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Cointegration Tests of Purchasing Power Parity in Africa

✍ Scribed by Joseph M. Kargbo

Book ID: 114232545
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 125 KB
Volume: 31
Category: Article
ISSN: 0305-750X
DOI: 10.1016/s0305-750x(03)00144-x

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## Abstract This paper contributes to the empirical literature on the purchasing power parity (PPP) over the post‐Bretton Woods period by providing a time‐series based interpretation of the controversial evidence characterizing the dynamics of real exchange rates. It is shown that the persistence o