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Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study

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Author Info
Nagayasu, Jun

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Abstract

The long-run purchasing power parity (PPP) concept is empirically studied using the parallel market exchange rates of 17 African countries and employing the panel cointegration method. This approach is particularly useful when analysing African countries, which do not have long time-series. This paper presents results that support the weak-form of the long-run PPP hypothesis in Africa, which does not require a homogeneity restriction on prices. Copyright 2002 by Blackwell Publishing Ltd and the Board of Trustees of the Bulletin of Economic Research

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Publisher Info
Article provided by Blackwell Publishing in its journal Bulletin of Economic Research.

Volume (Year): 54 (2002)
Issue (Month): 2 (April)
Pages: 181-87
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Handle: RePEc:bla:buecrs:v:54:y:2002:i:2:p:181-87

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  1. Guneratne Banda Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka," International Finance 0406005, EconWPA. [Downloadable!]
    Other versions:
  2. Guneratne Banda Wickremasinghe, 2004. "The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period," International Trade 0406005, EconWPA. [Downloadable!]
  3. Guneratne B. Wickremasinghe, 2005. "Purchasing Power Parity of Papua New Guinea: evidence from the floating exchange rate regime," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 335-338, November. [Downloadable!] (restricted)
  4. Holmes, M, 2004. "Nominal Exchange Rates Adjustment and Long-Run Competitiveness in Less Developed Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(3). [Downloadable!]
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