Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks - Université de La Réunion
Article Dans Une Revue Economics Bulletin Année : 2008

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

Jean-François Hoarau
Centre d'Économie et de Management de l'Océan Indien

Résumé

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.

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Revue AERES

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Economies et finances

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https://hal.univ-reunion.fr/hal-01243481

Soumis le : mardi 15 décembre 2015-07:38:12

Dernière modification le : dimanche 26 juin 2022-00:53:46

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hal-01243481 , version 1 (15-12-2015)

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  • HAL Id : hal-01243481 , version 1

Citer

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

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