Testinden BulgularTesting the Purchasing Power Parity for the OECD Countries: Evidence from Fourier Quantile Unit Root Test. İzmir İktisat Dergisi 36:1, pages 97-107.
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Yi-Lung Lee, Omid Ranjbar, Fateme Jahangard & Tsangyao Chang. (2020) Analyzing slowdown and meltdowns in the African countries: New evidence using Fourier quantile unit root test. International Review of Economics & Finance 65, pages 187-198.
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Panagiotis Palaios & Evangelia Papapetrou. (2018) Asymmetric dynamics in the social contributions and social benefits nexus in Greece. Economic Change and Restructuring 52:4, pages 327-349.
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Mohsen Bahmani‐Oskooee, Tsangyao Chang, Zahra (Mila) Elmi & Omid Ranjbar. (2018) REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. Bulletin of Economic Research 71:3, pages 348-358.
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Yifei Cai & Angeliki N. Menegaki. (2019) Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies. Energy Economics 78, pages 324-334.
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Salah A. Nusair & Dennis Olson. (2019) The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. Energy Economics 78, pages 44-63.
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Mohsen Bahmani-Oskooee, Tsangyao Chang, Zahra (Mila) Elmi & Omid Ranjbar. (2018) Re-examination of the convergence hypothesis among OECD countries: Evidence from Fourier quantile unit root test. International Economics 156, pages 77-85.
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Matthew Lyon & Jose Olmo. (2018) Does the PPP condition hold for oil‐exporting countries? A quantile cointegration regression approach. International Journal of Finance & Economics 23:2, pages 79-93.
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