Purchasing power parity versus the EU in the Mediterranean countries

Mariam Camarero, Juan Carlos Cuestas, Javier Ordóñez

Research output: Contribution to journalArticlepeer-review

4 Citations (SciVal)

Abstract

This study applies a group of unit root and stationarity tests to study the hypothesis of Purchasing Power Parity in ten Mediterranean countries. The real effective exchange rate with the European Union turns out to be stationary for five of the countries analysed, once the presence of structural changes and nonlinearities are accounted for.
Original languageEnglish
Pages (from-to)157-167
Number of pages11
JournalApplied Financial Economics
Volume16
Issue number1-2
DOIs
Publication statusPublished - 2006

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