Testing for symmetry and proportionality in a European panel

Jerry Coakley and Stuart Snaith

Applied Financial Economics, 2005, vol. 15, issue 11, 745-752

Abstract: Symmetry and proportionality for 15 European economies 1973 : 04-1998 : 12 is tested in a panel regression framework that allows for permanent shocks. Support is found for both restrictions and thus for general relative PPP in the US dollar but not the German mark panel.

Date: 2005
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DOI: 10.1080/09603100500107974

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