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Testing purchasing power parity in a multivariate cointegrating framework

✍ Scribed by In, Francis; Sugema, Iman

Book ID: 121698702
Publisher: Taylor and Francis Group
Year: 1995
Tongue: English
Weight: 777 KB
Volume: 27
Category: Article
ISSN: 0003-6846
DOI: 10.1080/00036849500000043

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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