Purchasing power parity versus the EU in the Mediterranean countries

Mariam Camarero; Juan Carlos Cuestas; Javier Ordóñez

doi:10.1080/09603100500390620

Purchasing power parity versus the EU in the Mediterranean countries

Mariam Camarero
, Juan Carlos Cuestas
, Javier Ordóñez

Department of Economics

Research output: Contribution to journal › Article › peer-review

5 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 language	English
Pages (from-to)	157-167
Number of pages	11
Journal	Applied Financial Economics
Volume	16
Issue number	1-2
DOIs	https://doi.org/10.1080/09603100500390620
Publication status	Published - 2006

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AB - 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.

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Purchasing power parity versus the EU in the Mediterranean countries

Abstract

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