Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/content/pdf/10.1007/s10290-005-0018-8.pdf
Reference41 articles.
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2. Boyd, B., and R. Smith (1999). Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries. Manchester School of Economics and Social Studies 67 (3): 287?303.
3. Breitung, J. (2000). The Local Power of Some Unit Root Tests for Panel Data. In B. Baltagi (ed.), Nonstationary Panels, Panel Cointegration, and Dynamic Panels. Advances in Econometrics, Vol. 15. Amsterdam: JAI.
4. Breitung, J., and W. Meyer (1994). Testing for Unit Root in Panel Data. Are Wages on Different Bargaining Levels Cointegrated? Applied Economics 26 (4): 353?361.
5. Chinn, M. D. (1999). Measuring Misalignment: PPP and East Asian Currencies in the 1990s. IFM Working Paper 99/120. International Monetary Fund, Washington, D.C.
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