Purchasing Power Parity (PPP) of Australian Dollar: Do Test Procedures Matter?

This article aims to reexamine whether Australia’s real exchange rate is mean reverting in the long run by using quarterly trade weighted indices of real exchange rate data for the period of June 1970 to September 2009. We use the state of the art of several more recent econometric tests for this pu...

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Bibliographic Details
Main Authors: Hassan, A., Salim, Ruhul
Format: Journal Article
Published: The Economics Society of Australia (Queensland) Inc. 2011
Online Access:http://hdl.handle.net/20.500.11937/28092