Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function

C-Tier
Journal: Economic Modeling
Year: 2014
Volume: 36
Issue: C
Pages: 37-43

Authors (3)

He, Huizhen (not in RePEc) Chou, Ming Che (not in RePEc) Chang, Tsangyao (Feng Chia University)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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

Abstract

This study applies Panel SURKSS test with a Fourier function to investigate the properties of long-run purchasing power parity (PPP) in fifteen Latin American countries over the period of December 1994 to February 2010. The empirical results from the univariate unit root and panel-based unit root tests indicate that PPP does not hold for these fifteen countries under study. However, results from the Panel SURKSS test with a Fourier function indicate that PPP is valid for these fifteen countries, with the exception of Honduras. Our results highlight the importance of incorporating both nonlinearities and structural breaks when testing the validity of long-run PPP. These results have important policy implications for these fifteen Latin American countries under study.

Technical Details

RePEc Handle
repec:eee:ecmode:v:36:y:2014:i:c:p:37-43
Journal Field
General
Author Count
3
Added to Database
2026-01-25