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Purchasing power parity in Mexico since 1933

dc.creatorWallace, Frederick H.
dc.date.issued2017-06-02
dc.identifier.issn2196-436X
dc.identifier.urihttp://hdl.handle.net/11651/3233
dc.descriptionPurchasing power parity, real exchange rate, cointegration
dc.description.abstractA new approach to cointegration developed by Enders et al. (Cointegration tests using instrumental variables with an example of the U.K. demand for money. Unpublished working paper. http://wenders.people.ua.edu/time-seriesmethods.html, 2008) is applied to long-span, high-frequency data to test for purchasing power parity in the Mexico–US real exchange rate. Overall the empirical results suggest that purchasing power parity (PPP) holds for the study period. The evidence for PPP is stronger when structural breaks are allowed in the real exchange rate.
dc.formatapplication/PDF
dc.language.isoeng
dc.publisherCentro de Investigación y Docencia Económicas
dc.relation.ispartofLatin American Economic Review, volumen 26, número 1, junio de 2017
dc.rightsLa revista Latin American Economic Review autoriza a poner en acceso abierto de conformidad con las licencias CREATIVE COMMONS, aprobadas por el Consejo Académico Administrativo del CIDE, las cuales establecen los parámetros de difusión de las obras con fines no comerciales. Lo anterior sin perjuicio de los derechos morales que corresponden a los autores.
dc.source2196-436X
dc.titlePurchasing power parity in Mexico since 1933
dc.typeArtículo
dc.accessrightsAcceso abierto
dc.recordIdentifier000003233
dc.rights.licenseCreative Commons Reconocimiento-NoComercial-SinObraDerivada 4.0 International CC BY-NC-ND
dc.identifier.citationEn: Latin American Economic Review, volumen 26, número 1, junio de 2017
dc.identifier.doihttps://doi.org/10.1007/s40503-017-0042-9
dc.identifier.urlhttps://link.springer.com/article/10.1007/s40503-017-0042-9


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