A non-parametric cointegration test of purchasing power parity: the case of Malaysia
This study employs the Johansen and Juselius (1990) cointegration test and the recently proposed Bierens (1997) nonparametric cointegration methodology to test the purchasing power parity (PPP) hypothesis for the Malaysian economies, with respect to her major trading partners- the United States,...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute for Development Studies
2004
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/18782/1/A%20non.pdf |