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A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications

Christoph Fischer and Daniel Porath

Empirical Economics, 2010, vol. 39, issue 3, 767-792

Keywords: Panel unit root test; Purchasing power parity; Real exchange rate; Monte Carlo simulation; F31; C33 (search for similar items in EconPapers)
Date: 2010
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Working Paper: A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications (2006) Downloads
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DOI: 10.1007/s00181-009-0321-7

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