Add to ORKGAbstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed for heterogeneous panels. Monthly data of six East Asian countries (South Korea, Thailand, Indonesia, Malaysia, Singapore and the Philippines) were used to test the long-run PPP relationship. This study documents the fact that unlike the pre-crises period, mean reversion in real Asian exchange rates is a feature of the post-crises period in all six countries considered in this study. It turns out that our finding based on an array of panel unit root tests appears to be invariant to the choice of the numeraire currency, namely the US and Japanese yen
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel u...
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relative ...
In this paper, the mean reversion behavior of CPI-based real exchange rates in US dollar is investig...
Abstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed ...
Using an improved statistical methodology including tests designed for heterogeneous panels, this pa...
We investigate the behavior of real exchange rates of six East-Asia countries in relation to their t...
We investigate the behavior of real exchange rates of six East-Asia countries in relation to their t...
Abstract We examine long-run purchasing power parity (PPP) using panel data methods to test for unit...
The paper assesses the existence of purchasing power parity (PPP) in ASEAN+3 economies taking into a...
The paper assesses the existence of purchasing power parity (PPP) in ASEAN+3 economies taking into a...
Using an improved statistical methodology including tests designed for heterogeneous panels, this pa...
This study applies a second-generation panel unit-root tests to determine the stochastic properties ...
The authors are grateful to the participants for their comments and suggestions on the earlier draft...
To an otherwise extensive literature with yet mixed findings on the long run Purchasing Power Parity...
We investigate the behaviour of real exchange rates of six East-Asian countries in relation to their...
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel u...
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relative ...
In this paper, the mean reversion behavior of CPI-based real exchange rates in US dollar is investig...
Abstract: This paper empirically tests purchasing power parity (PPP) using panel unit root designed ...
Using an improved statistical methodology including tests designed for heterogeneous panels, this pa...
We investigate the behavior of real exchange rates of six East-Asia countries in relation to their t...
We investigate the behavior of real exchange rates of six East-Asia countries in relation to their t...
Abstract We examine long-run purchasing power parity (PPP) using panel data methods to test for unit...
The paper assesses the existence of purchasing power parity (PPP) in ASEAN+3 economies taking into a...
The paper assesses the existence of purchasing power parity (PPP) in ASEAN+3 economies taking into a...
Using an improved statistical methodology including tests designed for heterogeneous panels, this pa...
This study applies a second-generation panel unit-root tests to determine the stochastic properties ...
The authors are grateful to the participants for their comments and suggestions on the earlier draft...
To an otherwise extensive literature with yet mixed findings on the long run Purchasing Power Parity...
We investigate the behaviour of real exchange rates of six East-Asian countries in relation to their...
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel u...
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relative ...
In this paper, the mean reversion behavior of CPI-based real exchange rates in US dollar is investig...