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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
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Submitted on : Tuesday, December 15, 2015 - 7:38:12 AM
Last modification on : Tuesday, October 19, 2021 - 5:56:06 PM

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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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