Exchange rate misalignment: a new test of long-run PPP based on cross-country data

Pan Yotopoulos and Yasuyuki Sawada

Applied Financial Economics, 2006, vol. 16, issue 1-2, 127-134

Abstract: A new empirical procedure is formulated and implemented to test long-run PPP by using cross-country data. It is found that out of a total of 153 countries, 132 and 105 countries have achieved PPP within 20 years and ten years, respectively.

Date: 2006
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Working Paper: Exchange Rate Misalignment: A New Test of Long-Run PPP Based on Cross-Country Data (2005)
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DOI: 10.1080/09603100500391123

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