러시아ㆍ유라시아
연구정보
Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks
러시아 국외연구자료 기타 Mohsen Bahmani-Oskooee, Tsangyao Chang, Tsung-Pao Wu International Journal of Financial Studies 발간일 : 2015-05-09 등록일 : 2016-05-18 원문링크
This study examines whether the long-run purchasing power parity (PPP) holds in transition economies (Bulgaria, the Czech Republic, Hungary, Latvia, Lithuania, Poland, Romania and Russia) using monthly data over the 1995–2011 period. We apply a recently introduced panel stationary test, which accounts for sharp breaks and smooth shifts. The results indicate that the PPP holds only in two countries (i.e., Lithuania and Poland).
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
| 이전글 | Doing Business: Uma Análise Comparativa das Regulamentações no BRICS | 2016-05-18 |
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| 다음글 | The Baltics and Russian North-West: the Core and the Periphery in the 2000s | 2016-05-18 |
