Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
碩士 === 逢甲大學 === 國際經營管理碩士學位學程 === 98 === This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that...
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ndltd-TW-098FCU053210152016-04-20T04:18:20Z http://ndltd.ncl.edu.tw/handle/13896356737697497004 Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test 購買力評鑑之再審視:無母數共整合方法之應用-以東歐國家為例 Ching- Long Hsiao 蕭慶隆 碩士 逢甲大學 國際經營管理碩士學位學程 98 This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that PPP holds true for these 7 East European countries studied. Our results have important policy implications for these East European countries under study Tsang-Yao Chang 張倉耀 2010 學位論文 ; thesis 23 en_US |
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en_US |
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碩士 === 逢甲大學 === 國際經營管理碩士學位學程 === 98 === This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that PPP holds true for these 7 East European countries studied. Our results have important policy implications for these East European countries under study
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author2 |
Tsang-Yao Chang |
author_facet |
Tsang-Yao Chang Ching- Long Hsiao 蕭慶隆 |
author |
Ching- Long Hsiao 蕭慶隆 |
spellingShingle |
Ching- Long Hsiao 蕭慶隆 Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test |
author_sort |
Ching- Long Hsiao |
title |
Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test |
title_short |
Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test |
title_full |
Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test |
title_fullStr |
Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test |
title_full_unstemmed |
Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test |
title_sort |
revisting purchasing power parity for east european countries based on nonparametric nonlinear cointegration test |
publishDate |
2010 |
url |
http://ndltd.ncl.edu.tw/handle/13896356737697497004 |
work_keys_str_mv |
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