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Yapısal Kırılmalı Birim Kök Testleri ile Oecd Ülkelerinde Satın Alma Gücü Paritesi Geçerliliğinin Testi

2014

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Ekoist: Journal of Econometrics and Statistics

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Abstract:

Bu çalışmada, OECD’ye üye 18 ülkenin satın alma gücü paritesi (SAGP) geçerliliğinin 1993:Q1 - 2011:Q1 dönemi için klasik ADF birim kök testi, Zivot-Andrews (1992) ve Lee-Strazicich (2004, 2003) yapısal kırılmalı birim kök testleri kullanılarak sınanması amaçlanmıştır. Test sonuçlarına göre, Kanada ve Meksika’ya ait reel döviz kuru serileri durağandır ve bu ülkeler için SAGP teorisi geçerlidir.

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Ekoist: Journal of Econometrics and Statistics

Field : Sosyal, Beşeri ve İdari Bilimler

Journal Type : Ulusal

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Cite : 1.521

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Yapısal Kırılmalı Birim Kök Testleri ile Oecd Ülkelerinde Satın Alma Gücü Paritesi Geçerliliğinin Testi

2014

Journal:

Ekoist: Journal of Econometrics and Statistics

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Abstract:

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Ekoist: Journal of Econometrics and Statistics

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Endnote

Yapısal Kırılmalı Birim Kök Testleri ile Oecd Ülkelerinde Satın Alma Gücü Paritesi Geçerliliğinin Testi

2014

Journal:

Ekoist: Journal of Econometrics and Statistics

Author:

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

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Similar Articles

Ekoist: Journal of Econometrics and Statistics

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

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