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PPP hypothesis and temporary structural breaks

dc.authorid Emirmahmutoglu, Furkan/0000-0001-7358-3567
dc.authorid Corakci, Aysegul/0000-0002-0684-4103
dc.authorscopusid 56941641000
dc.authorscopusid 23027344600
dc.authorscopusid 57194798636
dc.authorwosid Emirmahmutoglu, Furkan/B-2267-2019
dc.authorwosid Corakci, Aysegul/Abe-3469-2021
dc.authorwosid Emirmahmutoglu, Furkan/K-8717-2017
dc.contributor.author Corakci, Aysegul
dc.contributor.author Omay, Tolga
dc.contributor.author Emirmahmutoglu, Furkan
dc.contributor.author Tolga, Omay
dc.contributor.authorID 103299 tr_TR
dc.contributor.other Çankaya Meslek Yüksekokulu
dc.date.accessioned 2020-02-28T06:41:58Z
dc.date.available 2020-02-28T06:41:58Z
dc.date.issued 2017
dc.department Çankaya University en_US
dc.department-temp [Corakci, Aysegul] Cankaya Univ, Dept Econ, Ankara, Turkey; [Emirmahmutoglu, Furkan] Gazi Univ, Dept Econometr, Ankara, Turkey; [Tolga, Omay] Turk Hava Kurumu Univ THK, Dept Management, Ankara, Turkey en_US
dc.description Emirmahmutoglu, Furkan/0000-0001-7358-3567; Corakci, Aysegul/0000-0002-0684-4103 en_US
dc.description.abstract 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. en_US
dc.description.woscitationindex Emerging Sources Citation Index
dc.identifier.citation Corakci, Aysegul; Emirmahmutoglu, Furkan; Tolga, Omay, "PPP hypothesis and temporary structural breaks", Economics Bulletin, Vol.37, No.3, pp.1541-1548, (2017). en_US
dc.identifier.endpage 1548 en_US
dc.identifier.issn 1545-2921
dc.identifier.issue 3 en_US
dc.identifier.scopus 2-s2.0-85022331870
dc.identifier.scopusquality Q2
dc.identifier.startpage 1541 en_US
dc.identifier.volume 37 en_US
dc.identifier.wos WOS:000416765800012
dc.identifier.wosquality N/A
dc.language.iso en en_US
dc.publisher Economics Bulletin en_US
dc.relation.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
dc.rights info:eu-repo/semantics/closedAccess en_US
dc.scopus.citedbyCount 9
dc.title PPP hypothesis and temporary structural breaks tr_TR
dc.title Ppp Hypothesis and Temporary Structural Breaks en_US
dc.type Article en_US
dc.wos.citedbyCount 11
dspace.entity.type Publication
relation.isAuthorOfPublication 2eec9bdd-f887-42b5-aa52-cbcfa309b891
relation.isAuthorOfPublication.latestForDiscovery 2eec9bdd-f887-42b5-aa52-cbcfa309b891
relation.isOrgUnitOfPublication 7c88ca73-4d3e-47ac-8ae4-4af974598186
relation.isOrgUnitOfPublication.latestForDiscovery 7c88ca73-4d3e-47ac-8ae4-4af974598186

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