Long-Run Purchasing Power Parity And Exchange Rates: Evidence From The Middle East
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Keywords
Purchasing Power Parity; Johansen Co-Integration; Vector Error Correction Model; Jordan and Gulf Cooperation Council;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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