Purchasing Power Parity - Evidence from a new panel test

Applied Economics

Volumn 34, Issue 11, 2002, Pages 1319-1324

  Macdonald, G ^a   Allen, D ^b   Cruickshank, S ^a  

^a CURTIN UNIVERSITY   (Australia)

^b EDITH COWAN UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

PURCHASING POWER PARITY;

EID: 0036317284     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840110103760     Document Type: Article

References (25)

1. Purchasing power parity in the long run
2. Pitfalls in panel tests of purchasing power parity
3. Long run purchasing power parity during the recent float
4. Lag order and critical values of the augmented Dickey Fuller test
5. A panel project on purchasing power parity: Mean reversion within and between countries
6. The re-emergence of PPP in the 1990s
7. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root
8. Testing symmetry and proportionality in PPP: A panel data approach
9. Multi-country evidence on the behaviour of purchasing power parity under the current float
10. Some new stylized facts of floating exchange rates
11. Panel unit root tests and real exchange rates
12. A comparative study of unit root tests with panel data and a new simple test
13. A residual based test for the null of cointegration in panel data
14. Health care expenditures and GDP: Panel data unit root test results
15. Trends and random walks in macroeconomic time series: Some evidence and implications
16. The overvaluation of purchasing power parity
17. Market frictions and real exchange rates
18. Purchasing power parity and unit root tests using panel data
19. Searching for stationarity: Purchasing power parity under the current float
20. Increasing evidence of purchasing power parity over the current float
21. Are real exchange rates nonstationary? Evidence from a panel-data test