𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Common trends in prices and exchange rates. Tests of long-run purchasing power parity

✍ Scribed by Marianne Nessén


Publisher
Springer-Verlag
Year
1996
Tongue
English
Weight
997 KB
Volume
21
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Does long-run purchasing power parity ho
✍ Jean-François Hoarau 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 118 KB

## Abstract This study tests for the long‐run purchasing power parity hypothesis for a panel of 17 African economies, all belonging to the Common Market for Eastern and Southern Africa, over the period 1970–2007. This assumption is considered both in its traditional view, that is, the reversion of

Does purchasing power parity hold in eme
✍ Mario Cerrato; Nicholas Sarantis 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 181 KB

## Abstract We examine the purchasing power parity (PPP) hypothesis using a unique panel of monthly data on black market exchange rates for 34 emerging market economies. We apply a large number of recent heterogeneous panel unit root and cointegration tests. Panel unit root tests reject mean revers