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Testing the purchasing power parity hypothesis : case of ASEAN economies

Bekő, Jani; Boršič, Darja - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 74-85

We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is …), Japanese yen (JPY), US dollar (USD), and the euro (EUR). First, following the outcome of the present study for ASEAN countries … conclusively that the PPP supposition is predominantly valid between the currencies of ASEAN countries and EUR rates. The sample of …

Persistent link: https://www.econbiz.de/10012021749

Exchange rate regimes in India : central bank interventions and purchasing power parity in the context of ASEAN currencies

Siddharth, Angad; Alexiou, Constantinos; Vogiazas, Sofoklis - In: Economies : open access journal 12 (2024) 4, pp. 1-21

In this study spanning four decades, we explored the relationship between the Reserve Bank of India's (RBI) interventions and the validity of Purchasing Power Parity (PPP) across two distinct exchange rate regimes: the fixed exchange rate regime (1975-1993) and the managed floating regime...

Persistent link: https://www.econbiz.de/10014635893

The Long-Run Determinants Variables of the Equilibrium Exchange Rates in the ASEAN-5 Economies

Abudalu, Abdalrahman - 2014

ASEAN-5 currencies: Malaysian Ringgit, Indonesian Rupiah, the Philippines Peso, Thailand Bath, and Singapore Dollar. The …-run determinants variables for ASEAN-5 equilibrium REER …

Persistent link: https://www.econbiz.de/10013063541

The ASEAN experience of the purchasing power parity theory

Murad, S. M. Woahid; Hossain, Mohammad Amzad - In: Financial innovation : FIN 4 (2018) 23, pp. 1-10

We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothesis of the ten ASEAN member …

Persistent link: https://www.econbiz.de/10011921966

Nonlinear adjustment to purchasing power parity for ASEAN countries

Chang, Tsangyao; Lee, Chia-Hao; Liu, Wen-Chi - In: Japan and the World Economy 24 (2012) 4, pp. 325-331

long-run purchasing power parity (PPP) in a sample of ASEAN countries. The empirical results indicate that PPP only holds … for three of these ASEAN countries studied, and the adjustment toward PPP is found to be nonlinear and asymmetric. …

Persistent link: https://www.econbiz.de/10010595045