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๊ฒ€์ฆ๋œ ํŒŒํŠธ๋„ˆ ์ œํœด์‚ฌ ์ž๋ฃŒ

Testing PPP for Asian Countries Using Panel Cointegration

ํ•œ๊ตญํ•™์ˆ ์งฟ’์—์„œ ์ œ๊ณตํ•˜๋Š” ๊ตญ๋‚ด ์ตœ๊ณ  ์ˆ˜์ค€์˜ ํ•™์ˆ  ๋ฐ์ดํ„ฐ๋ฒ ์ด์Šค๋ฅผ ํ†ตํ•ด ๋‹ค์–‘ํ•œ ๋…ผ๋ๅฉ๊ณผ ํ•™์ˆ ์ง€ ์ •๋ณด๋ฅผ ๋งŒ๋‚˜๋ณด์„ธ์š”.
25 ํŽ˜์ด์งฟ’
๊ธฐํƒ€ํŒŒ์ผ
์ตœ์ดˆ๋“ฑ๋ก์ผ 2025.04.19 ์ตœ์ข…์ ฟ’์ž‘์ผ 2008.06
25P ๋ฏธ๋้ฉ๋ณด๊ธฐ
Testing PPP for Asian Countries Using Panel Cointegration
  • ๋ฏธ๋้ฉ๋ณด๊ธฐ

    ์„œ์่ง์ •๋ต–

    ยท ๋ฐœํ–‰๊ธฐ๊ด€ : ํ•œ๊ตญ์•„์‹œ์•„ํ•™ํšŒ
    ยท ์ˆ˜๋ก์ง€ ์ •๋ณด : ์•„์‹œ์•„์—ฐ๊ตฌ / 11๊ถŒ / 1ํ˜ธ / 1 ~ 25ํŽ˜์ด์งฟ’
    ยท ์ €์ž๋ช… : ์‹ฌ์„ฑํ›ˆ

    ์ดˆ๋ก

    The primary purpose of this paper is to examine the validity of purchasing
    power parity (PPP) hypothesis as a long-run equilibrium condition for eight
    Asian countries, using panel cointegration framework. Additionally,
    country-by-country test is performed. Out of eight bilateral exchange rates,
    evidence of PPP is found for two cases under traditional test for
    cointegration. In contrast, the results from panel framework show no
    evidence of cointegration relationship between the nominal exchange rates
    and relative prices and thus do not support the hypothesis of the weak
    version of PPP.

    ์ฐธ๊ณ ์ž๋ฃŒ

    ยท ์—†์Œ
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    ํ•ดํ”ผ์บ ํผ์Šค FAQ ๋”๋ณด๊ธฐ

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