Results 121 to 130 of about 42,160 (181)

THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS [PDF]

open access: yes
Recent research has reported the lack of correct size in stationarity test for PPP deviations within a linear framework. However, theoretically well motivated nonlinear models, such as the ESTAR, appear to parsimoniously fit the PPP data and provide an ...
Ivan Paya, David A. Peel
core  

NONLINEAR PPP UNDER THE GOLD STANDARD [PDF]

open access: yes
Hegwood and Papell (2002) conclude on the basis of analysis in a linear framework that long-run purchasing power parity (PPP)\ does not hold for sixteen real exchange rate series, analyzed in Diebold, Husted, and Rush (1991) for the period 1792-1913 ...
Ivan Paya, David A. Peel
core  

Nonlinear unit root tests of PPP using long-horizon data [PDF]

open access: yes
The Kapetanios, Shin, and Snell (KSS, 2003) test for a nonlinear unit root is used to study purchasing power parity using Taylor's extensive data set, d to include recent exchange rate and price level data.
Frederick Wallace
core  

The reliability test of application the PPP method in aircraft positioning in air navigation

open access: yes, 2018
W artykule przedstawiono rezultaty pozycjonowania statku powietrznego Cessna 172 na podstawie rozwiązania metody PPP (ang. Precise Point Positioning) w nawigacji lotniczej.
Krasuski, K.
core  

Testing for PPP in the mean-group panel rgression framework: further evidence [PDF]

open access: yes
The paper investigates the validity of PPP by using 15 OECD countries data of monthly frequency from 1980:01 to 2005:12 and tests for the symmetry and proportionality hypotheses. The test for PPP is conducted in the framework of the General Relative PPP (
Abdullah Noman
core  

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