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The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests

Year 2012, Volume: 2 Issue: 3, 241 - 245, 01.09.2012

Hakan Kum

https://izlik.org/JA63FH46MM

Abstract

This study examines the validity of the purchasing power parity (PPP) in Turkey for annual data from 1953 to 2009. While results from both the ADF unit root and the DF-GLS unit root test indicate mixed results, PPP holds for Turkey with the presence of structural breaks which are obtained by Zivot and Andrews and Lagrange Multiplier unit root tests.

Keywords

Purchasing power parity PPP Structural Breaks Turkish Economy

Year 2012, Volume: 2 Issue: 3, 241 - 245, 01.09.2012

Hakan Kum

https://izlik.org/JA63FH46MM

Abstract

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Other ID JA99YK57CG
Authors

Hakan Kum This is me

Publication Date September 1, 2012
IZ https://izlik.org/JA63FH46MM
Published in Issue Year 2012 Volume: 2 Issue: 3

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APA Kum, H. (2012). The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests. International Journal of Economics and Financial Issues, 2(3), 241-245. https://izlik.org/JA63FH46MM
AMA 1.Kum H. The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests. IJEFI. 2012;2(3):241-245. https://izlik.org/JA63FH46MM
Chicago Kum, Hakan. 2012. “The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests”. International Journal of Economics and Financial Issues 2 (3): 241-45. https://izlik.org/JA63FH46MM.
EndNote Kum H (September 1, 2012) The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests. International Journal of Economics and Financial Issues 2 3 241–245.
IEEE [1]H. Kum, “The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests”, IJEFI, vol. 2, no. 3, pp. 241–245, Sept. 2012, [Online]. Available: https://izlik.org/JA63FH46MM
ISNAD Kum, Hakan. “The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests”. International Journal of Economics and Financial Issues 2/3 (September 1, 2012): 241-245. https://izlik.org/JA63FH46MM.
JAMA 1.Kum H. The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests. IJEFI. 2012;2:241–245.
MLA Kum, Hakan. “The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests”. International Journal of Economics and Financial Issues, vol. 2, no. 3, Sept. 2012, pp. 241-5, https://izlik.org/JA63FH46MM.
Vancouver 1.Hakan Kum. The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests. IJEFI [Internet]. 2012 Sep. 1;2(3):241-5. Available from: https://izlik.org/JA63FH46MM