Testing for PPP: the erratic behaviour of unit root tests

Author： Caporale G.M.   Pittis N.   Sakellis P.  

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.80, Iss.2, 2003-08, pp. : 277-284

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Cointegration tests of PPP: do they also exhibit erratic behaviour?

By Caporale Guglielmo Maria   Hanck Christoph  

Applied Economics Letters, Vol. 16, Iss. 1, 2009-01 ,pp. : 9-15

Routledge Ltd

Access to resources Recommend Favorite

New panel unit root tests of PPP

By Coakley J.   Fuertes A.M.  

Economics Letters, Vol. 57, Iss. 1, 1997-11 ,pp. : 17-22

Elsevier

Access to resources Recommend Favorite

Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?

By Caporale Guglielmo Maria   Gregoriou Andros  

Applied Economics Letters, Vol. 16, Iss. 3, 2009-02 ,pp. : 223-226

Routledge Ltd

Access to resources Recommend Favorite

PPP in Central and Eastern European economies: further evidence from panel unit root tests

By Kavkler Alenka   Boršič Darja   Bekő Jani  

Applied Economics Letters, Vol. 19, Iss. 16, 2012-11 ,pp. : 1543-1548

Routledge Ltd

Access to resources Recommend Favorite

A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’

By Ventosa-Santaulària D.   Gómez-Zaldívar M.  

Applied Economics Letters, Vol. 20, Iss. 2, 2013-02 ,pp. : 111-113

Routledge Ltd

Access to resources Recommend Favorite