Towards solving the PPP puzzle: evidence from 113 countries

C-Tier
Journal: Applied Economics
Year: 2009
Volume: 41
Issue: 24
Pages: 3057-3066

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Several different approaches have been followed by researchers to test the validity of Purchasing Power Parity (PPP). Since the introduction of the unit-root tests, researchers have applied a battery of these tests to determine whether the real exchange rates are stationary. If the answer is in the affirmative, PPP is validated. While application of the standard augmented Dickey-Fuller test has not provided much support for PPP, a test that incorporates nonlinearity in the rates has. Under both tests, however, the null of nonstationary is tested against the alternative of stationarity. In this article, when we switch the null with the alternative and apply Kwiatkowski et al. (1992) test, we provide relatively more support for the theory, getting closer and closer towards solving the PPP puzzle.

Technical Details

RePEc Handle
repec:taf:applec:v:41:y:2009:i:24:p:3057-3066
Journal Field
General
Author Count
3
Added to Database
2026-01-24