Results 111 to 120 of about 42,160 (181)
Panel Data Tests Of PPP: A Critical Overview [PDF]
, 2004 This paper reviews recent developments in the analysis of non-stationary panels, focusing on empirical applications of panel unit root and cointegration tests in the context of PPP. It highlights various drawbacks of existing methods.
Guglielmo Maria Caporale +5 more
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Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates [PDF]
This study contributes to the existing literature by examining the validity of PPP hypothesis for Cambodia. The standard unit root tests (ADF and PP) and the panel unit root tests fail to support PPP hypothesis for the nine Cambodia’s trading partners ...
Tuck Cheong Tang, Venus Khim-Sen Liew
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PPP: a Disaggregated View [PDF]
By disaggregating price indices, it becomes apparent that the real exchange rate consists of the real exchange rate for a single good and a weighted sum of relative prices between goods.
Fischer, Christoph
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Effects of PPP Sources of Error on Location Accuracy
, 2021 Yüksek Lisans TeziSon yıllarda Hassas Nokta Konumlama (PPP) yöntemi ile gerçek zamanlı değerlendirme ve ölçü sonrası değerlendirme uygulamaları yaygın kullanım haline gelmiştir.
Erbaş, Nezih Furkan
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Digging Out the PPP Hypothesis: an Integrated Empirical Coverage [PDF]
We use several popular tests to test the validity of the Purchasing Power Parity (PPP) hypothesis. In particular, we analyze four classes of tests { standard univariate unit root tests, co-integration, panel unit root tests and unit root tests for ...
Paulo Julio, Miguel de Carvalho
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Testing PPP for the South African Rand/US Dollar exchange rate at different frequencies
, 2010 This paper tests the PPP hypothesis for the South African rand/ US dollar real exchange rate using a fractional integration framework. The results suggest that the real exchange rate of the South African rand with respect to the US dollar is a highly ...
Caporale, GM, Gil-Alana, LA
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Kinematic PPP (Precise Point Positioning) in GNSS
, 2017 V diplomski nalogi je obravnavana kinematična metoda PPP (Precise Point Positioning). Predstavljeni so osnovni teoretični koncepti in prednosti ter slabosti metode. Predstavljena je programska oprema, ki omogoča obdelavo opazovanj z metodo PPP.
Šanca, Simon
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PPP-derived tropospheric ZWD augmentation from local CORS network tested on bridge monitoring points
, 2022 This paper developed the tropospheric correction augmented PPP for the purpose of bridge displacement monitoring. ZWD is estimated from undifferenced observations collected by UK CORS, and further applied to augment PPP client for displacement at the ...
Craig Hancock (9038162) +3 more
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The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries [PDF]
The univariate and panel Lagrange Multiplier (LM) unit root tests with one and two structural breaks proposed by Lee and Strazicich (2003, 2004) which are considerably more powerful than traditional tests are employed to investigate whether the ...
Alper ASLAN
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The speed of adjustment to PPP: is there any puzzle? [PDF]
In this paper we address the Rogoff's (1996) puzzle on the exchange rate excess volatility and the slow convergence to PPP. We argue that the evidence in favour of the latter stylised fact could be biased by the adoption of unreliable measures of the ...
Massimiliano Serati, Rodolfo Helg
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