Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests
Yıldırım D.
Central Bank Review, vol.17, pp.39-45, 2017 (Other Refereed National Journals)
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Publication Type:
Article / Article
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Volume:
17
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Publication Date:
2017
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Doi Number:
10.1016/j.cbrev.2017.03.001
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Title of Journal :
Central Bank Review
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Page Numbers:
pp.39-45
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Keywords:
Purchasing power parity, Real exchange rate, Nonlinearity, Smooth transition, Turkey, REAL EXCHANGE-RATE, OIL-PRICE SHOCK, MEAN REVERSION, GREAT CRASH, HYPOTHESIS, BEHAVIOR, PPP, STATIONARITY, VALIDITY, BREAKS