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Non-linear PPP in South Asia and China

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Author Info
Shabbir Ahmad () (School of Economics, IIIE, International Islamic University)
Abdul Rashid () (of Economics, IIIE, International Islamic University,)

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Abstract

This study tests the purchasing power parity hypothesis for four South Asian economies and China by employing a recent nonlinear test of stationarity. Besides testing the CPI based PPP, we have also used PPI based real exchange rate in the analysis. The results indicate that nonlinear tests are more successful in validating PPP

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File URL: http://economicsbulletin.vanderbilt.edu/2008/volume6/EB-08F30041A.pdf
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Publisher Info
Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 6 (2008)
Issue (Month): 17 ()
Pages: 1-6
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ebl:ecbull:v:6:y:2008:i:17:p:1-6

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Postal: Economics Bulletin, Department of Economics, 414 Calhoun Hall, Vanderbilt University, Nashville TN 37235, USA
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Related research
Keywords: PPP; Nonlinearity; Unit Roots;

Find related papers by JEL classification:
F3 - International Economics - - International Finance
F3 - International Economics - - International Finance

References listed on IDEAS
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  1. Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 673-708, August. [Downloadable!] (restricted)
  2. Michael, Panos & Nobay, A Robert & Peel, David A, 1997. "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 862-79, August.
  3. Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June. [Downloadable!] (restricted)
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  4. Zhou, Su, 2008. "Stationarity of Asian-Pacific real exchange rates," Economics Letters, Elsevier, vol. 98(1), pages 16-22, January. [Downloadable!] (restricted)
  5. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2003. "Testing for a unit root in the nonlinear STAR framework," Journal of Econometrics, Elsevier, vol. 112(2), pages 359-379, February. [Downloadable!] (restricted)
  6. Bahmani-Oskooee, Mohsen & Kutan, Ali M. & Zhou, Su, 2007. "Testing PPP in the non-linear STAR framework," Economics Letters, Elsevier, vol. 94(1), pages 104-110, January. [Downloadable!] (restricted)
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This page was last updated on 2009-12-12.

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