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Applied Economics Letters Volume 18, 2011 - Issue 18
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Original Articles

Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration

Tsangyao Chang Department of Finance, Feng Chia University, No. 100, Wenhwa Road, Seatwen, Taichung, 40724, TaiwanCorrespondence[email protected]
,
Kuei-Chiu Lee Department of Cooperative Economics, Feng Chia University, No. 100, Wenhwa Road, Seatwen, Taichung, 40724, Taiwan
,
Yang-Cheng Ralph Lu Department of Finance, Ming Chuan University, 250 Sec. 5, Zhong-Shan North Road, Taipei, 111, Taiwan
&
Guochen Pan Department of Insurance and Actuarial Science, Economics and Management School of Wuhan University, Wuhan, China
Pages 1795-1800 | Published online: 14 Apr 2011

Citations (5)

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Read on this site (2)

Paul Shum, Kai-yin Woo & Shu-kam Lee. (2018) Rank tests for price convergence in Australian beverage markets. Applied Economics Letters 25:12, pages 862-866.
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Seref Bozoklu & Sinem Kutlu. (2012) Linear and Nonlinear Cointegration of Purchasing Power Parity: Further Evidence from Developing Countries. Global Economic Review 41:2, pages 147-162.
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Articles from other publishers (3)

Mehmet SONGUR. (2019) YAPISAL KIRILMALAR ALTINDA SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN GEÇERLİLİĞİ: AVRASYA ÜLKELERİ ÖRNEĞİTHE VALIDITY OF THE PURCHASING POWER PARITY HYPOTHESIS UNDER STRUCTURAL BREAKS: THE CASE OF EURASIAN COUNTRIES. Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 9:17, pages 567-586.
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Panos Fousekis. (2018) Price interrelationships in the EU cow milk markets. Outlook on Agriculture 47:2, pages 101-107.
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Kadir Karagöz & T. Bahadır Saraç. (2016) Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing. Procedia Economics and Finance 38, pages 458-467.
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