Revisiting purchasing power parity for nine transition countries: a Fourier stationary test
β Scribed by Lin, Su-Yuan; Chang, Horng-Jinh; Chang, Tsangyao
- Book ID
- 120977580
- Publisher
- Taylor and Francis Group
- Year
- 2011
- Tongue
- English
- Weight
- 152 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1351-4393
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## ABSTRACT This study applies Panel Seemingly Unrelated Regressions Kapetanios __et al__. (SURKSS) tests, proposed by Wu and Lee (2009), to investigate the properties of longβrun purchasing power parity (PPP) in nine transition countries over the period of January 1995 to December 2008. The empiri
## ABSTRACT This study applies the threshold unit root test proposed by Caner and Hansen (2001) to test the validity of longβrun 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