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Pitfalls in panel tests of purchasing power parity

✍ Scribed by Anker, Peter


Book ID
110643987
Publisher
Springer
Year
1999
Tongue
English
Weight
890 KB
Volume
135
Category
Article
ISSN
1610-2924

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## ABSTRACT This study applies Panel Seemingly Unrelated Regressions Kapetanios __et al__. (SURKSS) tests, proposed by Wu and Lee (2009), to investigate the properties of long‐run purchasing power parity (PPP) in nine transition countries over the period of January 1995 to December 2008. The empiri