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Testing the long-run PPP for Turkey: new evidence from the Fourier quantile unit root test

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Published in 2019 at "Applied Economics Letters"

DOI: 10.1080/13504851.2019.1644435

Abstract: ABSTRACT This study analyses the long-run validity of the purchasing power parity (PPP) between Turkey and its major trading partners (China, Euro Area, Russia, United Kingdom, and United States) by using the Fourier quantile unit… read more here.

Keywords: unit; quantile unit; root test; fourier quantile ... See more keywords