An assessment of purchasing power parity in the long-run : evidence from India and its four Major Trading partners
Year of publication: |
2024
|
---|---|
Authors: | Kaur, Manjinder ; Kulaar, Navpreet |
Published in: |
Eurasian journal of business and economics : EJBE. - Bishkek : [Verlag nicht ermittelbar], ISSN 1694-5972, ZDB-ID 2628945-3. - Vol. 17.2024, 33, p. 81-96
|
Subject: | Purchasing Power Parity | Cointegration | Unit root | Long-run PPP | Trading Partner currencies | Japan | Großbritannien | United Kingdom | Kaufkraftparität | Purchasing power parity | Deutschland | Germany | Indien | India | Kointegration | Kanada | Canada | Frankreich | France | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
-
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria, (2000)
-
Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo, (2006)
-
A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias, (2003)
- More ...
-
Testing weak form of efficiency hypothesis for Indian stock market
Kaur, Manjinder, (2011)
-
Macroeconomic stability of India in the Amidst of foreign capital inflows : an econometric analysis
Dhillon, Sharanjit Singh, (2013)
-
Knowledge spillovers across developing economies
Kaur, Manjinder, (2017)
- More ...