The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach
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- EPHREM HABTEMICHAEL REDDA & Paul-Francious Muzindusti, 2017. "Does SADC constitute an optimum currency area? Evidence from generalised purchasing power parity," Proceedings of Economics and Finance Conferences 4807771, International Institute of Social and Economic Sciences.
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More about this item
KeywordsPurchasing power parity Southeast Asian currencies Time-varying coefficient cointegration model Kalman filter;
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