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Testing for Purchasing Power Parity in Cointegrated Panels

Testing for Purchasing Power Parity in Cointegrated Panels »

Source: Testing for Purchasing Power Parity in Cointegrated Panels

Volume/Issue: 2007/287

Series: IMF Working Papers

Author(s): Johan Lyhagen , Pär Österholm , and Mikael Carlsson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868500

Keywords: Panel cointegration, Maximum likelihood, Fully modified OLS, Dynamic OLS, cointegration, statistics, econometrics

This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong PPP hypothesis using data for the G7 countries. This method is robust in several important dimen...

Testing for Purchasing Power Parity in Cointegrated Panels

Testing for Purchasing Power Parity in Cointegrated Panels »

Volume/Issue: 2007/287

Series: IMF Working Papers

Author(s): Johan Lyhagen , Pär Österholm , and Mikael Carlsson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868500.001

ISBN: 9781451868500

Keywords: Panel cointegration, Maximum likelihood, Fully modified OLS, Dynamic OLS, cointegration, statistics, econometrics

This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong PPP hypothesis using data for the G7 countries. This method is robust in several important dimen...

Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries

Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries »

Source: Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries

Volume/Issue: 2011/255

Series: IMF Working Papers

Author(s): Nkunde Mwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463923914

Keywords: BRICs, Low-Income Countries, Panel VAR, Panel OLS, Concessionality, loan financing, bank debt, equation, dummy variable, error variance

BRICs development financing flows have increased significantly and are expected to become more prominent in the post-crisis era. We investigate the potential implications on the country-allocation of loan commitmen...

Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries

Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries »

Volume/Issue: 2011/255

Series: IMF Working Papers

Author(s): Nkunde Mwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463923914.001

ISBN: 9781463923914

Keywords: BRICs, Low-Income Countries, Panel VAR, Panel OLS, Concessionality, loan financing, bank debt, equation, dummy variable, error variance

BRICs development financing flows have increased significantly and are expected to become more prominent in the post-crisis era. We investigate the potential implications on the country-allocation of loan commitmen...