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https://hdl.handle.net/11499/46269| Title: | PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis | Authors: | Nazlioglu, Saban Altuntas, Mehmet Kilic, Emre |
Keywords: | PPP smooth breaks nonlinearity quantile unit root emerging markets |
Publisher: | Routledge Journals, Taylor & Francis Ltd | Abstract: | We test PPP in 27 emerging markets by using new Fourier non-linear quantile unit root test. Conventional unit root tests support PPP at most in half of the countries. Fourier non-linear quantile unit root test reinforces PPP in 26 out 27 countries, providing a fresh evidence for solving the PPP puzzle in the case of emerging markets. | URI: | https://doi.org/10.1080/13504851.2021.1884834 https://hdl.handle.net/11499/46269 |
ISSN: | 1350-4851 1466-4291 |
| Appears in Collections: | İktisadi ve İdari Bilimler Fakültesi Koleksiyonu Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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