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...
| 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 |
Similar Items
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Testing the validity of purchasing power parity (PPP) in the newly industrialized countries (NICs)
by: Tan, Pei Yu
Published: (2010)
by: Tan, Pei Yu
Published: (2010)
Does the relative population growth affect purchasing power parity?
by: Salim, Ruhul, et al.
Published: (2009)
by: Salim, Ruhul, et al.
Published: (2009)
The linkage between relative population growth and purchasing power parity: cross country evidence
by: Hassan, K., et al.
Published: (2011)
by: Hassan, K., et al.
Published: (2011)
Does the Balassa-Samuelson Theory Explain the Link Between Relative Population Growth and Purchasing Power Parity?
by: Hassan, A., et al.
Published: (2013)
by: Hassan, A., et al.
Published: (2013)
On the exchange rates behavior by PPP: a test on Malaysian ringgit and US dollar
by: Pourkalbassi, Farhad, et al.
Published: (2011)
by: Pourkalbassi, Farhad, et al.
Published: (2011)
The linkage between relative population growth and purchasing power parity: empirical evidence from selected countries
by: Salim, Ruhul, et al.
Published: (2009)
by: Salim, Ruhul, et al.
Published: (2009)
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
by: Tuck, Cheong Tang, et al.
Published: (2009)
by: Tuck, Cheong Tang, et al.
Published: (2009)
Purchasing power parity-evidence from a new panel test
by: MacDonald, Garry, et al.
Published: (2002)
by: MacDonald, Garry, et al.
Published: (2002)
Is Purchasing Power Parity over-valuating?
by: LIU, CHAO
Published: (2009)
by: LIU, CHAO
Published: (2009)
Revisiting the test of purchasing power parity and structural breaks of East Asian countries
by: Yahya, Mohamed Hisham, et al.
Published: (2011)
by: Yahya, Mohamed Hisham, et al.
Published: (2011)
Purchasing power parity in African countries: Evidence from panel suradf test
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)
Purchasing power parity in African countries: evidence from panel SURADF test
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)
Intranational purchasing power parity: evidence for Malaysia
by: Lee, Chin, et al.
Published: (2011)
by: Lee, Chin, et al.
Published: (2011)
Purchasing power parity and free trade area.
by: Lee, Chin
Published: (2010)
by: Lee, Chin
Published: (2010)
Do the Intellectual Property Rights of Importers Matter for Promoting Australian Exports?
by: Salim, Ruhul, et al.
Published: (2014)
by: Salim, Ruhul, et al.
Published: (2014)
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
by: Lau, Evan, et al.
Published: (2010)
by: Lau, Evan, et al.
Published: (2010)
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
by: Liew, Venus Khim-Sen, et al.
Published: (2009)
by: Liew, Venus Khim-Sen, et al.
Published: (2009)
Revisiting Purchasing Power Parity of Papua New Guinea
by: Liew, Venus Khim-Sen, et al.
Published: (2011)
by: Liew, Venus Khim-Sen, et al.
Published: (2011)
Purchasing power parity in Central and Eastern European
countries.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries
by: Liew, Venus Khim-Sen, et al.
Published: (2010)
by: Liew, Venus Khim-Sen, et al.
Published: (2010)
Relationship between the gold price and the Australian dollar - US dollar exchange rate
by: Haque, M., et al.
Published: (2015)
by: Haque, M., et al.
Published: (2015)
An empirical investigation of purchasing power parity for a transition economy - Cambodia
by: Liew, Venus Khim-Sen, et al.
Published: (2009)
by: Liew, Venus Khim-Sen, et al.
Published: (2009)
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Purchasing Power Parity Revisit: A Comparison
of Linear and Nonlinear Models
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)
A study on the short and long run determinants of purchasing power parity in Malaysia
by: Abu Hassan Asari, Fadli Fizari, et al.
Published: (2011)
by: Abu Hassan Asari, Fadli Fizari, et al.
Published: (2011)
Iron ore prices and the value of the Australian dollar
by: Haque, M., et al.
Published: (2015)
by: Haque, M., et al.
Published: (2015)
Evidence of purchasing power parity from Asean data (Kewujudan pariti kuasa beli daripada data negara-negara Asean)
by: Hamizun Ismail,
Published: (2011)
by: Hamizun Ismail,
Published: (2011)
Currency crises and purchasing power parity in the asian countries: evidence based on second-generation panel unit-root tests
by: Siew, Voon Soon, et al.
Published: (2017)
by: Siew, Voon Soon, et al.
Published: (2017)
Purchasing power parity and efficiency of black market exchange rate in African countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)
Re-examing purchasing power parity for East-Asian currencies : 1976-2002.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)
Do Market Fundamentals Determine the Dollar-Euro Exchange Rate?
by: Apergis, Nicholas, et al.
Published: (2012)
by: Apergis, Nicholas, et al.
Published: (2012)
Parity theorems revisited: an ARDL bound test with non-parity factors
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2015)
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2015)
Parity Theorems Revisited: An Ardl Bound Test
With Non-parity Factors
by: Mohamed Ariff, Mohamed Ariff, et al.
Published: (2015)
by: Mohamed Ariff, Mohamed Ariff, et al.
Published: (2015)
Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity
by: Su, J., et al.
Published: (2014)
by: Su, J., et al.
Published: (2014)
Can gold prices forecast the Australian dollar movements?
by: Apergis, Nicholas
Published: (2014)
by: Apergis, Nicholas
Published: (2014)
Purchasing Power Parity: A ‘must have’ tool in a multinational enterprise’s toolbox
by: Bohlouli Ghashghaee, Bijan
Published: (2013)
by: Bohlouli Ghashghaee, Bijan
Published: (2013)
Exchange rate volatility and purchasing power parity: does euro make any difference?
by: Manzur, Meher, et al.
Published: (2010)
by: Manzur, Meher, et al.
Published: (2010)
Purchasing power parity in South East Asian countries economies: a cointegration approach
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (1997)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (1997)
Beyond the purchasing power parity: exchange rates, prices and interest rates in ASEAN-5 countries
by: Noreha Halid,, et al.
Published: (2009)
by: Noreha Halid,, et al.
Published: (2009)
Similar Items
-
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by: Liew, Venus Khim-Sen, et al.
Published: (2004) -
Testing the validity of purchasing power parity (PPP) in the newly industrialized countries (NICs)
by: Tan, Pei Yu
Published: (2010) -
Does the relative population growth affect purchasing power parity?
by: Salim, Ruhul, et al.
Published: (2009) -
The linkage between relative population growth and purchasing power parity: cross country evidence
by: Hassan, K., et al.
Published: (2011) -
Does the Balassa-Samuelson Theory Explain the Link Between Relative Population Growth and Purchasing Power Parity?
by: Hassan, A., et al.
Published: (2013)