Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/892
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dc.contributor.authorHunter, J-
dc.contributor.authorSimpson, M-
dc.coverage.spatial8en
dc.date.accessioned2007-06-26T20:39:08Z-
dc.date.available2007-06-26T20:39:08Z-
dc.date.issued2001-
dc.identifier.citationEconomics and Finance Working papers, Brunel University, 01-01en
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/892-
dc.description.abstractPurchasing 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.extent34445 bytes-
dc.format.mimetypeapplication/pdf-
dc.language.isoen-
dc.publisherBrunel Universityen
dc.subjectNon-stationarity, Panel Data, PPP, Real Exchange Rate, Stationarityen
dc.titleA Panel Test of Purchasing Power Parity Under the Null of Stationarityen
dc.typeResearch Paperen
Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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