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https://doi.org/10.1080/13504850601018551
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Cite Journal: Applied Economics Letters |  Publication Date: Jan 20, 2009 |
 Citations: 1 |
Affiliation: Ankara University, Gazi University, Başkent University
This article applies the model free, seasonality robust periodogram test, and the conventional augmented Dickey–Fuller (ADF) unit root test to the real exchange rates (RER) of the G-7 countries. The empirical results show that the periodogram test rejects the null of unit root for a larger number of countries compared to the ADF test.
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