Are real exchanges rate series really persistent?: evidence from three commonwealth of independent states countries

Basit Öğe Kaydı
dc.contributor.authorOzdemir, Zeynel Abidin
dc.contributor.authorAksoy, Emre
dc.date.accessioned2020-06-25T18:15:51Z
dc.date.available2020-06-25T18:15:51Z
dc.date.issued2015
dc.departmentKırıkkale Üniversitesi
dc.descriptionaksoy, emre/0000-0003-3189-1427; ozdemir, zeynel abidin/0000-0001-8600-0463
dc.description.abstractThis article sets out to examine the degree of persistence in the real exchange rates of Kazakhstan, Kyrgyzstan and Russia, and tests the validity of Purchasing power parity (PPP) using monthly data covering 1995: 01-2013: 12 period. The sum of autoregressive (AR) coefficients is used in order to examine persistence of the real exchange rate series and grid-bootstrap method is employed for the confidence intervals. The tests performed suggest two results: (1) Covering the full sample and sub-sample periods, excluding Kyrgyzstan in 1995: 01-1998: 07 and Russia in 2008: 09-2013: 12 periods, disregarding the structural breaks in the data generating process, there is high persistency in real exchange rates; (2) there is evidence in support of PPP covering the full sample for every country except for Kyrgyzstan in 1995: 01-1998: 07 and Russia in 2008: 09-2013: 12 periods.en_US
dc.identifier.citationclosedAccessen_US
dc.identifier.doi10.1080/00036846.2015.1026590
dc.identifier.endpage4309en_US
dc.identifier.issn0003-6846
dc.identifier.issn1466-4283
dc.identifier.issue40en_US
dc.identifier.scopus2-s2.0-84931576270
dc.identifier.scopusqualityQ2
dc.identifier.startpage4299en_US
dc.identifier.urihttps://doi.org/10.1080/00036846.2015.1026590
dc.identifier.urihttps://hdl.handle.net/20.500.12587/6312
dc.identifier.volume47en_US
dc.identifier.wosWOS:000356380000004
dc.identifier.wosqualityQ3
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofApplied Economics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectPPPen_US
dc.subjectreal exchange ratesen_US
dc.subjectpersistenceen_US
dc.subjectstructural changeen_US
dc.subjectgrid bootstrapen_US
dc.subjecthalf-lifeen_US
dc.titleAre real exchanges rate series really persistent?: evidence from three commonwealth of independent states countriesen_US
dc.typeArticle

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
[ X ]
İsim:
Are real exchanges rate series really persistent evidence from three commonwealth of independent states countries.pdf
Boyut:
658.69 KB
Biçim:
Adobe Portable Document Format
Açıklama:
Tam Metin/Full Text
İndir

Koleksiyon

WOS İndeksli Yayınlar Koleksiyonu
Makale Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu