The validity of the long-run purchasing power parity hypothesis is tested by applying the
Engle and Granger two-step cointegration procedure and the Johansen and Juselius …

This study presents an empirical analysis of purchasing power parity for five developing
Asian countries, namely India, Indonesia, Pakistan, Philippines and Turkey. This is done by …

This study investigates the long-run validity of Purchasing Power Parity for three transition
Asian countries, namely Azerbaijan, Kazakhstan and Kyrgyzstan. The results show that the …

This paper presents an empirical analysis of long-run purchasing power parity (PPP) for five
major exchange rates using recently developed econometric techniques on the …

The paper tests purchasing power parity as a long-run equilibrium condition by investigating
the short run behavior of exchange rate and relative prices for four Asian countries. The …

This paper tests the purchasing power parity (PPP) hypothesis for five industrial countries
using cointegration and error-correction modeling. The cointegration test indicated that for …

In this paper we use cointegration techniques to test the long-run Purchasing Power Parity
(PPP) hypothesis for nine Drachma exchange rates within the European currency area. The …

This paper presents findings from a study of the long‐run purchasing power parity (PPP)
conditions in five Asian economies. The cointegration tests using exchange rates and price …

Abstract Maximum Likelihood Cointegration Tests of Purchasing Power Parity: Evidence
from Seventeen OECD Countries.—This paper examines the relevance of long-run …

This study presents an empirical analysis of purchasing power parity for 10emerging market
economies, namely Brazil, India, Indonesia, South Korea, Mexico, Pakistan, Peru …