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Purchasing power parity with nonlinear threshold unit root test

✍ Scribed by Chang, Tsangyao; Su, Chi-Wei; Liu, Yu-Shao

Book ID
120633149
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
124 KB
Volume
19
Category
Article
ISSN
1350-4851

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✍ Lu Yang-Cheng; Chang Tsangyao; Lee Chia-Hao; Su Chi-Wei πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 167 KB

## ABSTRACT This study applies the threshold unit root test proposed by Caner and Hansen (2001) to test the validity of long‐run purchasing power parity (PPP) in a sample of 15 Latin American countries. These countries share characteristics as high inflation, nominal shocks and trade openness which