Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks

Bulent Guloglu; Serdar Ispira; Deniz Okat

doi:10.1080/13504851.2011.564124

Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks

Bulent Guloglu^*
, Serdar Ispira
, Deniz Okat

^*Bu çalışma için yazışmadan sorumlu yazar

Araştırma sonucu: Dergiye katkı › Makale › bilirkişi

6 Atıf (Scopus)

Özet

In this article we test the validity of quasi Purchasing Power Parity (PPP) hypothesis for 18 Turkish real exchange rate series using a panel unit root test that allows for structural breaks in the level and the trend. Test results based on a long span of data find evidence of the validity of quasi PPP hypothesis for almost all the exchange rate series under study and for the whole of panel as well.

Orijinal dil	İngilizce
Sayfa (başlangıç-bitiş)	1817-1822
Sayfa sayısı	6
Dergi	Applied Economics Letters
Hacim	18
Basın numarası	18
DOI'lar	https://doi.org/10.1080/13504851.2011.564124
Yayın durumu	Yayınlandı - Ara 2011
Harici olarak yayınlandı	Evet

Belgeye Erişim

10.1080/13504851.2011.564124

Diğer Dosyalar ve Linkler

Link to publication in Scopus

Alıntı Yap

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title = "Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks",

abstract = "In this article we test the validity of quasi Purchasing Power Parity (PPP) hypothesis for 18 Turkish real exchange rate series using a panel unit root test that allows for structural breaks in the level and the trend. Test results based on a long span of data find evidence of the validity of quasi PPP hypothesis for almost all the exchange rate series under study and for the whole of panel as well.",

keywords = "purchasing power parity, real exchange rate, structural breaks",

author = "Bulent Guloglu and Serdar Ispira and Deniz Okat",

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T2 - Evidence from a recent panel unit root test with structural breaks

AU - Guloglu, Bulent

AU - Ispira, Serdar

AU - Okat, Deniz

PY - 2011/12

Y1 - 2011/12

N2 - In this article we test the validity of quasi Purchasing Power Parity (PPP) hypothesis for 18 Turkish real exchange rate series using a panel unit root test that allows for structural breaks in the level and the trend. Test results based on a long span of data find evidence of the validity of quasi PPP hypothesis for almost all the exchange rate series under study and for the whole of panel as well.

AB - In this article we test the validity of quasi Purchasing Power Parity (PPP) hypothesis for 18 Turkish real exchange rate series using a panel unit root test that allows for structural breaks in the level and the trend. Test results based on a long span of data find evidence of the validity of quasi PPP hypothesis for almost all the exchange rate series under study and for the whole of panel as well.

KW - purchasing power parity

KW - real exchange rate

KW - structural breaks

UR - https://www.scopus.com/pages/publications/84859036263

U2 - 10.1080/13504851.2011.564124

DO - 10.1080/13504851.2011.564124

M3 - Article

AN - SCOPUS:84859036263

SN - 1350-4851

VL - 18

SP - 1817

EP - 1822

JO - Applied Economics Letters

JF - Applied Economics Letters

IS - 18

ER -

Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks

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