scholarly journals The Linkage between Long-Run Purchasing Power Parity and CEPT scheme in ASEAN4 before and after Global Financial Crisis

2014 ◽  
Vol 3 (5) ◽  
pp. 445-460
Author(s):  
Abdul Ridzuan
Keyword(s):  
Financial Crisis ◽  
Purchasing Power Parity ◽  
Global Financial Crisis ◽  
Purchasing Power ◽  
Power Parity ◽  
Long Run ◽  
Before And After

Long-run purchasing power parity in the 1920s: the Greek experience

1992 ◽  
Vol 24 (12) ◽  
pp. 1301-1306 ◽  
Author(s):  
Dimitris A. Georgoutsos ◽  
Georgios P. Kouretas
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
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

Purchasing Power Parity in the Long Run

1990 ◽  
Vol 45 (1) ◽  
pp. 157-174 ◽  
Author(s):  
NISO ABUAF ◽  
PHILIPPE JORION
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Long Run

Long-run purchasing power parity redux

2020 ◽  
Vol 109 ◽  
pp. 102260
Author(s):  
David H. Papell ◽  
Ruxandra Prodan
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Power Parity ◽  
Long Run

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.

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