Revisiting purchasing power parity for East Asian countries using the rank test for nonlinear cointegration

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 19
Pages: 2847-2852

Authors (2)

Tsangyao Chang (Feng Chia University) Chi-Wei Su (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study applies a simple and powerful nonlinear rank test, proposed by Breitung (2001) to test the validity of long-run Purchasing Power Parity (PPP) in a sample of East Asian countries over the period March 1985--September 2008. The empirical results indicate that PPP holds for all of East Asian countries studied and the nominal exchange rate, domestic Consumer Price Index (CPI) and the US CPI are all linearly interrelated with the exception of China. Our results have important policy implications for these East Asian countries under study.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:19:p:2847-2852
Journal Field
General
Author Count
2
Added to Database
2026-01-25