Tuesday, July 23, 2013

International Finance: Does Purchase Power Parity Hold?

Project description
I need to check only PPP between U.K. and France during 2002 and 2012. I have data of these countries (CPI index and exchange rate during 2002 and 2012)
---
Referencing Requirements:
Taylor, A. M., Taylor, M. p., 2004. The purchasing power parity
debate. Journal of Economic Perspective 18, 135-158.
Mark, N., 1990. Real exchange rates in the long run: An empirical
investigation, Journal of International Economics 28, 115-136.
Kim, H., 1990. Purchasing power parity in the long run: A
cointegration approach, Journal of Money, Credit, and Banking 22,
491-503.
Froot, K.A., Rogo¤, K., 1994. Perspectives on PPP and long run real
exchange rates. NBER Working Paper Series 4952.
Enders, W., 1988. Arima and cointegration tests of PPP under …xed
and ‡exible exchange rate regimes. Review of Economics and
Statistics 70, 504-508.
Corbae, D., Ouillaris, S., 1988. Cointegration and test of purchasing
power parity. Review of Economics and Statistics 70, 508-511.

  Click Here To Get More On This Paper!!!!

No comments:

Post a Comment