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- W2054598488 abstract "This study applies the Threshold Autoregressive (TAR) model proposed by Caner and Hansen (2001 Caner, M. and Hansen, B. 2001. Threshold autoregression with a unit root. Econometrica, 69: 1555–96. [Crossref], [Web of Science ®] , [Google Scholar]) to test the validity of long-run Purchasing Power Parity (PPP) of nine East-Asian countries over the period January 1986 to October 2009. The empirical results indicated that PPP holds true for more than half of these nine East-Asian countries under study, and the adjustment towards PPP is found to be nonlinear." @default.
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- W2054598488 date "2012-07-01" @default.
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- W2054598488 title "Purchasing power parity nonlinear threshold unit root test for East-Asian countries" @default.
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- W2054598488 doi "https://doi.org/10.1080/13504851.2011.608641" @default.
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