Empirical Testing of Purchasing Power Parity Validity in Selected European Union Countries
Naše Gospodarstvo, 2021 In this article, the authors carried out an empirical analysis of the validity of purchasing power parity (PPP) in Slovenia, Croatia, the Czech Republic, Slovakia and Austria.
Plošinjak Jelko, Festić Mejra
doaj +1 more source
Measuring Regional Price Levels in the Czech Republic [PDF]
Statistika: Statistics and Economy Journal, 2017 Regional price level comparison in the Czech Republic was a topic not touched until recently. Then a team of researchers from the University of Economics in Prague pioneered the way for NUTS 3 regions for the year 2007 and repeatedly in 2012.
Jiří Mrázek
doaj
Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate [PDF]
, 2021 Siphat Lim
openalex +1 more source
In Search for a Measure of Currency Misalignment: the Case of the 1997 Asian Currency Crisis
East Asian Economic Review, 2000 The paper searches for an appropriate measure of currency misalignment in light of the 1997 Asian currency crisis. A couple of measures of currency misalignment, one based on purchasing power parity and the other based on equilibrium real exchange rate ...
Daekeun Park
doaj +1 more source
Purchasing power parity in OECD countries: nonlinear unit root tests revisited [PDF]
The aim of this paper is to provide additional evidence on the purchasing power parity empirical fulfillment in a pool of OECD countries. We apply the Harvey et al. (2008) linearity test and the Kruse (2010) nonlinear unit root test. The results point to
Juan Carlos Cuestas, Paulo José Regis
core
Purchasing Power Parity and Interest Parity in the Laboratory, [PDF]
This paper analyzes purchasing power parity and uncovered interest parity in the laboratory. It finds strong evidence that purchasing power parity, covered interest parity, and uncovered interest parity hold.
Eric O' N. Fisher
core
Purchasing Power Parity: Evidence from a New Test [PDF]
SSRN Electronic Journal, 1999 Most economists intuitively consider purchasing power parity (PPP) to be true. Nevertheless, quite surprisingly, the empirical literature is not very supportive for PPP. In this paper, however, we find evidence in favor of PPP using a new test. The test is embedded in a Markov regime-switching model for the exchange rate, because earlier papers have ...
openaire +5 more sources
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan, 2007 In order to strengthening cooperation regional and form the strength regional in ASEAN, likely require to relate at successful European Union in forming financial nd economic market integration (EMU). ME become the “model" a success economic integration.
Siti Aisyah Tri Rahayu, Lukman Hakim
doaj +2 more sources
Purchasing Power Parity and the Fractional Integration of the Real Exchange Rate: New Evidence for Less Developed Countries [PDF]
This study tests for relative purchasing power parity for a sample of thirty less developed countries. The empirical analysis is based on testing for the fractional integration of real exchange rates.
Mark J. Holmes
core
The purchasing power parity doctrine [PDF]
An abstract for this article is not availableForeign exchange ; Equilibrium (Economics)
Thomas M. Humphrey
core