Citations (59)
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Murat Doğanlar, Oktay Kızılkaya & Faruk Mike. (2020) Testing the long-run PPP for Turkey: new evidence from the Fourier quantile unit root test. Applied Economics Letters 27:9, pages 729-735.
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Zeynel Abidin Ozdemir & Emre Aksoy. (2015) Are real exchanges rate series really persistent?: evidence from three commonwealth of independent states countries. Applied Economics 47:40, pages 4299-4309.
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Tsangyao Chang, Chia-Hao Lee, Pei-I Chou & Shiou-Chih Wang. (2012) Purchasing Power Parity for Transition Countries. Eastern European Economics 50:4, pages 42-59.
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Bulent Guloglu, Serdar Ispira & Deniz Okat. (2011) Testing the validity of quasi PPP hypothesis: evidence from a recent panel unit root test with structural breaks. Applied Economics Letters 18:18, pages 1817-1822.
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Yen-Hsien Lee & Chien-Liang Chiu. (2011) Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility. Applied Economics 43:15, pages 1935-1943.
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Ahmad
Zubaidi Baharumshah, Venus
Khim-Sen Liew & Ron Mittelhammer. (2010) Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies. Global Economic Review 39:4, pages 351-364.
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Alper Aslan, Ferit Kula & Hüseyin Kalyoncu. (2010) Additional evidence of long-run purchasing power parity with black and official exchange rates. Applied Economics Letters 17:14, pages 1379-1382.
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Saadet Kasman, Adnan Kasman & Duygu Ayhan. (2010) Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks. Emerging Markets Finance and Trade 46:2, pages 53-65.
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Murat Doğanlar, Harun Bal & Mehmet Özmen. (2009) Testing long-run validity of purchasing power parity for selected emerging market economies. Applied Economics Letters 16:14, pages 1443-1448.
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Erdinc Telatar & Mübariz Hasanov. (2009) Purchasing Power Parity in transition economies: evidence from the Commonwealth of Independent States. Post-Communist Economies 21:2, pages 157-173.
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Mübariz Hasanov. (2009) Is South Korea's stock market efficient? Evidence from a nonlinear unit root test. Applied Economics Letters 16:2, pages 163-167.
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Hüseyin Kalyoncu. (2009) New evidence of the validity of purchasing power parity from Turkey. Applied Economics Letters 16:1, pages 63-67.
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Mübariz Hasanov. (2009) A note on efficiency of Australian and New Zealand stock markets. Applied Economics 41:2, pages 269-273.
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Mübariz Hasanov & Tolga Omay. (2008) Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets. Applied Economics 40:20, pages 2645-2658.
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Tsangyao Chang, Ming Jing Yang, Chien-Chung Nieh & Chi-Chen Chiu. (2008) Nonlinear short-run adjustments in US stock market returns. Applied Financial Economics 18:13, pages 1075-1083.
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Zeynel Abidin Ozdemir. (2008) The purchasing power parity hypothesis in Turkey: evidence from nonlinear STAR error correction models. Applied Economics Letters 15:4, pages 307-311.
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Claudio A. Bonilla, Rafael Romero-Meza & Melvin J. Hinich. (2007) GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America. Applied Economics 39:19, pages 2529-2533.
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O A Akinboade & D Makina. (2006) Purchasing Power Parity And The Real Rand-Dollar Exchange Rate. Studies in Economics and Econometrics 30:3, pages 43-59.
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Murat Doğanlar. (2006) Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries. Applied Economics Letters 13:7, pages 457-461.
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Mark
J. Holmes & Ping Wang. (2006) Asymmetric adjustment towards long-run PPP: Some new evidence for Asian economies. International Economic Journal 20:2, pages 161-177.
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Oludele Akinloye Akinboade & Daniel Makina. (2006) Mean reversion and structural breaks in real exchange rates: South African evidence. Applied Financial Economics 16:4, pages 347-358.
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Dimitrios Sideris. (2006) Purchasing Power Parity in economies in transition: evidence from Central and East European countries. Applied Financial Economics 16:1-2, pages 135-143.
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Tastan Hüseyin. (2005) Do real exchange rates contain a unit root? Evidence from Turkish data. Applied Economics 37:17, pages 2037-2053.
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Joseph D. Alba
& Donghyun Park. (2005) Non-linear mean reversion of real exchange rates and purchasing power parity: some evidence from Turkey. Applied Economics Letters 12:11, pages 701-704.
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Haluk Erlat. (2004) Unit roots or nonlinear stationarity in Turkish real exchange rates. Applied Economics Letters 11:10, pages 645-650.
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Erdal Özmen
& Aysun Gökcan. (2004) Deviations from PPP and UIP in a financially open economy: the Turkish evidence. Applied Financial Economics 14:11, pages 779-784.
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Venus Khim-Sen Liew, Terence Tai-Leung Chong & Kian-Ping Lim. (2003) The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies. Applied Economics 35:12, pages 1387-1392.
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M. Ege Yazgan. (2003) The purchasing power parity hypothesis for a high inflation country: a re-examination of the case of Turkey. Applied Economics Letters 10:3, pages 143-147.
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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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Joscha Beckmann & Robert L. Czudaj. (2023) The role of expectations for currency crisis dynamics—The case of the Turkish lira. Journal of Forecasting 42:3, pages 625-642.
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Ferhat KARADEMİR & Samet EVCİ. (2022) MIST Ülkelerinde Satın Alma Gücü Paritesi Geçerli mi?Is Purchasing Power Parity Valid in MIST Countries?. İktisadi İdari ve Siyasal Araştırmalar Dergisi 7:19, pages 421-433.
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Kadir Y. Eryiğit & Veli Durmuşoğlu. 2022. Advances in Econometrics, Operational Research, Data Science and Actuarial Studies. Advances in Econometrics, Operational Research, Data Science and Actuarial Studies
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Abdulla Hil Mamun, Harun Bal & Shahanara Basher. (2020) Does currency misalignment matter for economic growth? – Evidence from Turkey. EuroMed Journal of Business 16:4, pages 471-486.
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Mustafa NAL. (2021) EMPIRICAL INVESTIGATION OF TURKISH LIRA REAL EFFECTIVE EXCHANGE RATES IN NONLINEAR NATURETÜRK LİRASI REEL EFEKTİF DÖVIZ KURLARININ DOĞRUSAL OLMAYAN YAPIDA AMPİRİK İNCELEMESİ. Sosyal Bilimler Araştırmaları Dergisi 16:1, pages 136-141.
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Semiha AYTEMİZ, Nuran COŞKUN & İsmail TUNCER. (2021) HATA TERİMLERİNİN NORMAL DAĞILMAMASI DURUMUNDA SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN SINANMASI: RALS-LM VE RALS-ADF BİRİM KÖK TESTİTESTING THE ABSOLUTE PURCHASING POWER PARITY HYPOTHESIS UNDER NON-NORMAL ERRORS: RALS-LM AND RALS-ADF UNIT ROOT TESTS. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 11:21, pages 57-72.
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Mark J. Holmes & Nabil Maghrebi. (2004) Asian real interest rates, nonlinear dynamics, and international parity. International Review of Economics & Finance 13:4, pages 387-405.
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