Purchasing power parity: a cointegration analysis of the Australian, New Zealand and Singaporean currencies

John Cooper

Applied Economics Letters, 1994, vol. 1, issue 10, 167-171

Abstract: This paper provides a brief overview of tests for stationarity and cointegration and applies them in an attempt to establish the validity of purchasing power parity theory for the Australian, New Zealand and Singaporean currencies using quarterly time series for the period 1973 to 1992.

Date: 1994
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DOI: 10.1080/135048594357934

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