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dc.creatorOjeda-Joya, Jair N.
dc.date.created2009-05-15
dc.date.issued2009-05-15
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5581
dc.description.abstractThis paper provides evidence of long run purchasing power parity by performing a recently developed method to test for unit roots in the presence of structural breaks. Data consist of real exchange rate series for 20 countries including developed and deve
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 564
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titlePurchasing power parity and breaking trend functions in the real exchange rate
dc.typeWorking Paper
dc.subject.jelF40 - Macroeconomic Aspects of International Trade and Finance: General
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelF31 - Foreign Exchange
dc.subject.jelN70 - Transport, Trade, Energy, Technology, and Other Services: General, International, or Comparative
dc.subject.keywordPurchasing power parity
dc.subject.keywordUnit root test
dc.subject.keywordStructural change
dc.subject.keywordBalassa-Samuelson effect
dc.subject.keywordReal exchange rate
dc.subject.lembCambio exterior
dc.subject.lembTasa de cambio real
dc.subject.lembBalanza comercial
dc.subject.lembCambio (Economía)
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaN70 - Transportes, comercio, energía, tecnología y otros servicios: General, internacional o comparado
dc.subject.jelspaF40 - Aspectos macroeconómicos del comercio y las finanzas internacionales: Generalidades
dc.subject.jelspaF31 - Tipos de cambio
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.564
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 564
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/564.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/005521.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5581
dc.creator.firmaJair N. Ojeda-Joya
dc.source.handleRepecRePEc:bdr:borrec:564


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit