Purchasing Power parity (PPP) is one of the most investigated topics in international finance. The empirical analysis on PPP in the 1980s and 1990s relied on univariate tests such as Dickey Fuller and Augmented Dickey Fuller and cointegration tests. The empirical evidence from these methodologies seemed to produce very little empirical evidence favouring PPP. However, these methodologies have been shown to have low power and be inadequate when used with highly persistent stochastic processes (for unit root tests of the real exchange rate). One solution followed in the literature to overcome the low power problem was pooling data on two dimensions (i.e. time and cross section dimensions) instead of only one dimension (i.e. time series dim...
This paper reviews recent developments in the analysis of non-stationary panels, focusing on empiric...
This paper investigates the purchasing power parity (PPP) hypothesis using panel data. Under PPP the...
The paper tests for PPP by investigating into the real exchange rates of seven South Asian countries...
We examine the Purchasing Power Parity (PPP) hypothesis using a unique panel of monthly data on blac...
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time serie...
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time serie...
We examine the Purchasing Power Parity (PPP) hypothesis using a unique panel of monthly data on blac...
Abstract We examine long-run purchasing power parity (PPP) using panel data methods to test for unit...
Abstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed ...
This paper investigates the validity of purchasing power parity (PPP) for 25 OECD countries by using...
The purpose of this research is to test the validity of the purchasing power parity (PPP) theory in ...
Panel unit root tests of real exchange rates – as opposed to univariate tests – usually reject non-s...
PPP (purchasing power parity) explaining the longrun behaviour of nominal exchange rates is one of t...
Abstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed ...
This paper examines whether, in addition to standard unit root and cointegration tests, panel appro...
This paper reviews recent developments in the analysis of non-stationary panels, focusing on empiric...
This paper investigates the purchasing power parity (PPP) hypothesis using panel data. Under PPP the...
The paper tests for PPP by investigating into the real exchange rates of seven South Asian countries...
We examine the Purchasing Power Parity (PPP) hypothesis using a unique panel of monthly data on blac...
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time serie...
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time serie...
We examine the Purchasing Power Parity (PPP) hypothesis using a unique panel of monthly data on blac...
Abstract We examine long-run purchasing power parity (PPP) using panel data methods to test for unit...
Abstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed ...
This paper investigates the validity of purchasing power parity (PPP) for 25 OECD countries by using...
The purpose of this research is to test the validity of the purchasing power parity (PPP) theory in ...
Panel unit root tests of real exchange rates – as opposed to univariate tests – usually reject non-s...
PPP (purchasing power parity) explaining the longrun behaviour of nominal exchange rates is one of t...
Abstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed ...
This paper examines whether, in addition to standard unit root and cointegration tests, panel appro...
This paper reviews recent developments in the analysis of non-stationary panels, focusing on empiric...
This paper investigates the purchasing power parity (PPP) hypothesis using panel data. Under PPP the...
The paper tests for PPP by investigating into the real exchange rates of seven South Asian countries...