Purchasing power parity and breaking trend functions in the real exchange rate

dc.coverage.sucursalBogotáspa
dc.creatorOjeda-Joya, Jair N.
dc.creator.firmaJair N. Ojeda-Joya
dc.date.accessioned2009-05-15T08:30:10Zeng
dc.date.available2009-05-15T08:30:10Z
dc.date.created2009-05-15
dc.date.issued2009-05-15
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 deveeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5581spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5581
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.564spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/005521.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 564
dc.relation.numberBorrador 564spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/564.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:564spa
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelspaF40 - Aspectos macroeconómicos del comercio y las finanzas internacionales: Generalidadesspa
dc.subject.keywordPurchasing power parityeng
dc.subject.keywordUnit root testeng
dc.subject.keywordStructural changeeng
dc.subject.keywordBalassa-Samuelson effecteng
dc.subject.keywordReal exchange rateeng
dc.subject.lembCambio exteriorspa
dc.subject.lembTasa de cambio realspa
dc.subject.lembBalanza comercialspa
dc.subject.lembCambio (Economía)spa
dc.titlePurchasing power parity and breaking trend functions in the real exchange ratespa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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