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Purchasing Power Parity : Three Stakes Through the Heart of the Unit Root Null

Higgins, Matthew David - 2006

A recent influential paper (O'Connell 1998) argues that panel data evidence in favor of purchasing power parity … innovations. We present evidence to the contrary. First, we modify two extant panel unit root panel unit root tests to eliminate …

Persistent link: https://www.econbiz.de/10012735721