114
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Purchasing power parity: a cointegration analysis of the Australian, New Zealand and Singaporean currencies

Pages 167-171 | Published online: 05 Oct 2010

References

  • Baillie , R. T. and Selover , D. D. 1987 . Cointegration and models of exchange rate determination . International Journal of Forecasting , 3 : 43 – 51 .
  • Charemza , W. W. and Deadman , D. F. 1992 . New Directions in Econometric Practice , UK : Edward Elgar Publishing .
  • Conejo , C. and Shields , M. P. 1993 . Relative PPP and the long run terms of trade for five Latin American countries: a cointegration approach . Applied Economics , 25 : 1511 – 1515 .
  • Corbae , D. and Ouliaris , S. 1988 . Cointegration and tests of purchasing power parity . Review of Economics and Statistics , 70 : 508 – 511 .
  • Dickey , D. A. and Fuller , W. A. 1981 . Likelihood ratio statistics for auto-regressive time series with a unit root . Econometrica , 49 : 1057 – 1072 .
  • Engle , R. F. and Yoo , B. S. 1987 . Forecasting and testing in cointegrated systems . Journal of Econometrics , 35 : 143 – 159 .
  • Fuller , W. A. 1976 . Introduction to Statistical Time Series , New York : J. Wiley .
  • Holzer , S. 1992 . Purchasing power parity: a guide for long term currency movements . Swiss Bank Corporation Prospects , Aug/Sept : 5 – 7 .
  • McNown , R. and Wallace , M. S. 1989 . National price levels, purchasing power parity and cointegration: a test of four high inflation economies . Journal of International Money and Finance , 8 : 533 – 545 .
  • Rush , M. and Husted , S. 1985 . Purchasing power parity in the long run . Canadian Journal of Economics , 18 : 137 – 145 .
  • Yoonbai , Kim . 1990 . Purchasing power parity in the long run: a cointegration approach . Journal of Money, Credit and Banking , 22 : 491 – 502 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.