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Volumn 5, Issue 1, 1998, Pages 51-53

Re-examine the long-run purchasing power parity hypothesis for a high inflation country: The case of Turkey 1980-93

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Indexed keywords


EID: 0013222540     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/758540127     Document Type: Article
Times cited : (34)

References (13)
  • 1
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    • Ardeni, P.G. and Lubian, D. (1991) Is there trend reversion in purchasing power parity?, European Economic Review, 35, 1035-55.
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    • Ardeni, P.G.1    Lubian, D.2
  • 2
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    • The present of the foreign exchanges
    • Cassel, G. (1916) The present of the foreign exchanges, Economic Journal, 62-65.
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    • Cassel, G.1
  • 3
  • 4
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1979) Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 5
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    • The likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1981) The likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, July, 1057-72.
    • (1981) Econometrica , vol.JULY , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 0000397633 scopus 로고
    • ARIMA and cointegration tests of PPP under fixed and flexible exchange rates regimes
    • Enders, W. (1988) ARIMA and cointegration tests of PPP under fixed and flexible exchange rates regimes, Review of Economics and Statistics, October, 504-8.
    • (1988) Review of Economics and Statistics , vol.OCTOBER , pp. 504-508
    • Enders, W.1
  • 7
    • 38249025470 scopus 로고
    • Unit root tests and the real exchange rate before WWI: The case of the US and Britain
    • Enders, W. (1989) Unit root tests and the real exchange rate before WWI: the case of the US and Britain, Journal of International Money and Finance, March, 59-73.
    • (1989) Journal of International Money and Finance , vol.MARCH , pp. 59-73
    • Enders, W.1
  • 8
    • 0000758080 scopus 로고
    • Testing purchasing power parity under the null hypothesis of cointegration
    • Fisher, E. and Park, J. (1991) Testing purchasing power parity under the null hypothesis of cointegration, The Economic Journal, 101, 1476-81.
    • (1991) The Economic Journal , vol.101 , pp. 1476-1481
    • Fisher, E.1    Park, J.2
  • 9
    • 0003212254 scopus 로고
    • Perspectives on PPP and long-run real exchange rates
    • Froot, K.A. and Rogoff, K. (1994) Perspectives on PPP and long-run real exchange rates, NBER Working Paper Series, No: 4952.
    • (1994) NBER Working Paper Series , vol.4952
    • Froot, K.A.1    Rogoff, K.2
  • 10
    • 0000907890 scopus 로고
    • Purchasing power parity in the long run: A cointegration approach
    • Kim, Y. (1990) Purchasing power parity in the long run: a cointegration approach, Journal of Money, Credit, and Banking, 4, 491-503.
    • (1990) Journal of Money, Credit, and Banking , vol.4 , pp. 491-503
    • Kim, Y.1
  • 11
    • 0002999784 scopus 로고
    • Empirical regulations of the exchange rate and theories of foreign exchange market
    • K. Brunner and A. Meltzer (eds) (Amsterdam: North-Holland)
    • Mussa, M. (1979) Empirical regulations of the exchange rate and theories of foreign exchange market, in K. Brunner and A. Meltzer (eds) Policies for Employment, Prices and ExchangeRates (Amsterdam: North-Holland)
    • (1979) Policies for Employment, Prices and ExchangeRates
    • Mussa, M.1
  • 12
    • 0001837550 scopus 로고
    • The purchasing-power parity theory of exchange rates: A review article
    • Officer, L.H. (1976) The purchasing-power parity theory of exchange rates: a review article, International Monetary Fund Staff Papers, 23, 1-60.
    • (1976) International Monetary Fund Staff Papers , vol.23 , pp. 1-60
    • Officer, L.H.1
  • 13
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • Phillips, P. and Perron, P. (1988) Testing for a unit root in time series regression, Biometrica, June, 335-46.
    • (1988) Biometrica , vol.JUNE , pp. 335-346
    • Phillips, P.1    Perron, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.