Purchasing power parity in OECD countries: Nonlinear unit root tests revisited

C-Tier
Journal: Economic Modeling
Year: 2013
Volume: 32
Issue: C
Pages: 343-346

Authors (2)

Cuestas, Juan Carlos (not in RePEc) Regis, Paulo José (University of Southampton)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

The aim of this paper is to provide additional evidence on the purchasing power parity empirical fulfilment in a pool of OECD countries. We apply the Harvey et al. (2008) linearity test and the Kruse (2011) nonlinear unit root test. The results point to the fact that the purchasing power parity theory holds in a greater number of countries than has been reported in previous studies.

Technical Details

RePEc Handle
repec:eee:ecmode:v:32:y:2013:i:c:p:343-346
Journal Field
General
Author Count
2
Added to Database
2026-01-25