Testing PPP for Asian economies during the recent floating period

Applied Economics Letters

Volumn 7, Issue 8, 2000, Pages 545-548

  Wang, Ping ^a  

^a MIDDLESEX UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; PRICE DYNAMICS; PURCHASING POWER PARITY;

ASIA;

EID: 0033928808     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850050033355     Document Type: Article

References (11)

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3. Frankel, J. A. and Rose, A. K. (1996) A panel project on purchasing power parity: mean reversion within and between countries, Journal of International Economics, 40, 209-24.
4. Johansen, S. (1988) Statistical analysis of cointegration vectors, Journal of Economic Dynamics and Control, 12, 231-54.
5. Kugler, P. and Lenz, C. (1993) Multivariate cointegration analysis and the long-run validity of Purchasing Power Parity, Review of Economics and Statistics, 75, 180-84.
6. Lothian, J. R. and Taylor, M. P. (1996) Real exchange rate behaviour: the recent float from the perspective of the past two centuries, Journal of Political Economy, 104, 488-509.
7. Lothian, J. R. and Taylor, M. P. (1997) Real exchange rate behaviour, Journal of International Money and Finance, 16, 945-54.
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9. Phillips, P. C. B. (1991) Optimal inference in cointegrated system, Econometrica, 59, 283-306.
10. Phylaktis, K. and Kassimatis, Y. (1994) Does the real exchange rate follow a random walk? The Pacific Basin perspective, Journal of International Money and Finance, 13, 476-95.
11. Pippenger, M. K. (1993) Cointegration tests of Purchasing Power Parity: the case of the Swiss exchange rate, Journal of International Money and Finance, 12, 46-61.