A new combination of Fourier unit root tests: a PPP application for fragile economies

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dc.authoridzeren, fatma/0000-0002-1661-3587
dc.authorwosidzeren, fatma/ABI-7393-2020
dc.contributor.authorZeren, Fatma
dc.contributor.authorKizilkaya, Fatma
dc.date.accessioned2024-08-04T20:49:06Z
dc.date.available2024-08-04T20:49:06Z
dc.date.issued2021
dc.departmentİnönü Üniversitesien_US
dc.description.abstractThis study offers a new unit root test procedure that is based on the combination of Fourier ADF and Fourier KSS unit root tests by using Fisher's statistics. The main advantage of this approach is that it is a useful method, especially in cases where the findings obtained from the two test methods differ. In this paper, we investigate the mean-reverting properties of the real exchange rate series for seven fragile economies. Fourier ADF and Fourier KSS tests results point to different findings. When the combination unit root test is applied, it is confirmed that the real exchange rate series are stationary for four fragile economies, namely Brazil, India, Indonesia, and Mexico.en_US
dc.identifier.doi10.1080/13504851.2020.1851647
dc.identifier.endpage1711en_US
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.issue19en_US
dc.identifier.scopus2-s2.0-85096837497en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage1707en_US
dc.identifier.urihttps://doi.org/10.1080/13504851.2020.1851647
dc.identifier.urihttps://hdl.handle.net/11616/99650
dc.identifier.volume28en_US
dc.identifier.wosWOS:000594041000001en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofApplied Economics Lettersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectUnit rooten_US
dc.subjecttime seriesen_US
dc.subjectFourier functionen_US
dc.subjectpurchasing power parityen_US
dc.subjectfragile economiesen_US
dc.titleA new combination of Fourier unit root tests: a PPP application for fragile economiesen_US
dc.typeArticleen_US

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