Download This PaperA Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and Their Implications
56 Pages Posted: 8 Jun 2016
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A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and Their Implications
Bundesbank Series 1 Discussion Paper No. 2006,23
Number of pages: 56
Posted: 08 Jun 2016
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A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and their Implications
Empirical Economics, Vol. 39, No. 3, 2010
Posted: 07 Mar 2012
Date Written: 2006
Abstract
Panel unit root tests of real exchange rates – as opposed to univariate tests – usually
Keywords: panel unit root test, purchasing power parity, real exchange rate, Monte Carlo simulation
JEL Classification: F31, C33
Suggested Citation: Suggested Citation
Fischer, Christoph A. and Porath, Daniel, A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and Their Implications (2006). Bundesbank Series 1 Discussion Paper No. 2006,23, Available at SSRN: https://ssrn.com/abstract=2785249 or http://dx.doi.org/10.2139/ssrn.2785249
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