New panel unit root tests of PPP

DOI10.1016/S0165-1765(97)81874-5zbMath0908.90063OpenAlexW2011844203WikidataQ127255595 ScholiaQ127255595MaRDI QIDQ1127371

Jerry Coakley, Ana-María Fuertes

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)81874-5

zbMATH Keywords

unit rootsPPPpanel unit root testspanel testsstationary of real exchange rates

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (4)

The PPP debate: price matters! ⋮ Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity ⋮ On the power and interpretation of panel unit root tests ⋮ Panel unit root tests under cross‐sectional dependence

Cites Work

• Panel unit root tests and real exchange rates
• Cointegration of long span saving and investment
• Testing for unit roots in heterogeneous panels.

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