Purchasing Power Parity and the Asian Financial Crisis

2005 ◽  
Vol 6 (2) ◽  
pp. 251-258 ◽  
Author(s):  
Louise Allsopp ◽  
Hussain G. Rammal ◽  
Ralf Zurbruegg
Keyword(s):  
Financial Crisis ◽  
Purchasing Power Parity ◽  
Asian Financial Crisis ◽  
Purchasing Power ◽  
Power Parity

scholarly journals Use of Deviations of Purchasing Power Parity and Interest Rate Parity to Clarify the 1997 Asian Financial Crisis

2002 ◽  
Vol 05 (02) ◽  
pp. 195-218 ◽  
Author(s):  
Mao-Wei Hung ◽  
Yin-Ching Jan
Keyword(s):  
Interest Rate ◽  
Financial Crisis ◽  
Purchasing Power Parity ◽  
Asian Financial Crisis ◽  
Purchasing Power ◽  
Power Parity ◽  
Interest Rate Parity ◽  
Weak Evidence ◽  
Causality Tests ◽  
Rate Parity

This study is an attempt to examine whether the deviations of purchasing power parity and uncover interest rate parity Granger-cause the 1997 Asian financial crisis by using vector autoregression and Granger causality tests. The results show that the purchasing power parity and uncover interest rate parity do not hold for most Asian markets. We find weak evidence to support that the deviations of purchasing power parity and uncover interest rate parity have the power to explicate the origin of the financial crisis.

Purchasing-Power Parity Theory and Economic Reform in Yugoslavia

1974 ◽  
Vol 82 (4) ◽  
pp. 809-816 ◽  
Author(s):  
Ryan C. Amacher ◽  
John S. Hodgson
Keyword(s):  
Economic Reform ◽  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity

Purchasing Power Parity under the Gold Standard

2002 ◽  
Vol 69 (1) ◽  
pp. 72-91 ◽  
Author(s):  
Natalie D. Hegwood ◽  
David H. Papell
Keyword(s):  
Purchasing Power Parity ◽  
Gold Standard ◽  
Purchasing Power ◽  
Power Parity
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