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Some evidence of purchasing power parity [PDF]
The Open Economics Journal, 2008 Empirical support for purchasing power parity is mixed with results dependent on the time frame and countries under examination, the methodology employed, attempts to control for aggregation bias in the data, and whether adjustments are made to account ...
Sephton, Peter S.
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Pairwise tests of purchasing power parity [PDF]
Econometric Reviews, 2009 Given nominal exchange rates and price data on N + 1 countries indexed by i = 0,1,2,…, N, the standard procedure for testing purchasing power parity (PPP) is to apply unit root or stationarity tests to N real exchange rates all measured relative to a ...
Anderson J. +29 more
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A Century of Purchasing-Power Parity [PDF]
Review of Economics and Statistics, 2002 This paper investigates purchasing-power parity (PPP) since the late nineteenth century. I collected data for a group of twenty countries over one hundred years, a larger historical panel of annual data than has ever been studied before. The evidence for
Alan M. Taylor
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Testing the Purchasing Power Parity Hypothesis: Case of ASEAN Economies
Naše Gospodarstvo, 2018 We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is employed on data series from January 1995 to January 2018 in order to search for validity of PPP in the period before the Great ...
Bekő Jani, Boršič Darja
doaj +4 more sources
The Micro-Macro Disconnect of Purchasing Power Parity [PDF]
Federal Reserve Bank of San Francisco, Working Paper Series, 2010 This paper reconciles the persistence of aggregate real exchange rates with the faster adjustment of international relative prices in microeconomic data.
Jyh-Lin Wu, Paul R. Bergin, Reuven Glick
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Validity test of purchasing power parity doctrine: An Indonesian case study
Economic Journal of Emerging Markets, 2016 The goal of this study is to analyze the doctrine purchasing power parity (PPP) in Indonesia with the case study of the rupiah exchange rate to U.S. dollar.
Sahabudin Sidiq, Herawati Herawati
doaj +13 more sources
Analisis Kurs Valas Dengan Pendekatan Box-Jenkins: Studi Empiris Rp/Us$ Dan Rp/Yen, 1983.2 – 2000.3
Economic Journal of Emerging Markets, 2009 This paper attempts to analyse Rp/US$ and Rp/Yen exchange rates over the period 1983.2-2000.3. Using the Box-Jenkins approach, we tested various models to explain the behavior of Rp/US$ and Rp/Yen.
Hadi Kardoyo, Mudrajat Kuncoro
doaj +7 more sources
Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2021 According to purchasing power parity (PPP), the nominal exchange rate between the two currencies should be equal to the ratio of the total price levels between the two countries.
Süreyya İmre
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Nonlinear Modelling of Purchasing Power Parity in Indonesia [PDF]
, 2004 This paper models the dynamics of the adjustment process of Indonesian purchasing power parity (PPP) relative to US, Japan and Singapore by employing a nonlinear framework, which is recently shown to be appropriate in the presence of transaction costs ...
Jae Kim +2 more
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Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2021 This study is a review of the purchasing power parity hypothesis applied to BRICS countries (Brazil, Russia, India, China, and South Africa). For each country, time series based on a Fourier perspective were applied.
Tuncer Gövdeli, Serpil Sumer
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