Purchasing Power Parity Revisit: A Comparison
of Linear and Nonlinear Models

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Purchasing Power Parity Revisit: A Comparison of Linear and Nonlinear Models

This paper aims to expand PPP literature by twofold. First, the performance of the conventional linear PPP model (OLS) is compared with nonlinear PPP (GARCH). Secondly, we revisit the PPP by using more recent data for the currencies of five leading members of the Association of Southeast Asia ati...

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Bibliographic Details
Main Authors:	Baharumshah, Ahmad Zubaidi, Wooi, Hooy Chee
Format:	Article
Language:	English English
Published:	Universiti Putra Malaysia Press 2006
Online Access:	http://psasir.upm.edu.my/id/eprint/3611/ http://psasir.upm.edu.my/id/eprint/3611/1/Purchasing_Power_Parity_Revisit_A_Comparison.pdf

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