PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks
The stationarity of OECD real exchange rates over the period 1972-2008 is tested using a panel of 26 member countries. The methodology followed stems from the need to meet several key concerns: (i) the identification of which panel members are stationary; (ii) the presence of cross-sectional depende...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2012
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22729 https://doi.org/10.1007/s11079-011-9234-0 |