Cointegração tests of PPP: the case of portuguese exchanges rates

Purchasing Power Parity (PPP), as a long run equilibrium condition, is a frequent assumption in open economy macroeconomic models. Hence, given the importance of PPP as a long run determinant of exchange rate behaviour, testing this theory has become a popular exercise. However, traditional tests of...

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Bibliographic Details
Main Author: Feio, Alexandre M (author)
Other Authors: Maria, José Francisco (author), Duarte, Rita Netto (author)
Format: workingPaper
Language:eng
Published: 2022
Subjects:
Open Economy
Exchange Rate
Cointegration
Macroeconomic Models
Online Access:http://hdl.handle.net/10400.5/24271
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/24271

Internet

http://hdl.handle.net/10400.5/24271

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