PPP hypothesis and temporary structural breaks

dc.contributor.author	Çorakçı, Ayşegül
dc.contributor.author	Emirmahmutoğlu, Furkan
dc.contributor.author	Omay, Tolga
dc.date.accessioned	2020-02-28T06:41:58Z
dc.date.available	2020-02-28T06:41:58Z
dc.date.issued	2017
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).	tr_TR
dc.identifier.issn	1545-2921
dc.identifier.uri	http://hdl.handle.net/20.500.12416/2533
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.	tr_TR
dc.language.iso	eng	tr_TR
dc.publisher	Economics Bulletin	tr_TR
dc.rights	info:eu-repo/semantics/closedAccess	tr_TR
dc.title	PPP hypothesis and temporary structural breaks	tr_TR
dc.type	article	tr_TR
dc.relation.journal	Economics Bulletin	tr_TR
dc.contributor.authorID	103299	tr_TR
dc.identifier.volume	37	tr_TR
dc.identifier.issue	3	tr_TR
dc.identifier.startpage	1541	tr_TR
dc.identifier.endpage	1548	tr_TR
dc.contributor.department	Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü	tr_TR

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