Purchasing Power Parity in Developing Countries: Evidence from Conventional and Fractional Cointegration Tests
This paper examines the long-run validity of purchasing power parity (PPP) for fourteen developing countries. The period examined is 1973:4 through 2002:8. The methods of Elliot, Rothemberg and Stock (1996), Kwiattkoski et al. (1992) and Geweke and Porter-Hudak (1983) are employed to detect the time...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia Press
2004
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/25110/1/IJBF%202%202004%2029%2043.pdf http://repo.uum.edu.my/25110/ http://ijbf.uum.edu.my/index.php/previous-issues/133-the-international-journal-of-banking-and-finance-ijbf-vol-2-no-1-june-2004 |
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