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 …

Re-examine the long-run purchasing power parity hypothesis for a high inflation country: the case of Turkey 1980–93

E Telatar, H Kazdagli - Applied Economics Letters, 1998 - Taylor & Francis
This paper examines the hypothesis of long-run purchasing Power Parity (PPP) using
cointegration techniques for Turkey that experiences high inflation and structural changes …

Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation

M Bahmani-Oskooee - World Development, 1993 - Elsevier
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 …

A test of purchasing power parity for emerging economies

M Salehizadeh, R Taylor - Journal of International Financial Markets …, 1999 - Elsevier
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 …

Purchasing power parity in South East Asian countries economies: a cointegration approach

AZ Baharumshah, M Ariff - Asian Economic Journal, 1997 - Wiley Online Library
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 …

An empirical examination of long-run purchasing power parity using cointegration techniques

MP Taylor - Applied economics, 1988 - Taylor & Francis
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 …

A re-examination of purchasing power parity: A multi-country and multi-period study

CS Hakkio - Journal of International Economics, 1984 - Elsevier
This paper re-examines the purchasing power parity (PPP) theory, in a multiple exchange
rate world. Owing to a lack of precision in estimating the parameters, many authors …

Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity

SE Culver, DH Papell - Journal of International Money and Finance, 1999 - Elsevier
We investigate long-run Purchasing Power Parity with data from the current floating
exchange rate period by using tests where stationarity and cointegration are the null, rather …