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İktisat Bölümü Yayın Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/402

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Browsing İktisat Bölümü Yayın Koleksiyonu by Journal "Economics Bulletin"

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    Citation Count: Corakci, Aysegul; Emirmahmutoglu, Furkan; Tolga, Omay, "PPP hypothesis and temporary structural breaks", Economics Bulletin, Vol.37, No.3, pp.1541-1548, (2017).
    PPP hypothesis and temporary structural breaks
    (Economics Bulletin, 2017) Çorakçı, Ayşegül; Emirmahmutoğlu, Furkan; Omay, Tolga; 103299
    In this study our aim is to explore a better testing strategy for the PPP hypothesis under a temporary structural break. For this purpose we use the exponential smooth transition (EST) function in the unit root testing framework and compare this methodology with the one that uses a Fourier function. Although the Fourier function is extensively used in the literature to test the validity of the PPP hypothesis under temporary breaks, this investigation shows that it leads to misleading results.