Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks
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Banu Kurtaran: Ankara, Turkey.
Econometrics Letters, 2015, vol. 2, issue 1, 1-21
This study is investigated the PPP hypothesis for 16 OECD countries by using the newly proposed unit root tests which covers nonlinearity, structural break and nonlinear panel data structure. The results exhibits that the nonlinearity and structural break are important components of the PPP data.
Keywords: Smooth Break; Nonlinear Unit Root Test; Nonlinear Panel Unit Test; PPP. (search for similar items in EconPapers)
JEL-codes: C12 C22 O47 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:bmo:bmoart:v:2:y:2015:i:1:p:1-21
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