With the development of cointegration technique, the Purchasing Power Parity (PPP) theory
has received renewed attention. Most studies have tested the theory by using data from …

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 …

The concept of purchasing power parity (PPP) is examined here for its applicability to the
soft currencies of a large group of emerging/developing economies. PPP is tested through …

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 …

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 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 …

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

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 study revisits purchasing power parity (PPP) for the G6 countries (ie, Canada, Italy,
Japan, France, Germany, the UK) using smooth time-varying cointegrating approach …

This paper examines the cointegration property of exchange rates and prices using
techniques that have received limited attention in several studies on the validity of the …