Testing for PPP in developing countries using confirmatory analysis and different base countries: an application to Asian countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj, 2006. "The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion," MPRA Paper 6090, University Library of Munich, Germany, revised 22 Nov 2007.
- Masafumi Kozuka, 2010. "On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks," Economics Bulletin, AccessEcon, vol. 30(1), pages 1-9.
- Taguchi, Hiroyuki, 2010. "The pre- and post-crisis real exchange rate behavior in selected East Asian countries," MPRA Paper 63789, University Library of Munich, Germany.
More about this item
KeywordsPPP; the ADF test; the PP test; the ADF-GLS test; the KPSS test; structural break; JEL Classification: F31; F41; C12;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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