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Purchasing power parity and market frictions: a neutral band analysis

โœ Scribed by Lawler, Phillip; Manning, Neil

Book ID
120490435
Publisher
Taylor and Francis Group
Year
1994
Tongue
English
Weight
87 KB
Volume
1
Category
Article
ISSN
1350-4851

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## Abstract We examine the purchasing power parity (PPP) hypothesis using a unique panel of monthly data on black market exchange rates for 34 emerging market economies. We apply a large number of recent heterogeneous panel unit root and cointegration tests. Panel unit root tests reject mean revers