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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"longhorizon regressions"" "subject:"movinghorizon regressions""

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An Alternative Test of Purchasing Power Parity

Wallace, Frederick, Shelley, Gary L. 01 August 2006 (has links)
The Fisher and Seater [Fisher, M.E. and Seater, J.J., 1993. Long run neutrality and superneutrality in an ARIMA framework. American Economic Review 83, 402-415.] methodology is applied to Taylor's [Taylor, A.T., 2002. A century of purchasing power parity. Review of Economics and Statistics 84, 139-150.] data to test for purchasing power parity. Generally, the evidence is supportive of PPP. Further, FS test statistics have no size distortion problem and test power is improved with longer samples.
bootstrapping experiment
long-horizon regressions
purchasing power parity
Economics and Finance

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