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Preliminary communication

VALJANOST PARITETA KUPOVNE MOĆI U ISTOČNOEVROPSKIM ZEMLJAMA: ROLLING NELINEARNI TEST JEDINIČNOG KORIJENA

Veli Yilanci

Fulltext: english, pdf (2 MB) pages 973-986 downloads: 438* cite
APA 6th Edition
Yilanci, V. (2012). THE VALIDITY OF PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: A ROLLING NONLINEAR UNIT ROOT. Economic research - Ekonomska istraživanja, 25 (4), 973-986. Retrieved from https://hrcak.srce.hr/97023
MLA 8th Edition
Yilanci, Veli. "THE VALIDITY OF PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: A ROLLING NONLINEAR UNIT ROOT." Economic research - Ekonomska istraživanja, vol. 25, no. 4, 2012, pp. 973-986. https://hrcak.srce.hr/97023. Accessed 22 Oct. 2021.
Chicago 17th Edition
Yilanci, Veli. "THE VALIDITY OF PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: A ROLLING NONLINEAR UNIT ROOT." Economic research - Ekonomska istraživanja 25, no. 4 (2012): 973-986. https://hrcak.srce.hr/97023
Harvard
Yilanci, V. (2012). 'THE VALIDITY OF PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: A ROLLING NONLINEAR UNIT ROOT', Economic research - Ekonomska istraživanja, 25(4), pp. 973-986. Available at: https://hrcak.srce.hr/97023 (Accessed 22 October 2021)
Vancouver
Yilanci V. THE VALIDITY OF PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: A ROLLING NONLINEAR UNIT ROOT. Economic research - Ekonomska istraživanja [Internet]. 2012 [cited 2021 October 22];25(4):973-986. Available from: https://hrcak.srce.hr/97023
IEEE
V. Yilanci, "THE VALIDITY OF PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: A ROLLING NONLINEAR UNIT ROOT", Economic research - Ekonomska istraživanja, vol.25, no. 4, pp. 973-986, 2012. [Online]. Available: https://hrcak.srce.hr/97023. [Accessed: 22 October 2021]

Abstracts
Cilj ovog rada je ispitivanje valjanost hipoteze pariteta kupovne moći (PPP) za osam država središnje i istočne Evrope koristeći Kapetanios et al. (KKS) i rolling-KKS testove jediničnog korijena. Rolling-KKS testovima jediničnog korijena smo pokušali odrediti kada realne tečajne stope postaju nestacionarne ili nelinearne. Rezultati KKS testa jediničnog korijena pokazuju da hipoteza PPP može biti valjana samo u slučaju Rumunjske dok rezultati rolling-KKS testa jediničnog korijena pokazuju da hipoteza PPP može biti odbačena samo u slučaju Poljske i to u svim poduzorcima. S druge strane, našli smo dokaze valjanosti PPP za ostale zemlje. Usporedno, pokazalo se da su realne tečajne stope u Bugarskoj i Rumunjskoj karakterizirane nelinearnošću u više poduzoraka u rolling-KKS testu jediničnog korijena.

Keywords
nelinearnost; paritet kupovne moći; rolling window procedura; test jediničnog korijena

Hrčak ID: 97023

URI
https://hrcak.srce.hr/97023

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