Add to ORKGThree well-known single equation cointegration tests are employed to test for purchasing power parity (PPP) in updated version of the data set developed by Taylor (2002). Results of the tests differ somewhat. The Engle-Granger two-step procedure indicates substantial support for PPP with respect to the US dollar while the evidence in favor is much weaker from error correction and autoregressive distributed lag models
The objective of this paper is to test the validity of the relative version of the Purchase Power Pa...
We analyse whether tests of PPP exhibit erratic behaviour (as previously reported by Caporale et al....
This paper tests the Purchasing Power Parity Theory of Exchange Rates dealing with Argentinean data ...
Three well-known single equation cointegration tests are employed to test for purchasing power parit...
In recent work Im, Lee, and Enders (2006) use stationary instrumental variables to test for cointegr...
The article develops for the Argentine case the model of the determination of the exchange rate know...
RESUMEN: Este trabajo contiene un análisis testando la Teoría de Paridad de Poder Adquisitivo Relati...
Peru is a small economy open to the world, highly dependent on transactions with its trading partner...
Este trabajo tiene tres objetivos. El primero, analizar si existe evidencia de cointegración entre e...
AbstractThe aim of this study is to examine empirically the validity of PPP in the context of unit r...
Sometemos a prueba el principio de paridad del poder de compra (PPP) en una muestra de 17 países de ...
O trabalho desenvolvido tem como objetivo principal testar a teoria da Paridade do Poder de Compra G...
We test long-run PPP within a general model of cointegration of linear and nonlinear form. Nonlinear...
Peru is a small economy open to the world, highly dependent on transactions with its trading pa...
Abstract A new approach to cointegration developed by Enders et al. (Cointegration tests using instr...
The objective of this paper is to test the validity of the relative version of the Purchase Power Pa...
We analyse whether tests of PPP exhibit erratic behaviour (as previously reported by Caporale et al....
This paper tests the Purchasing Power Parity Theory of Exchange Rates dealing with Argentinean data ...
Three well-known single equation cointegration tests are employed to test for purchasing power parit...
In recent work Im, Lee, and Enders (2006) use stationary instrumental variables to test for cointegr...
The article develops for the Argentine case the model of the determination of the exchange rate know...
RESUMEN: Este trabajo contiene un análisis testando la Teoría de Paridad de Poder Adquisitivo Relati...
Peru is a small economy open to the world, highly dependent on transactions with its trading partner...
Este trabajo tiene tres objetivos. El primero, analizar si existe evidencia de cointegración entre e...
AbstractThe aim of this study is to examine empirically the validity of PPP in the context of unit r...
Sometemos a prueba el principio de paridad del poder de compra (PPP) en una muestra de 17 países de ...
O trabalho desenvolvido tem como objetivo principal testar a teoria da Paridade do Poder de Compra G...
We test long-run PPP within a general model of cointegration of linear and nonlinear form. Nonlinear...
Peru is a small economy open to the world, highly dependent on transactions with its trading pa...
Abstract A new approach to cointegration developed by Enders et al. (Cointegration tests using instr...
The objective of this paper is to test the validity of the relative version of the Purchase Power Pa...
We analyse whether tests of PPP exhibit erratic behaviour (as previously reported by Caporale et al....
This paper tests the Purchasing Power Parity Theory of Exchange Rates dealing with Argentinean data ...