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
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.accessecon.com/pubs/EB/2009/Volume29/EB-09-V29-I2-A20.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-09-00333

Access Statistics for this article

More articles in Economics Bulletin from AccessEcon
Bibliographic data for series maintained by John P. Conley ().