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Revisiting purchasing power parity for East Asian countries: panel SURADF tests

  • Tsangyao Chang
  • Chia-Hao Lee

In this study, the panel Seemingly Unrelated Regression Augmented Dickey-Fuller (SURADF) tests advanced by Breuer et al. (2001) are used to test the validity of Purchasing Power Parity (PPP) for a sample of East Asian countries over the 1985M3 to 2008M5. The empirical results from several panel-based unit root tests indicate that PPP does not hold for East Asian countries under study; however, Breuer et al.'s (2001) panel SURADF tests indicate that PPP is valid for most of the East Asian countries under study.

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

Volume (Year): 17 (2010)
Issue (Month): 13 ()
Pages: 1329-1334

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Handle: RePEc:taf:apeclt:v:17:y:2010:i:13:p:1329-1334
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