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) identifier

  • Publication Type: Article / Article
  • Volume: 17
  • Publication Date: 2017
  • Doi Number: 10.1016/j.cbrev.2017.03.001
  • Title of Journal : Central Bank Review
  • Page Numbers: pp.39-45
  • 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