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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

Yıl 2012, Cilt: 2 Sayı: 3, 241 - 245, 01.09.2012

Hakan Kum

Öz

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.

Anahtar Kelimeler

Purchasing power parity PPP Structural Breaks Turkish Economy

Yıl 2012, Cilt: 2 Sayı: 3, 241 - 245, 01.09.2012

Hakan Kum

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA99YK57CG
Bölüm Araştırma Makalesi
Yazarlar

Hakan Kum Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2012
Yayımlandığı Sayı Yıl 2012 Cilt: 2 Sayı: 3

Kaynak Göster

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.
AMA 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. Eylül 2012;2(3):241-245.
Chicago 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, sy. 3 (Eylül 2012): 241-45.
EndNote Kum H (01 Eylül 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 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, c. 2, sy. 3, ss. 241–245, 2012.
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 (Eylül 2012), 241-245.
JAMA 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, c. 2, sy. 3, 2012, ss. 241-5.
Vancouver 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):241-5.