Testing for symmetry and proportionality in a European panel

Jerry Coakley and Stuart Snaith

Applied Financial Economics, 2006, vol. 16, issue 1-2, 63-71

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

Date: 2006
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DOI: 10.1080/09603100500389812

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