Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks

Jean-François Hoarau

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Abstract: The new panel data stationary test with multiple structural breaks developed by Carrion-i-Silvestre, Del Barrio-Castro and Lopez-Bazo (2005) is used along with standard stationary tests to study the long-run PPP hypothesis in a set of six Central American countries for the period 1976:1-2006:4. Contrary to standard tests, this new procedure provides strong support for PPP.

Keywords: Revue; AERES (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

Published in Economics Bulletin, 2008, 6 (21), pp.1--5

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