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The purchasing power parity puzzle, temporal aggregation, and half-life estimation

โœ Scribed by Marcus J. Chambers

Book ID
116420965
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
77 KB
Volume
86
Category
Article
ISSN
0165-1765

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## Abstract Nonlinear models of deviations from PPP have recently provided an important, theoretically well motivated, contribution to the PPP puzzle. Most of these studies use temporally aggregated data to empirically estimate the nonlinear models. As noted by Taylor (2001), if the true DGP is non