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Purchasing Power Parity With Rank Tests For Nonlinear Cointegration In African Countries

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  • Yu‐shao Liu
  • Chi‐wei Su
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    Article provided by Economic Society of South Africa in its journal South African Journal of Economics.

    Volume (Year): 79 (2011)
    Issue (Month): 1 (03)
    Pages: 17-26

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    Handle: RePEc:bla:sajeco:v:79:y:2011:i:1:p:17-26

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    Cited by:
    1. Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.

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