Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks

Tsangyao Chang; Ding Li; Yang-Cheng Lu; Chia-Hao Lee

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Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks

机译：东亚国家的购买力平价：基于具有多个结构性断裂的面板固定测试的进一步证据

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In this article, we re-investigate the validity of Purchasing Power Parity (PPP) for a sample of 10 East-Asia countries over the period of January 1987 to June 2005, using a recently developed econometric technique of the panel stationary test with multiple structural breaks, proposed by Carrion-i-Silvestre et al. (2005). This test considers multiple structural breaks positioned at different unknown dates and a different number of breaks for each individual. Empirical evidence shows that the PPP holds true for half of 10 East-Asia countries during the research period. Our results have important policy implications for these 10 East-Asia countries under study.

机译：在本文中，我们使用最近开发的具有多个结构的面板固定检验的计量经济学技术，对1987年1月至2005年6月期间东亚10个国家的样本的购买力平价（PPP）的有效性进行了重新调查。由Carrion-i-Silvestre等人提出的中断。（2005）。该测试考虑了位于不同未知日期的多个结构性断裂，以及每个人的断裂数不同。经验证据表明，在研究期内，PPP在10个东亚国家中都适用。我们的结果对正在研究的这10个东亚国家具有重要的政策意义。

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来源
《Applied Economics》 |2011年第24期|p.3289-3298|共10页
作者
Tsangyao Chang; Ding Li; Yang-Cheng Lu; Chia-Hao Lee;
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作者单位

Department of Finance, Feng Chia University, Taichung, Taiwan;

Department of Finance, Feng Chia University, Taichung, Taiwan;

Department of Finance, Ming-Chung University, Taipei, Taiwan;

Department of Finance, National Chung Hsing University, Taichung, Taiwan;

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收录信息美国《科学引文索引》(SCI);
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正文语种 eng
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Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks

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