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Test of the purchasing power parity hypothesis by using panel structural break test for transition economies

Author

Listed:
  • ALPER ASLAN

    (Erciyes University, Faculty of Economics and Administrative Sciences, Department of Economics)

  • FERİT KULA

    (Erciyes University, Faculty of Economics and Administrative Sciences, Department of Economics)

Abstract

This paper is aim to test the validity of the purchasing power parity hypothesis by analyzing the transition economies such as Bulgaria, Czech Republic, Hungary, Poland, Romania. For this purpose, the minimum LM unit root test with one structural break is applied to real exchange rate data.

Suggested Citation

  • Alper Aslan & Feri̇t Kula, 2009. "Test of the purchasing power parity hypothesis by using panel structural break test for transition economies," Economics Bulletin, AccessEcon, vol. 29(2), pages 1-20.
    • Handle: RePEc:ebl:ecbull:eb-09-00333
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    File URL: http://www.accessecon.com/pubs/EB/2009/Volume29/EB-09-V29-I2-A20.pdf
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    More about this item

    Keywords

    PPP; MADF; LM test.;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • F3 - International Economics - - International Finance

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