Long‐Run Purchasing Power Parity with Asymmetric Adjustment

2001 ◽  
Vol 68 (2) ◽  
pp. 433-445
Author(s):  
Walter Enders ◽  
Selahattin Dibooglu
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Asymmetric Adjustment ◽  
Long Run

scholarly journals Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries

2011 ◽  
Vol 43 (2) ◽  
pp. 231-242 ◽  
Author(s):  
Tsangyao Chang ◽  
Yang-Cheng Lu ◽  
D. P. Tang ◽  
Wen-Chi Liu
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Asymmetric Adjustment ◽  
African Countries ◽  
Long Run

Long-run purchasing power parity and asymmetric adjustment in BRICs

2010 ◽  
Vol 17 (11) ◽  
pp. 1083-1087 ◽  
Author(s):  
Hsu-Ling Chang ◽  
Chi-Wei Su ◽  
Meng-Nan Zhu ◽  
Pei Liu
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Asymmetric Adjustment ◽  
Long Run

scholarly journals Nonlinear Cointegration and Asymmetric Adjustment in Purchasing Power Parity of the USA, Germany, and Pakistan

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-7
Author(s):  
Kashif Ali ◽  
Hafsa Hina ◽  
Muhammad Ijaz ◽  
Mahmoud El-Morshedy
Keyword(s):  
Exchange Rate ◽  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Asymmetric Adjustment ◽  
Long Run ◽  
Nominal Exchange Rates ◽  
Trading Partners ◽  
The Usa ◽  
The Exchange Rate

The current study explores nonlinear cointegration as well as asymmetric adjustment to investigate the long-run purchasing power parity in three major trading partners of Pakistan. The ESTAR and LSTAR models were used to investigate the behavior of the nominal exchange rates. The findings declared that series follows the nonlinear exchange rate. The asymmetric behavior of the exchange rate allows the threshold cointegration model to be implemented. In the case of Pakistan-China, the result suggests that long-run PPP holds. As a result, trading will be more profitable if the exchange rate is varied in relation to major trading partners rather than just the US dollar.

Long-Run Purchasing Power Parity with Asymmetric Adjustment

2001 ◽  
Vol 68 (2) ◽  
pp. 433 ◽  
Author(s):  
Walter Enders ◽  
Selahattin Dibooglu
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Asymmetric Adjustment ◽  
Long Run

Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries

2011 ◽  
Vol 23 (4) ◽  
pp. 259-264 ◽  
Author(s):  
Tsangyao Chang ◽  
Chia-Hao Lee ◽  
Pei-I Chou ◽  
Dai-Piao Tang
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Asymmetric Adjustment ◽  
Long Run
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