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Applied Economics Letters Volume 20, 2013 - Issue 6
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Original Articles

Empirical test for purchasing power parity using a time-varying parameter model: Japan and Korea cases

Hyung-Gun Kim Department of Economics, Daegu University, Jillyang Gyeongsan, Gyeongbuk, 712-714, Republic of Korea
&
Sang Young Jei Department of Economics, Korea University, 2511 Sejong-ro, Sejong, 339-700, Republic of KoreaCorrespondence[email protected]
Pages 525-529 | Published online: 28 Aug 2012

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Read on this site (2)

Kai-yin Woo, Shu-kam Lee & Paul Kwok-ching Shum. (2022) Nonparametric Cointegration Tests for Price Convergence within the Greater Bay Area of China. The Chinese Economy 55:6, pages 410-424.
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Hyein Shim, Hyeyoen Kim, Sunghyun Kim & Doojin Ryu. (2016) Testing the relative purchasing power parity hypothesis: the case of Korea. Applied Economics 48:25, pages 2383-2395.
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Articles from other publishers (7)

Jong Cheol Yoon, Dai Hong Min & Sang Young Jei. (2020) Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model. Economic Modelling 90, pages 494-500.
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Jong Cheol Yoon, Dai Hong Min & Sang Young Jei. (2019) Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK. Physica A: Statistical Mechanics and its Applications 521, pages 41-47.
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Mehmet SONGUR. (2019) YAPISAL KIRILMALAR ALTINDA SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN GEÇERLİLİĞİ: AVRASYA ÜLKELERİ ÖRNEĞİTHE VALIDITY OF THE PURCHASING POWER PARITY HYPOTHESIS UNDER STRUCTURAL BREAKS: THE CASE OF EURASIAN COUNTRIES. Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 9:17, pages 567-586.
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Cuong K. Q. Tran, An H. Pham & Loan K. T. Vo. 2019. Beyond Traditional Probabilistic Methods in Economics. Beyond Traditional Probabilistic Methods in Economics 402 416 .
Jingfei Wu, Mohsen Bahmani-Oskooee & Tsangyao Chang. (2016) Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. Empirica 45:1, pages 187-196.
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Kadir Karagöz & T. Bahadır Saraç. (2016) Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing. Procedia Economics and Finance 38, pages 458-467.
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박수경 & 박철범. (2015) Time-varying Cointegration Models and Exchange Rate Predictability in Korea. KDI Journal of Economic Policy 37:4, pages 1-20.
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