The purchasing power parity hypothesis in Turkey: evidence from nonlinear STAR error correction models

Zeynel Ozdemir ()

Applied Economics Letters, 2007, vol. 15, issue 4, 307-311

Abstract: This study re-examines the validity of long-run purchasing power parity (PPP) hypothesis for Turkey using nonlinear cointegration technique. The finding of this article provides the evidence that the long run PPP hypothesis is valid by using nonlinear cointegration technique. This finding argues the validity of the long-run PPP hypothesis in bilateral Turkish real exchange rates with the USA, which is also supported by Sarno (2000) and Erlat (2004).

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:15:y:2007:i:4:p:307-311

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DOI: 10.1080/13504850500447315

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