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Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests

This study finds evidence supportive of the Purchasing Power Parity for Azerbaijan and Kazakhstan using threshold cointegration tests. This finding suggests the existence of an asymmetry relationship between exchange rate and relative prices. The asymmetric relationship may be due to the heavily r...

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Main Authors: Lau, Evan, Liew, Venus Khim-Sen, Puah, Chin Hong, Choong, Chee-Keong
Format: E-Article
Language:English
Published: AccessEcon 2010
Subjects:
HB Economic Theory
HC Economic History and Conditions
Online Access:http://ir.unimas.my/id/eprint/7307/1/Revisiting%20Purchasing%20Power.pdf
http://ir.unimas.my/id/eprint/7307/
http://www.accessecon.com/Pubs/EB/2010/Volume30/EB-10-V30-I2-P120.pdf
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id my.unimas.ir.7307
record_format eprints
spelling my.unimas.ir.73072017-10-06T08:06:42Z http://ir.unimas.my/id/eprint/7307/ Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests Lau, Evan Liew, Venus Khim-Sen Puah, Chin Hong Choong, Chee-Keong HB Economic Theory HC Economic History and Conditions This study finds evidence supportive of the Purchasing Power Parity for Azerbaijan and Kazakhstan using threshold cointegration tests. This finding suggests the existence of an asymmetry relationship between exchange rate and relative prices. The asymmetric relationship may be due to the heavily regulated price and exchange rate systems in these transition economies for the benefits of trade competiveness. AccessEcon 2010 E-Article PeerReviewed text en http://ir.unimas.my/id/eprint/7307/1/Revisiting%20Purchasing%20Power.pdf Lau, Evan and Liew, Venus Khim-Sen and Puah, Chin Hong and Choong, Chee-Keong (2010) Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests. Economics Bulletin, 30 (2). 1283 -1292. ISSN 1545-2921 http://www.accessecon.com/Pubs/EB/2010/Volume30/EB-10-V30-I2-P120.pdf
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic HB Economic Theory
HC Economic History and Conditions
spellingShingle HB Economic Theory
HC Economic History and Conditions
Lau, Evan
Liew, Venus Khim-Sen
Puah, Chin Hong
Choong, Chee-Keong
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
description This study finds evidence supportive of the Purchasing Power Parity for Azerbaijan and Kazakhstan using threshold cointegration tests. This finding suggests the existence of an asymmetry relationship between exchange rate and relative prices. The asymmetric relationship may be due to the heavily regulated price and exchange rate systems in these transition economies for the benefits of trade competiveness.
format E-Article
author Lau, Evan
Liew, Venus Khim-Sen
Puah, Chin Hong
Choong, Chee-Keong
author_facet Lau, Evan
Liew, Venus Khim-Sen
Puah, Chin Hong
Choong, Chee-Keong
author_sort Lau, Evan
title Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
title_short Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
title_full Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
title_fullStr Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
title_full_unstemmed Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
title_sort revisiting purchasing power parity for central asian countries using threshold cointegration tests
publisher AccessEcon
publishDate 2010
url http://ir.unimas.my/id/eprint/7307/1/Revisiting%20Purchasing%20Power.pdf
http://ir.unimas.my/id/eprint/7307/
http://www.accessecon.com/Pubs/EB/2010/Volume30/EB-10-V30-I2-P120.pdf
_version_ 1644510254618116096
score 13.154905

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