A cointegration analysis for the validity of purchasing power parity: Evidence from middle east countries

J Kasem, A Al-Gasaymeh - International Journal of Technology …, 2022 - journals.gaftim.com
This paper examines the validity of Purchasing Power Parity between Jordan and its major
trading partners namely, Turkey, Qatar, Iraq, United Arab Emirates and Saudi Arabia. Unit …

Purchasing power parity in less‐developed and transition economies: A review paper

M Bahmani‐Oskooee… - Journal of Economic …, 2009 - Wiley Online Library
The concept of purchasing power parity (PPP) has been the subject of numerous studies,
many of which have been unable to prove conclusively this core principle of international …

Before the fall: were East Asian currencies overvalued?

MD Chinn - Emerging Markets Review, 2000 - Elsevier
Two major approaches to identifying the equilibrium exchange rate are implemented. First,
the concept of purchasing power parity (PPP) is tested and used to define the equilibrium …

The long-run behaviour of transport performance in India: a cointegration approach

R Ramanathan - Transportation Research Part A: Policy and Practice, 2001 - Elsevier
The long-run relationships between variables representing transport performance and other
macro-economic variables in India are analysed in this paper using the concepts of …

Are real exchange rates stationary based on panel unit‐root tests? Evidence from Pacific Basin countries

JL Wu, SL Chen - International Journal of Finance & …, 1999 - Wiley Online Library
Recently, there have been many studies that apply the panel unit-root test of Levin and Lin
(1992) to support the validity of long-run purchasing power parity (PPP) for industrial …

[PDF][PDF] Testing the validity of purchasing power parity for Asian countries during the current float

SA Nusair - Journal of economic development, 2003 - Citeseer
Previous studies on purchasing power parity (PPP), using unit root tests, have tested either
the null hypothesis of a unit root or the null of stationary real exchange rate. It has been …

Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration

M Azali, MS Habibullah, AZ Baharumshah - Japan and the World Economy, 2001 - Elsevier
This paper presents an empirical analysis of panel unit root and panel cointegration tests of
long-run absolute purchasing power parity (PPP) for seven Asian developing economies …

Nonlinear adjustment of Asian real exchange rates

SA Nusair - Economic Change and Restructuring, 2012 - Springer
We utilize nonlinear models to examine the stationarity of Asian real exchange rates over
the period from 1980: 10 to 2007: 09, using the US, Japan, and China as base countries. We …

[PDF][PDF] Month-of-the-year effects in Asian countries: A 20-year study (1990-2009)

LB Keong, D Yat, C Ling - African Journal of Business …, 2010 - researchgate.net
This paper investigates the presence of the month-of-the-year effect on stock returns and
volatility in eleven Asian countries-Hong Kong, India, Indonesia, Japan, Malaysia, Korea …

[PDF][PDF] The real effective exchange rate impact on ASEAN-5 economic growth

A AbuDalu, EM Ahmed, SW Almasaied… - International Journal of …, 2014 - researchgate.net
This is an empirical analysis study focuses simultaneously on the impact of the real effective
exchange rate, domestic interest rate, foreign interest rate, inflation rate, domestic money …