More powerful panel data unit root tests with an application to mean reversion in real exchange rates

Journal of Applied Econometrics ◽

10.1002/jae.723 ◽

2004 ◽

Vol 19 (2) ◽

pp. 147-170 ◽

Author(s):

L. Vanessa Smith ◽

Stephen Leybourne ◽

Tae-Hwan Kim ◽

Paul Newbold

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Mean Reversion ◽

Unit Root Tests

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Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India

Applied Economics ◽

10.1080/00036840500365983 ◽

2006 ◽

Vol 38 (1) ◽

pp. 63-70 ◽

Author(s):

Paresh Kumar Narayan

Keyword(s):

Exchange Rates ◽

Lagrange Multiplier ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Tests

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Are real exchange rates of Papua New Guinea mean-reverting? Evidence from panel unit root tests

Applied Economics Letters ◽

10.1080/13504850601018296 ◽

2009 ◽

Vol 16 (2) ◽

pp. 157-161 ◽

Author(s):

Guneratne B. Wickremasinghe

Keyword(s):

Exchange Rates ◽

Papua New Guinea ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root

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Nonlinear mean reversion in real exchange rates: threshold autoregressive models and stochastic unit root processes

Applied Economics Letters ◽

10.1080/13504850802403610 ◽

2010 ◽

Vol 17 (8) ◽

pp. 797-804 ◽

Author(s):

Gawon Yoon

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Mean Reversion ◽

Autoregressive Models ◽

Threshold Autoregressive ◽

Nonlinear Mean Reversion

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Are real exchange rates stationary based on panel unit-root tests? Evidence from Pacific Basin countries

International Journal of Finance & Economics ◽

10.1002/(sici)1099-1158(199907)4:3<243::aid-ijfe99>3.0.co;2-# ◽

1999 ◽

Vol 4 (3) ◽

pp. 243-252 ◽

Author(s):

Jyh-Lin Wu ◽

Show-Lin Chen

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Tests ◽

Pacific Basin ◽

Panel Unit Root Tests ◽

Panel Unit Root

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Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks

Applied Economics ◽

10.1080/00036840600722331 ◽

2007 ◽

Vol 39 (16) ◽

pp. 2109-2120 ◽

Author(s):

Lean Hooi Hooi ◽

Russell Smyth

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Structural Breaks ◽

Real Exchange Rates ◽

Unit Root Tests

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Panel unit root tests and real exchange rates

Economics Letters ◽

10.1016/0165-1765(95)00730-x ◽

1996 ◽

Vol 50 (1) ◽

pp. 7-11 ◽

Author(s):

Ronald MacDonald

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root

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Real exchange rates and unit root tests

Weltwirtschaftliches Archiv ◽

10.1007/bf02707290 ◽

2000 ◽

Vol 136 (3) ◽

pp. 478-490 ◽

Author(s):

Ashok Parikh ◽

Elizabeth Wakerly

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Tests

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Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time

International Review of Economics & Finance ◽

10.1016/j.iref.2006.08.008 ◽

2008 ◽

Vol 17 (2) ◽

pp. 269-278 ◽

Author(s):

Ata Assaf

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Tests ◽

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A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test

Journal of Macroeconomics ◽

10.1016/j.jmacro.2008.12.002 ◽

2009 ◽

Vol 31 (4) ◽

pp. 591-601 ◽

Author(s):

Jyh-Lin Wu ◽

Hsiu-Yun Lee

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Test ◽

Mean Reversion ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

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Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests

International Review of Economics & Finance ◽

10.1016/j.iref.2020.12.038 ◽

2021 ◽

Author(s):

Gilbert V. Nartea ◽

Harold Glenn A. Valera ◽

Maria Luisa G. Valera

Keyword(s):

Unit Root ◽

Stock Prices ◽

Mean Reversion ◽

Unit Root Tests ◽

Asia Pacific ◽

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