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A non-parametric cointegration test of purchasing power parity: the case of Malaysia

This study employs the Johansen and Juselius (1990) cointegration test and the recently proposed Bierens (1997) nonparametric cointegration methodology to test the purchasing power parity (PPP) hypothesis for the Malaysian economies, with respect to her major trading partners- the United States,...

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書誌詳細
主要な著者:	Lee, Hock Ann, Lim, Kian Ping, Azali Muhammad
フォーマット:	論文
言語:	English
出版事項:	Institute for Development Studies 2004
主題:	HG Finance
オンライン･アクセス:	https://eprints.ums.edu.my/id/eprint/18782/1/A%20non.pdf https://eprints.ums.edu.my/id/eprint/18782/ http://www.ums.edu.my/fpep/files/16_ECO_2003.pdf
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