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The purchasing power parity hypothesis in Turkey: evidence from nonlinear STAR error correction models

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  • Zeynel Abidin Ozdemir

Abstract

This study re-examines the validity of long-run purchasing power parity (PPP) hypothesis for Turkey using nonlinear cointegration technique. The finding of this article provides the evidence that the long run PPP hypothesis is valid by using nonlinear cointegration technique. This finding argues the validity of the long-run PPP hypothesis in bilateral Turkish real exchange rates with the USA, which is also supported by Sarno (2000) and Erlat (2004).

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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Applied Economics Letters.

Volume (Year): 15 (2007)
Issue (Month): 4 ()
Pages: 307-311

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Handle: RePEc:taf:apeclt:v:15:y:2007:i:4:p:307-311

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Cited by:
  1. Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.
  2. Yutaka Kurihara, 2009. "Is Purchasing Power Parity Hypothesis Reasonable from the View of Trade Blocks and Currency Zones?," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-14.

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