Is the real exchange rate stationary? - a similar sized test approach for the univariate panel cases

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/1024

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DC Field	Value	Language
dc.contributor.author	Beirne, J	-
dc.contributor.author	Hunter, J	-
dc.contributor.author	Simpson, M	-
dc.coverage.spatial	21	en
dc.date.accessioned	2007-07-06T15:12:28Z	-
dc.date.available	2007-07-06T15:12:28Z	-
dc.date.issued	2007	-
dc.identifier.citation	Economics and Finance Discussion Paper, Brunel University, 07-03	en
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/1024	-
dc.description.abstract	In this article we show that mean-adjusting Panel and Time Series unit root tests yields similar size when there is no drift. The conclusion of the empirics for Purchasing Power Parity is that it holds on average.	en
dc.format.extent	63516 bytes	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en	-
dc.publisher	Brunel University	en
dc.subject	Non-stationarity, panel data, PPP, real exchange rate, stationarity	en
dc.title	Is the real exchange rate stationary? - a similar sized test approach for the univariate panel cases	en
dc.type	Working Paper	en
Appears in Collections:	Economics and Finance Dept of Economics and Finance Research Papers

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