Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test

碩士 === 逢甲大學 === 國際經營管理碩士學位學程 === 98 === This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that...

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Main Authors: Ching- Long Hsiao, 蕭慶隆
Other Authors: Tsang-Yao Chang
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/13896356737697497004
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spelling ndltd-TW-098FCU053210152016-04-20T04:18:20Z http://ndltd.ncl.edu.tw/handle/13896356737697497004 Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test 購買力評鑑之再審視:無母數共整合方法之應用-以東歐國家為例 Ching- Long Hsiao 蕭慶隆 碩士 逢甲大學 國際經營管理碩士學位學程 98 This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that PPP holds true for these 7 East European countries studied. Our results have important policy implications for these East European countries under study Tsang-Yao Chang 張倉耀 2010 學位論文 ; thesis 23 en_US
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language en_US
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description 碩士 === 逢甲大學 === 國際經營管理碩士學位學程 === 98 === This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that PPP holds true for these 7 East European countries studied. Our results have important policy implications for these East European countries under study
author2 Tsang-Yao Chang
author_facet Tsang-Yao Chang
Ching- Long Hsiao
蕭慶隆
author Ching- Long Hsiao
蕭慶隆
spellingShingle Ching- Long Hsiao
蕭慶隆
Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
author_sort Ching- Long Hsiao
title Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
title_short Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
title_full Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
title_fullStr Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
title_full_unstemmed Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
title_sort revisting purchasing power parity for east european countries based on nonparametric nonlinear cointegration test
publishDate 2010
url http://ndltd.ncl.edu.tw/handle/13896356737697497004
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