Browsing by Subject "Purchasing power parity"

Browsing by Subject "Purchasing power parity"

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  • Half-life deviations from PPP in the SADC 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-07)
    This paper utilises various recently developed econometric methods to obtain better approximations to the half-life for real exchange rates of ten South African Development Community (SADC) countries and to generate ...
  • Nonlinear approaches in testing PPP : evidence from Southern African Development Community 
    Zerihun, Mulatu F.; Breitenbach, M.C. (Marthinus); Kemegue, Francis M. (Elsevier, 2016-08)
    In this paper two nonlinearity tests are employed: the nonparametric test developed by Brock, Dechert and Scheinkman - known as the BDS test and the Fourier stationarity test. The BDS non-linearity test detects whether ...
  • Testing for PPP using SADC real exchange rates 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-06)
    This paper attempts to provide evidence indicating that the Purchasing Power Parity (PPP) puzzle is becoming less of a puzzle. It present the results of Augmented Dickey- Fuller (ADF) test, nonlinear tests of nonstationarity, ...