Testing for PPP: Should we use panel methods?

Empirical Economics

Volumn 30, Issue 1, 2005, Pages 77-91

  Banerjee, Anindya ^a   Marcellino, Massimiliano ^b   Osbat, Chiara ^c  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^b BOCCONI UNIVERSITY   (Italy)

^c EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Cross unit dependence; Panel cointegration; PPP; Unit root

Indexed keywords

PANEL DATA; PURCHASING POWER PARITY; TESTING METHOD;

EID: 17444417855     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-004-0222-8     Document Type: Article

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