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Panel unit root tests of purchasing power parity for price indices

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  • Fleissig, Adrian R.
  • Strauss, Jack

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  • Fleissig, Adrian R. & Strauss, Jack, 2000. "Panel unit root tests of purchasing power parity for price indices," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 489-506, August.
  • Handle: RePEc:eee:jimfin:v:19:y:2000:i:4:p:489-506
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    8. Dutton, Marilyn & Strauss, Jack, 1997. "Cointegration tests of purchasing power parity: the impact of non-traded goods," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 433-444, June.
    9. Coakley, Jerry & Fuertes, Ana Maria, 1997. "New panel unit root tests of PPP," Economics Letters, Elsevier, vol. 57(1), pages 17-22, November.
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    24. Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997. "Growth and Convergence in Multi-country Empirical Stochastic Solow Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 357-392, July-Aug..
    25. Siddique, Akhtar & Sweeney, Richard J., 1998. "Forecasting real exchange rates1," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 63-70, February.
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    29. Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584-584.
    30. Enders, Walter, 1988. "ARIMA and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 504-508, August.
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