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PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis

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  • Saban Nazlioglu
  • Mehmet Altuntas
  • Emre Kilic

Abstract

We test PPP in 27 emerging markets by using new Fourier non-linear quantile unit root test. Conventional unit root tests support PPP at most in half of the countries. Fourier non-linear quantile unit root test reinforces PPP in 26 out 27 countries, providing a fresh evidence for solving the PPP puzzle in the case of emerging markets.

Suggested Citation

  • Saban Nazlioglu & Mehmet Altuntas & Emre Kilic, 2022. "PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 29(8), pages 731-737, May.
    • Handle: RePEc:taf:apeclt:v:29:y:2022:i:8:p:731-737
    DOI: 10.1080/13504851.2021.1884834
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