Does the long-run PPP hypothesis hold for Africa? Evidence from a panel cointegration study

研究成果: Article査読

23 被引用数 (Scopus)

抄録

The long-run purchasing power parity (PPP) concept is empirically studied using the parallel market exchange rates of 17 African countries and employing the panel cointegration method. This approach is particularly useful when analysing African countries, which do not have long time-series. This paper presents results that support the weak-form of the long-run PPP hypothesis in Africa, which does not require a homogeneity restriction on prices.

本文言語English
ページ(範囲)181-187
ページ数7
ジャーナルBulletin of Economic Research
54
2
DOI
出版ステータスPublished - 2002
外部発表はい

ASJC Scopus subject areas

  • Economics and Econometrics

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