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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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书目详细资料
Main Authors:	Lee, Hock Ann, Lim, Kian Ping, Azali Muhammad
格式:	Article
语言:	English
出版:	Institute for Development Studies 2004
主题:	HG Finance
在线阅读:	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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