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Testing the purchasing power parity in panel data

✍ Scribed by Ru-Lin Chiu


Book ID
114344242
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
122 KB
Volume
11
Category
Article
ISSN
1059-0560

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PURCHASING POWER PARITY IN NINE TRANSITI
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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