Revisiting Purchasing Power Parity in OECD

C-Tier
Journal: Applied Economics
Year: 2015
Volume: 47
Issue: 40
Pages: 4323-4334

Authors (3)

Chun Jiang (not in RePEc) Mohsen Bahmani-Oskooee (University of Wisconsin) Tsangyao Chang (not in RePEc)

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

This study revisits Purchasing Power Parity theory (PPP) in the 34 OECD countries during January 1994-August 2013. We use a new panel stationary test with both sharp breaks and smooth shifts, a novel approach to panel unit-root testing, proposed by Bahmani-Oskooee <italic>et al</italic>. (2014). The results indicate that the PPP holds in half of the 34 OECD countries. These results indicate the importance of proper modelling of both sharp breaks and smooth shifts in real effective exchange rate series of OECD countries.

Technical Details

RePEc Handle
repec:taf:applec:v:47:y:2015:i:40:p:4323-4334
Journal Field
General
Author Count
3
Added to Database
2026-01-24