Purchasing power parity in South East Asian countries economies: a cointegration approach

Purchasing power parity in South East Asian countries economies: a cointegration approach

This paper presents findings from a study of the long-run purchasing power parity (PPP) conditions in five Asian economies. The cointegration tests using exchange rates and price indices from end-of-quarter observations over the last twenty years reject the PPP proposition for all countries. The abs...

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Bibliographic Details
Main Authors: Baharumshah, Ahmad Zubaidi, Ariff, Mohamed
Format: Article
Language:English
English
Published: East Asian Economic Association and Wiley Publishing Asia 1997
Online Access:http://psasir.upm.edu.my/id/eprint/40176/
http://psasir.upm.edu.my/id/eprint/40176/1/Purchasing%20power%20parity%20in%20South%20East%20Asian%20countries%20economies%20a%20cointegration%20approach.pdf
http://psasir.upm.edu.my/id/eprint/40176/7/Asian%20Economic%20Journal%20-%202002%20-%20Baharumshah%20-%20Purchasing%20Power%20Parity%20in%20South%20East%20Asian%20Countries%20Economies%20%20A.pdf

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