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Cointegration tests of purchasing power parity: the case of Swiss exchange rates

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Author Info
Pippenger, Michael K.

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 12 (1993)
Issue (Month): 1 (February)
Pages: 46-61
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Handle: RePEc:eee:jimfin:v:12:y:1993:i:1:p:46-61

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Robert C. Feenstra & Jon D. Kendall, 1994. "Passthrough of Exchange Rates and Purchasing Power Parity," NBER Working Papers 4842, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Apostolos Serletis, 1994. "Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 476-493, September. [Downloadable!] (restricted)
  3. Hsiu-Ling Wu, 1996. "Testing for the Fundamental Determinants of the Long-Run Real Exchange Rate: The Case of Taiwan," NBER Working Papers 5787, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. R. Moodley & William Kerr & Daniel Gordon, 2000. "Has the Canada-US trade agreement fostered price integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(2), pages 334-354, June. [Downloadable!] (restricted)
  5. Roger Guerra, 2003. "Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 83-100, March. [Downloadable!]
  6. Michael Pippenger & Gregory Goering, 1998. "Exchange Rate Forecasting: Results from a Threshold Autoregressive Model," Open Economies Review, Springer, vol. 9(2), pages 157-170, April. [Downloadable!] (restricted)
  7. Michael J. Dueker, 1993. "Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 37-48. [Downloadable!]
  8. Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003. "The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis," International Trade 0309018, EconWPA. [Downloadable!]
  9. Khan, Muhammad Arshad & Qayyum, Abdul, 2007. "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper 6754, University Library of Munich, Germany. [Downloadable!]
  10. John Pippenger, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series 03-04, Department of Economics, UC Santa Barbara. [Downloadable!]
  11. Jyh-Lin Wu, 1996. "The Empirical Investigation Of Long-Run Purchasing Power Parity: The Case Of Taiwan Exchange Rates," International Economic Journal, Korean International Economic Association, vol. 10(4), pages 59-69, December. [Downloadable!] (restricted)
  12. Chien-Fu Chen & Chung-Hua Shen & Chien-an Andy Wang, 2007. "Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration," Economics Bulletin, Economics Bulletin, vol. 6(16), pages 1-15. [Downloadable!]
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