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Test of the purchasing power parity hypothesis by using panel structural break test for transition economies

Alper Aslan () and Ferit Kula ()

Economics Bulletin, 2009, vol. 29, issue 2, A20

Abstract: This paper is aim to test the validity of the purchasing power parity hypothesis by analyzing the transition economies such as Bulgaria, Czech Republic, Hungary, Poland, Romania. For this purpose, the minimum LM unit root test with one structural break is applied to real exchange rate data.

Keywords: PPP; MADF; LM test. (search for similar items in EconPapers)
JEL-codes: C3 F3 (search for similar items in EconPapers)
Date: 2009-06-03
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