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Title:Re-examination of the purchasing power parity in Central and Eastern European economies
Authors:ID Baharumshah, Ahmad Zubaidi (Author)
ID Bekő, Jani (Author)
ID Boršič, Darja (Author)
Files:.pdf Croatian_Operational_Research_Review_2011_Baharumshah,_Ehsan_Re-Examination_of_the_Purchasing_Power_Parity_in_Central_and_Eastern_Europh.pdf (256,38 KB)
MD5: 371DE1815609A56AF2470242FD96D2C5
PID: 20.500.12556/dkum/cd2d8824-d9ba-4795-8952-2acd31c114e9
 
URL http://hrcak.srce.hr/96662
 
Language:English
Work type:Scientific work
Typology:1.08 - Published Scientific Conference Contribution
Organization:EPF - Faculty of Business and Economics
Abstract:The empirical record on PPP tests for transition economies is far from being so opulent as it is for the developed market economies. This paper attempts to fill this gap by scrutinizing the theory of PPP on a sample of Central and Eastern European economies. The paper has two main advances with respect to previous PPP studies. First, it employs a monthly data base on real exchange rates for a panel of 12 Central and Eastern European economies by testing the theory separately with respect to US dollar and with respect to Euro. Second, we utilise a panel unit root test that involves the estimation of the ADF regression in a SUR framework. Since our study found support for the validity of PPP in some reforming European economies, special attention should be devoted to individual country-specific factors that cause PPP deviations.
Keywords:purchasing power parity, real exchange rates, stationarity test, exchange rate, currency, exchange rates, macroeconomics, parity, purchasing power of money, purchasing power
Publication status:Published
Publication version:Version of Record
Year of publishing:2011
Number of pages:str. 184-193
Numbering:Letn. 2, št. 1
PID:20.500.12556/DKUM-66967 New window
ISSN:1848-0225
UDC:339.743
ISSN on article:1848-0225
COBISS.SI-ID:10765852 New window
NUK URN:URN:SI:UM:DK:BAJWDZI5
Publication date in DKUM:21.07.2017
Views:1479
Downloads:184
Metadata:XML DC-XML DC-RDF
Categories:Misc.
:
BAHARUMSHAH, Ahmad Zubaidi, BEKŐ, Jani and BORŠIČ, Darja, 2011, Re-examination of the purchasing power parity in Central and Eastern European economies. In : KOI 2010 / 13th International Conference on Operational Research, Split, Croatia, September 29 - October 01, 2010 [online]. Published Scientific Conference Contribution. 2011. p. 184–193. [Accessed 17 April 2025]. Retrieved from: https://dk.um.si/IzpisGradiva.php?lang=eng&id=66967
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Record is a part of a proceedings

Title:KOI 2010 / 13th International Conference on Operational Research, Split, Croatia, September 29 - October 01, 2010
Editors:Zoran Babić
COBISS.SI-ID:1458012 New window

Record is a part of a journal

Title:Croatian Operational Research Review
Publisher:Croatian Operational Research Society
ISSN:1848-0225
COBISS.SI-ID:10670108 New window

Licences

License:CC BY-NC 4.0, Creative Commons Attribution-NonCommercial 4.0 International
Link:http://creativecommons.org/licenses/by-nc/4.0/
Description:A creative commons license that bans commercial use, but the users don’t have to license their derivative works on the same terms.
Licensing start date:21.07.2017

Secondary language

Language:Slovenian
Keywords:pariteta kupne moči, realni menjalni tečaj, test stacionarnosti, tečaj, valuta, devizni tečaji, makroekonomija, pariteta, kupna moč denarja, kupna moč


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