|
|
|
|
| LEADER |
01000caa a2200265 4500 |
| 001 |
OLC1993271759 |
| 003 |
DE-627 |
| 005 |
20220221005629.0 |
| 007 |
tu |
| 008 |
170512s2017 xx ||||| 00| ||chi c |
| 028 |
5 |
2 |
|a PQ20170721
|
| 035 |
|
|
|a (DE-627)OLC1993271759
|
| 035 |
|
|
|a (DE-599)GBVOLC1993271759
|
| 035 |
|
|
|a (PRQ)cyut_dspace_oai_localhost_310901800_326630
|
| 035 |
|
|
|a (KEY)0203818820170000000000000000quantileunitroottestandthepppinafrica
|
| 040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rakwb
|
| 041 |
|
|
|a chi
|
| 082 |
0 |
4 |
|a 17
|a 14
|a 330
|a 380
|a 650
|a 670
|q DNB
|
| 082 |
0 |
4 |
|a 330
|q AVZ
|
| 084 |
|
|
|a 83.00
|2 bkl
|
| 100 |
0 |
|
|a 陳聰賢
|e verfasserin
|4 aut
|
| 245 |
1 |
0 |
|a Quantile Unit Root Test and the PPP in Africa
|
| 264 |
|
1 |
|c 2017
|
| 336 |
|
|
|a Text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a ohne Hilfsmittel zu benutzen
|b n
|2 rdamedia
|
| 338 |
|
|
|a Band
|b nc
|2 rdacarrier
|
| 520 |
|
|
|a In this study, we apply the Quantile unit root test and revisit the Purchasing Power Parity in 20 African countries using real effective exchange rates over the period 1971Q1 to 2012Q4. While traditional unit root tests fail to reject unit root hypothesis in most of the countries, results from Quantile unit root test reject unit root null hypothesis in Ghana, Mauritius, Niger, South Africa and Togo, providing support for the PPP at least in these 5 countries. We further estimate the half-life based on Quantile autoregressive model to be about 4.57-7.96 quarters (1-2 year).
|
| 650 |
|
4 |
|a Purchasing power parity
|
| 773 |
0 |
8 |
|i Enthalten in
|t Applied economics
|d Abingdon : Routledge, 1969
|g (2017)
|w (DE-627)129850357
|w (DE-600)280176-0
|w (DE-576)015149196
|x 0003-6846
|7 nnns
|
| 773 |
1 |
8 |
|g year:2017
|
| 856 |
4 |
2 |
|u http://ir.lib.cyut.edu.tw:8080/handle/310901800/32663
|
| 912 |
|
|
|a GBV_USEFLAG_A
|
| 912 |
|
|
|a SYSFLAG_A
|
| 912 |
|
|
|a GBV_OLC
|
| 912 |
|
|
|a SSG-OLC-WIW
|
| 912 |
|
|
|a SSG-OLC-IBL
|
| 912 |
|
|
|a GBV_ILN_21
|
| 912 |
|
|
|a GBV_ILN_26
|
| 912 |
|
|
|a GBV_ILN_70
|
| 912 |
|
|
|a GBV_ILN_4125
|
| 912 |
|
|
|a GBV_ILN_4126
|
| 936 |
b |
k |
|a 83.00
|q AVZ
|
| 951 |
|
|
|a AR
|
| 952 |
|
|
|j 2017
|