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Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011668458

Testing the validity of purchasing power Parity in the BRICS : further evidence

Gyamfi, Emmanuel Numapau - In: EuroEconomica 36 (2017) 2, pp. 117-122

Persistent link: https://www.econbiz.de/10011798649

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32

In this article, the authors carried out an empirical analysis of the validity of purchasing power parity (PPP) in Slovenia, Croatia, the Czech Republic, Slovakia and Austria. The results provide mixed support for PPP, which is typical for extransition economies. In the first phase of the...

Persistent link: https://www.econbiz.de/10012887177

Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate

Caner, Mehmet - 2000

Persistent link: https://www.econbiz.de/10013423063

Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score

Ayala, Astrid; Blazsek, Szabolcs; Cuñado Eizaguirre, Juncal - In: Applied economics 48 (2016) 28/30, pp. 2675-2696

Persistent link: https://www.econbiz.de/10011594383

Exchange rate misalignment and inflation rate persistence : evidence from Latin American countries

Giannellis, Nikolaos; Kukuritakēs, Minōas - In: International review of economics & finance : IREF 25 (2013), pp. 202-218

Persistent link: https://www.econbiz.de/10009693304

Validity of purchasing power parity for selected Latin American countries : linear and non-linear unit root tests

Vasconcelos, Claudio Roberto Fóffano; Lima Júnior, … - In: Economia : revista da ANPEC 17 (2016) 1, pp. 114-125

The aim of this study is to examine empirically the validity of PPP in the context of unit root tests based on linear and non-linear models of the real effective exchange rate of Argentina, Brazil, Chile, Colombia, Mexico, Peru and Venezuela. For this purpose, we apply the Harvey et al. (2008)...

Persistent link: https://www.econbiz.de/10011865666

Real convergence : empirical evidence for Latin America

Ayala, Astrid; Cuñado Eizaguirre, Juncal; Gil-Alana, … - In: Applied economics 45 (2013) 22/24, pp. 3220-3229

Persistent link: https://www.econbiz.de/10010345458

Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests

Lu, Yang-cheng; Chang, Tsangyao; Chiu, Chi-chen; Tzeng, … - In: Applied economics letters 18 (2011) 1/3, pp. 251-255

Persistent link: https://www.econbiz.de/10009230079

Purchasing power parity for 10 Latin American integration association countries : panel SURKSS tests

Chang, Tsangyao; Liu, Wen-chi; Yu, Chin-ping; Kang, Shuchen - In: Applied economics letters 17 (2010) 16/18, pp. 1575-1580

Persistent link: https://www.econbiz.de/10009232178