Non-linear PPP in South Asia and China

Abdul Rashid Ahmad () and Abdul Rashid ()
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Abdul Rashid: of Economics, IIIE, International Islamic University,

Economics Bulletin, 2008, vol. 6, issue 17, pages 1-6

Abstract: This study tests the purchasing power parity hypothesis for four South Asian economies and China by employing a recent nonlinear test of stationarity. Besides testing the CPI based PPP, we have also used PPI based real exchange rate in the analysis. The results indicate that nonlinear tests are more successful in validating PPP

Keywords: PPP; Nonlinearity; Unit Roots (search for similar items in EconPapers)
JEL-codes: F3 F3 (search for similar items in EconPapers)
Date: 2008-04-21
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