Testing the validity of purchasing power parity in alternative markets: Evidence from the fourier quantile unit root test

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dc.authorid0000-0002-3412-5616en_US
dc.contributor.authorDoǧanlar, Murat
dc.contributor.authorMike, Faruk
dc.contributor.authorKızılkaya, Oktay
dc.date.accessioned2021-06-13T22:44:01Z
dc.date.available2021-06-13T22:44:01Z
dc.date.issued2020en_US
dc.departmentMTÖ Üniversitesi, Sosyal ve Beşeri Bilimler Fakültesi, Uluslararası Ticaret ve Finansman Bölümüen_US
dc.description.abstractThis study analyzes the long-run validity of purchasing power parity (PPP) in three types of market economies—developed, emerging, and frontier markets—using the Fourier quantile unit root test. The analyses are conducted on 45 countries, including 10 developed, 20 developing, and 15 frontier market economies, using monthly observations from 1993:1 to 2018:8. Conventional, nonlinear, and Fourier-type unit root tests are also employed for this purpose. The Fourier quantile unit root test results provide more evidence than other tests on the validity of PPP, showing that it is valid in 8 developed, 11 emerging, and 7 frontier market economies.en_US
dc.identifier.citationDoğanlar, M., Mike, F., & Kızılkaya, O. (2020). Testing the Validity of Purchasing Power Parity in Alternative Markets: Evidence from the Fourier Quantile Unit Root Test. Borsa Istanbul Review.en_US
dc.identifier.doi10.1016/j.bir.2020.12.004
dc.identifier.issn2214-8450en_US
dc.identifier.scopus2-s2.0-85098131304en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.urihttps://doi.org/10.1016/j.bir.2020.12.004
dc.identifier.uri2214-8469
dc.identifier.urihttps://hdl.handle.net/20.500.12899/242
dc.identifier.wosWOS:000723022800005en_US
dc.identifier.wosqualityQ1en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorKızılkaya, Oktay
dc.language.isoenen_US
dc.publisherBorsa İstanbulen_US
dc.relation.ispartofBorsa İstanbul Reviewen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectFourier functionen_US
dc.subjectPurchasing power parityen_US
dc.subjectQuantile unit root testen_US
dc.titleTesting the validity of purchasing power parity in alternative markets: Evidence from the fourier quantile unit root testen_US
dc.typeArticleen_US

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