Long-Run PPP May Not Hold After All

Charles Engel

Working Papers from University of Washington, Department of Economics

Abstract: Recent tests using long data series find evidence in favor of long-run PPP (by rejecting either the null hypothesis of unit roots in real exchange rates and relative prices.)

Keywords: UNIT ROOTS; EXCHANGE RATE; TESTS; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C20 C22 (search for similar items in EconPapers)
Pages: 32 pages
Date: 1996
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Citations: View citations in EconPapers (34)

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Related works:
Journal Article: Long-run PPP may not hold after all (2000)
Working Paper: Long-Run PPP May Not Hold After All (1998)
Working Paper: Long-Run PPP May Not Hold After All (1998)
Working Paper: Long-Run PPP May Not Hold After All (1996)
Working Paper: Long-Run PPP May Not Hold After All (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:udb:wpaper:96-05

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