Cointegration Analysis of Purchasing Power Parity in a Small Country Context.

We present an empirical analysis of a long run Purchasing Power Parity (PPP) for thirteen Asian-Pacific countries using cointegration techniques.

Year of publication:	1996
Authors:	Ravindiran, T.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	COINTEGRATION \| UNIT ROOTS

Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 12/96 18 pages
Classification:	C32 - Time-Series Models ; F41 - Open Economy Macroeconomics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005087591