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

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
Type de document :
Article dans une revue
Economics Bulletin, Economics Bulletin, 2008, 6 (21), pp.1--5
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http://hal.univ-reunion.fr/hal-01243481
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Soumis le : mardi 15 décembre 2015 - 07:38:12
Dernière modification le : dimanche 5 novembre 2017 - 15:58:04

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Jean-François Hoarau. Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks. Economics Bulletin, Economics Bulletin, 2008, 6 (21), pp.1--5. 〈hal-01243481〉

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