Purchasing Power Parity in the Long Run.

A-Tier
Journal: Journal of Finance
Year: 1990
Volume: 45
Issue: 1
Pages: 157-74

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

This paper reexamines the evidence on purchasing power parity in the long run. Previous studies have generally been unable to reject the hypothesis that the real exchange rate follows a random walk. If true, this implies that purchasing power parity does not hold. In contrast, this paper casts serious doubt on this random walk hypothesis. The results follow from more powerful estimation techniques, applied in a multilateral framework. Deviations from purchasing power parity, while substantial in the short run, appear to take about three years to be reduced in half. Copyright 1990 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:45:y:1990:i:1:p:157-74
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25