| dc.contributor.author |
Guloglu, B. |
|
| dc.contributor.author |
Ispira, S. |
|
| dc.contributor.author |
Okat, D. |
|
| dc.date.accessioned |
2019-08-16T12:02:35Z |
|
| dc.date.available |
2019-08-16T12:02:35Z |
|
| dc.date.issued |
2011 |
|
| dc.identifier.issn |
1350-4851 |
|
| dc.identifier.uri |
https://hdl.handle.net/11499/5794 |
|
| dc.identifier.uri |
https://doi.org/10.1080/13504851.2011.564124 |
|
| dc.description.abstract |
In this article we test the validity of quasi Purchasing Power Parity (PPP) hypothesis for 18 Turkish real exchange rate series using a panel unit root test that allows for structural breaks in the level and the trend. Test results based on a long span of data find evidence of the validity of quasi PPP hypothesis for almost all the exchange rate series under study and for the whole of panel as well. © 2011 Taylor and Francis Group, LLC. |
en_US |
| dc.language.iso |
en |
en_US |
| dc.relation.ispartof |
Applied Economics Letters |
en_US |
| dc.rights |
info:eu-repo/semantics/closedAccess |
en_US |
| dc.subject |
purchasing power parity |
en_US |
| dc.subject |
real exchange rate |
en_US |
| dc.subject |
structural breaks |
en_US |
| dc.subject |
economic structure |
en_US |
| dc.subject |
panel data |
en_US |
| dc.subject |
Turkey |
en_US |
| dc.title |
Testing the validity of quasi PPP hypothesis: Evidence from a recent panel unit root test with structural breaks |
en_US |
| dc.type |
Article |
en_US |
| dc.identifier.volume |
18 |
en_US |
| dc.identifier.issue |
18 |
en_US |
| dc.identifier.startpage |
1817 |
|
| dc.identifier.startpage |
1817 |
en_US |
| dc.identifier.endpage |
1822 |
en_US |
| dc.identifier.doi |
10.1080/13504851.2011.564124 |
|
| dc.relation.publicationcategory |
Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı |
en_US |
| dc.identifier.scopus |
2-s2.0-84859036263 |
en_US |
| dc.identifier.wos |
WOS:000297916400018 |
en_US |