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Investigation of the nonlinear behaviour in real exchange rates in developing regions
Department of Economics and Statistics, Linnaeus University, Växjö, Sweden.
Jönköping University, Jönköping International Business School, JIBS, Statistics.
Jönköping University, Jönköping International Business School, JIBS, Statistics.ORCID iD: 0000-0003-3144-2218
2018 (English)In: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 25, no 5, p. 335-339Article in journal (Refereed) Published
Abstract [en]

This article examines whether the purchasing power parity (PPP) theory holds or not for the economies in different developing regions located in Africa, Asia and Latin America. In order to investigate this issue, a nonlinear panel unit root test is used to determine if some or all of the real exchange rates in a panel follow a stationary exponential smooth transition autoregressive process. By applying the nonlinear panel unit root test, our results demonstrate an empirical support for the theory of PPP for the economies in developing regions.

Place, publisher, year, edition, pages
Taylor & Francis, 2018. Vol. 25, no 5, p. 335-339
Keywords [en]
developing regions; ESTAR; panel data; Purchasing power parity
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-35395DOI: 10.1080/13504851.2017.1321830ISI: 000429626300010Scopus ID: 2-s2.0-85018357773OAI: oai:DiVA.org:hj-35395DiVA, id: diva2:1089807
Available from: 2017-04-21 Created: 2017-04-21 Last updated: 2018-07-23Bibliographically approved

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Månsson, KristoferSjölander, Pär

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  • Other locale
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