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Cointegration Tests of Purchasing Power Parity: the Case of the Thai Baht

✍ Scribed by Rungsun Hataiseree

Book ID: 115208694
Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 780 KB
Volume: 9
Category: Article
ISSN: 1351-3958
DOI: 10.1111/j.1467-8381.1995.tb00025.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