Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/892
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hunter, J | - |
dc.contributor.author | Simpson, M | - |
dc.coverage.spatial | 8 | en |
dc.date.accessioned | 2007-06-26T20:39:08Z | - |
dc.date.available | 2007-06-26T20:39:08Z | - |
dc.date.issued | 2001 | - |
dc.identifier.citation | Economics and Finance Working papers, Brunel University, 01-01 | en |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/892 | - |
dc.description.abstract | Purchasing Power Parity (PPP) is tested using a sample of real exchange rate data for twelve European countries. Acknowledging that Augmented Dickey Fuller tests have low power, we apply a Panel test that considers the null of stationarity and corrects for serial dependence using a non-parametric kernel based method. | en |
dc.format.extent | 34445 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.publisher | Brunel University | en |
dc.subject | Non-stationarity, Panel Data, PPP, Real Exchange Rate, Stationarity | en |
dc.title | A Panel Test of Purchasing Power Parity Under the Null of Stationarity | en |
dc.type | Research Paper | en |
Appears in Collections: | Economics and Finance Dept of Economics and Finance Research Papers |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.