-
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper -
On the Empirical Failure of Purchasing Power Parity Tests (replication data)
Empirical research on the validity of the purchasing power parity (PPP) condition is generally based on real exchange rates built using the consumer price index (CPI), but fails...
