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

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 (ADE). The evidence shows that the panel parametric and non-parametric tests either with a trend term or without a trend...

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Bibliographic Details
Main Authors: Mohamed, Azali, Habibullah, Muzafar Shah, Baharumshah, Ahmad Zubaidi
Format: Article
Language:English
English
Published: Elsevier 2001
Online Access:http://psasir.upm.edu.my/id/eprint/8756/1/Does%20PPP%20hold%20between%20Asian%20and%20Japanese%20economies.pdf
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