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Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration

✍ Scribed by Chang, Tsangyao; Lee, Kuei-Chiu; Lu, Yang-Cheng Ralph; Pan, Guochen

Book ID: 120503225
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 146 KB
Volume: 18
Category: Article
ISSN: 1350-4851
DOI: 10.1080/13504851.2011.564120

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## 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