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Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach

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Mark Holmes ()

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File URL: http://hdl.handle.net/10.1007/s11079-007-9020-1
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Article provided by Springer in its journal Open Economies Review.

Volume (Year): 19 (2008)
Issue (Month): 2 (April)
Pages: 261-275
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:openec:v:19:y:2008:i:2:p:261-275

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Web page: http://www.springerlink.com/link.asp?id=100323

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Related research
Keywords: Latin America; PPP; Regime-switching; Stationarity; Unit root tests; F0; F3; C2;

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  1. Amalia Zumaquero & Rodrigo Urrea, 2002. "Purchasing Power Parity: Error Correction Models and Structural Breaks," Open Economies Review, Springer, vol. 13(1), pages 5-26, January. [Downloadable!] (restricted)
  2. Crownover, Collin & Pippenger, John & Steigerwald, Douglas G., 1996. "Testing for absolute purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 783-796, October. [Downloadable!] (restricted)
  3. Alves, Denisard C O & Cati, Regina Celia & Fava, Vera Lucia, 2001. "Purchasing Power Parity in Brazil: A Test for Fractional Cointegration," Applied Economics, Taylor and Francis Journals, vol. 33(9), pages 1175-85, July. [Downloadable!] (restricted)
  4. Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584. [Downloadable!] (restricted)
  5. Hoque, Asraul, 1995. "A Test of the Purchasing Power Parity Hypothesis," Applied Economics, Taylor and Francis Journals, vol. 27(3), pages 311-15, March.
  6. Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June. [Downloadable!] (restricted)
  7. Mahdavi, Saeid & Zhou, Su, 1994. "Purchasing power parity in high-inflation countries: further evidence," Journal of Macroeconomics, Elsevier, vol. 16(3), pages 403-422. [Downloadable!] (restricted)
  8. Alba, Joseph D. & Papell, David H., 2007. "Purchasing power parity and country characteristics: Evidence from panel data tests," Journal of Development Economics, Elsevier, vol. 83(1), pages 240-251, May. [Downloadable!] (restricted)
  9. Cheung, Yin-Wong & Lai, Kon S., 2000. "On cross-country differences in the persistence of real exchange rates," Journal of International Economics, Elsevier, vol. 50(2), pages 375-397, April. [Downloadable!] (restricted)
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  10. César Calderón & Roberto Duncan, 2003. "Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile," Working Papers Central Bank of Chile 215, Central Bank of Chile. [Downloadable!]
    Other versions:
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