Advanced search
Publication Cover
Applied Economics Letters Volume 31, 2024 - Issue 4
Submit an article Journal homepage
287
Views
1
CrossRef citations to date
0
Altmetric
Research Article

Fourier Nonlinear Quantile Unit Root Test of Purchasing Power Parity in cryptocurrencies

Gour Gobinda GoswamiDepartment of Economics, North South University, Dhaka, BangladeshCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-4775-9378
ORCID Icon &
Tapas Kumar SahaDepartment of Economics, North South University, Dhaka, Bangladesh
Pages 312-322 | Published online: 10 Oct 2022

References

  • Bahmani-Oskooee, M., T. Chang, and O. Ranjbar. 2017. “Fourier Quantile Unit Root Test with Application to PPP Hypothesis in OECD.” Applied Economics Quarterly 63 (3): 295–317. doi:10.3790/aeq.63.3.295.
  • Bahmani-Oskooee, M., and O. Ranjbar. 2016. “Quantile Unit Root Test and PPP: Evidence from 23 OECD Countries.” Applied Economics 48 (31): 2899–2911. doi:10.1080/00036846.2015.1130794.
  • Christopoulos, D. K., and M. A. Leon-Ledesma. 2010. “Smooth Breaks and Non-Linear Mean Reversion: Post-Bretton Woods Real Exchange Rates.” Journal of International Money and Finance 29: 1076–1093. doi:10.1016/j.jimonfin.2010.02.003.
  • Enders, W., and J. Lee. 2012. “A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks.” Oxford Bulletin of Economics and Statistics 74 (4): 574–599. doi:10.1111/j.1468-0084.2011.00662.x.
  • Gallant, A. R. 1981. “On the Bias in Flexible Functional Forms and an Essentially Unbiased Form : The Fourier Flexible Form.” Journal of Econometrics 15 (2): 211–245.
  • Koenker, R., and Z. Xiao. 2004. “Unit Root Quantile Autoregression Inference.” Journal of the American Statistical Association 99 (467): 775–787. doi:10.1198/016214504000001114.
  • Nazlioglu, S., M. Altuntas, and E. Kilic. 2021. “PPP in Emerging Markets: Evidence from Fourier Non-Linear Quantile Unit Root Analysis.” Applied Economics Letters. doi:10.1080/13504851.2021.1884834.
  • Roure, C. D., and P. Tasca. 2014. “Bitcoin and the PPP Puzzle.” Economic and Social Research Council. doi:10.2139/ssrn.2461588.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.