Testing for Purchasing Power Parity in Cointegrated Panels /
This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong PPP hypothesis using data for the G7 countries. This method is robust in several important dimensions relative to previous methods, including the well-known issue of cross-sectional...
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| Autres auteurs: | , |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2007.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2007/287 |
| Sujets: | |
| Accès en ligne: | Full text available on IMF |