State of the Art Unit Root Tests and Purchasing Power Parity

By Claude Lopez, C. Murray, David H. Papell. 2004

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/40f305605e7801b032bcde80326245c2d429770e

Citations in the corpus

• Exchange Rate Predictability (2013, unknown): “…measures how many time periods it takes for the e¤ects of a shock to PPP to decrease by 50%. and Zha, 2002, Murray and Papell, 2002, Gospodinov 2004, Lopez, Murray, and Papell, 2005, and Rossi, 2005c)16 and heterogeneity in disaggregate data (Imbs, Mumtaz, Ravn and Rey, 2005).17 (c) Money and…”