Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks

Please use this identifier to cite or link to this item: https://hdl.handle.net/11499/5794

Title:	Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks
Authors:	Guloglu, B. Ispira, S. Okat, D.
Keywords:	purchasing power parity real exchange rate structural breaks economic structure panel data Turkey
Abstract:	In this article we test the validity of quasi Purchasing Power Parity (PPP) hypothesis for 18 Turkish real exchange rate series using a panel unit root test that allows for structural breaks in the level and the trend. Test results based on a long span of data find evidence of the validity of quasi PPP hypothesis for almost all the exchange rate series under study and for the whole of panel as well. © 2011 Taylor and Francis Group, LLC.
URI:	https://hdl.handle.net/11499/5794 https://doi.org/10.1080/13504851.2011.564124
ISSN:	1350-4851
Appears in Collections:	İktisadi ve İdari Bilimler Fakültesi Koleksiyonu Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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