Purchasing Power Parity Revisit: A Comparison of Linear and Nonlinear Models
This paper aims to expand PPP literature by twofold. First, the performance of the conventional linear PPP model (OLS) is compared with nonlinear PPP (GARCH). Secondly, we revisit the PPP by using more recent data for the currencies of five leading members of the Association of Southeast Asia ati...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Universiti Putra Malaysia Press
2006
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3611/1/Purchasing_Power_Parity_Revisit_A_Comparison.pdf http://psasir.upm.edu.my/id/eprint/3611/ |
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