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Applied Economics Letters Volume 12, 2005 - Issue 11
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Original Articles

Non-linear mean reversion of real exchange rates and purchasing power parity: some evidence from Turkey

Joseph D. Alba *
&
Donghyun Park
Pages 701-704 | Published online: 01 Sep 2006

Citations (11)

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Read on this site (2)

Su Zhou & Ali M. Kutan. (2014) Smooth structural breaks and the stationarity of the yen real exchange rates. Applied Economics 46:10, pages 1150-1159.
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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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Articles from other publishers (9)

Zixiong Xie, Shyh-Wei Chen & Chun-Kuei Hsieh. (2021) Facing up to the polysemy of purchasing power parity: New international evidence. Economic Modelling 98, pages 247-265.
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İsmail KOÇAK & Sefa ÖZBEK. (2020) SATIN ALMA GÜCÜ PARİTESİNİN GEÇERLİLİĞİ: DURAĞANLIK VE BİRİM KÖK TESTLERİNDEN YENİ KANITLAR. Uluslararası Ticaret ve Ekonomi Araştırmaları Dergisi 4:1, pages 22-31.
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Olivier Habimana. (2016) Asymmetric nonlinear mean reversion in real effective exchange rates: A Fisher-type panel unit root test applied to Sub-Saharan Africa. The Journal of Economic Asymmetries 14, pages 189-198.
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Tsangyao Chang & Han-Wen Tzeng. (2011) Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries. Economic Modelling 28:3, pages 1383-1391.
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Mohsen Bahmani-Oskooee & Scott W. Hegerty. (2009) PURCHASING POWER PARITY IN LESS-DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER. Journal of Economic Surveys 23:4, pages 617-658.
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Riza Emekter, Benjamas Jirasakuldech & Sean M. Snaith. (2009) Nonlinear dynamics in foreign exchange excess returns: Tests of asymmetry. Journal of Multinational Financial Management 19:3, pages 179-192.
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Su Zhou. (2008) Stationarity of Asian-Pacific real exchange rates. Economics Letters 98:1, pages 16-22.
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Nilgun Cil Yavuz, Burak Guris & Veli Yilanci. (2007) Searching threshold effects in the interest rate: An application to Turkey case. Physica A: Statistical Mechanics and its Applications 379:2, pages 621-627.
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Bahadir Ildokuz, Ph.D.. (2016) 2008 Crisis and Effects of Monetary Expansions on Exchange Rate Determination: The Case of Turkey. SSRN Electronic Journal.
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