A non-parametric cointegration test of purchasing power parity: the case of Malaysia
This study employs the Johansen and Juselius (1990) cointegration test and the recently proposed Bierens (1997) nonparametric cointegration methodology to test the purchasing power parity (PPP) hypothesis for the Malaysian economies, with respect to her major trading partners- the United States,...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Institute for Development Studies
2004
|
| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/18782/1/A%20non.pdf https://eprints.ums.edu.my/id/eprint/18782/ http://www.ums.edu.my/fpep/files/16_ECO_2003.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Malaysia Sabah |
| Language: | English |
Be the first to leave a comment!