dc.contributor.author | Kutlu, Sinem | |
dc.contributor.author | Bozoklu, Seref | |
dc.date.accessioned | 2021-03-06T07:46:07Z | |
dc.date.available | 2021-03-06T07:46:07Z | |
dc.date.issued | 2012 | |
dc.identifier.citation | Bozoklu S., Kutlu S., "Linear and Nonlinear Cointegration of Purchasing Power Parity: Further Evidence from Developing Countries", GLOBAL ECONOMIC REVIEW, cilt.41, ss.147-162, 2012 | |
dc.identifier.issn | 1226-508X | |
dc.identifier.other | av_ddd5069c-0e67-4b5b-af61-08cbd791e4b0 | |
dc.identifier.other | vv_1032021 | |
dc.identifier.uri | http://hdl.handle.net/20.500.12627/146149 | |
dc.identifier.uri | https://doi.org/10.1080/1226508x.2012.684470 | |
dc.description.abstract | In this study, we search for evidence of empirical validity of long-run purchasing power parity (PPP) in case of eight developing countries. We consider both a linear and non-linear model of PPP based on cointegration analysis and apply firstly Johansen's linear approach and then conduct Breitung's rank and score tests to search for any non-linear cointegrating relationship. The results obtained from Breitung's rank test suggest that once the sources of non-linearities are taken into account, the results provide stronger evidence on the empirical fulfillment of PPP. | |
dc.language.iso | eng | |
dc.subject | Sosyal Bilimler (SOC) | |
dc.subject | İktisat | |
dc.subject | EKONOMİ | |
dc.subject | Ekonomi ve İş | |
dc.subject | Sosyal ve Beşeri Bilimler | |
dc.title | Linear and Nonlinear Cointegration of Purchasing Power Parity: Further Evidence from Developing Countries | |
dc.type | Makale | |
dc.relation.journal | GLOBAL ECONOMIC REVIEW | |
dc.contributor.department | İstanbul Üniversitesi , , | |
dc.identifier.volume | 41 | |
dc.identifier.issue | 2 | |
dc.identifier.startpage | 147 | |
dc.identifier.endpage | 162 | |
dc.contributor.firstauthorID | 80983 | |