Purchasing Power Parity in Central and East European Countries
AbstractThis paper analyzes the validity of purchasing power parity (PPP) across twelve Central and Eastern European countries (CEECs). PPP is tested through linear and nonlinear unit root tests. The results suggest that when structural changes and nonlinearities are accounted for, the PPP hypothesis is supported for the CEECs.
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Bibliographic InfoArticle provided by M.E. Sharpe, Inc. in its journal Eastern European Economics.
Volume (Year): 47 (2009)
Issue (Month): 5 (September)
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Web page: http://mesharpe.metapress.com/link.asp?target=journal&id=106044
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- Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen, 2011. "Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 19-30, June.
- Omay, Tolga & Öznur Kan, Elif, 2010. "Re-examining the threshold effects in the inflation-growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies," Economic Modelling, Elsevier, vol. 27(5), pages 996-1005, September.
- Diana Sadoveanu & Nicolae Ghiba, 2012. "Purchasing Power Parity: Evidence From Four Cee Countries," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 4(1 (March)), pages 80-89.
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- Václav Žďárek, 2012. "An Empirical Investigation of the Purchasing Power Parity Hypothesis in European Transition Countries," Prague Economic Papers, University of Economics, Prague, vol. 2012(3), pages 257-276.
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