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Revisiting Purchasing Power Parity For 15 Latin American Countries: Threshold Unit Root Test

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  • Lu Yang‐Cheng
  • Chang Tsangyao
  • Lee Chia‐Hao
  • Su Chi‐Wei

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Suggested Citation

  • Lu Yang‐Cheng & Chang Tsangyao & Lee Chia‐Hao & Su Chi‐Wei, 2013. "Revisiting Purchasing Power Parity For 15 Latin American Countries: Threshold Unit Root Test," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(2), pages 165-174, March.
    • Handle: RePEc:wly:ijfiec:v:18:y:2013:i:2:p:165-174
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    Cited by:

    1. Stewart, Chris, 2023. "The autoregressive distributed lag bounds test generalised to consider a long-run levels relationship when all levels variables are 𝑰(𝟎)," Economics Discussion Papers 2023-2, School of Economics, Kingston University London.
    2. E. N. Gyamfi & E. F. Appiah, 2019. "Further evidence on the validity of purchasing power parity in selected African countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 330-343, April.
    3. A. Oznur Umit, 2016. "Stationarity of Real Exchange Rates in the ¡°Fragile Five¡±: Analysis with Structural Breaks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(4), pages 254-270, April.

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