Sökning: "Purchasing Parity"

Visar resultat 1 - 5 av 13 avhandlingar innehållade orden Purchasing Parity.

  1. 1. Essays on Purchasing Power Parity, Real Exchange Rate, and Optimum Currency Areas

    Författare :Beatrice Kalinda Mkenda; Göteborgs universitet; []

    Sammanfattning : This thesis contains three separate papers. Paper I tests whether the theory of Purchasing Power Parity holds in a selected sample of twenty African countries. The paper employs a panel unit root test to test whether the real exchange rates in the panel are mean reverting or not. The test employed is the Im et al (1997) test. LÄS MER

  2. 2. Time Varying Parameters in Exchange Rate Models

    Författare :Richard Henricsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; stochastich volatility.; purchasing power parity; GARCH; exchange rates; Stationarity; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : This thesis consists of five papers on different aspects of parametervariation in some common exchange rate models.The first paper investigates the stability in the real exchange rate, witch is equivalent to purchasing power parity (PPP). LÄS MER

  3. 3. Essays on exchange rates and international finance

    Författare :Marianne Nessén; Handelshögskolan i Stockholm; []

    Sammanfattning : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). LÄS MER

  4. 4. Simulation-Based Approaches in Financial Econometrics

    Författare :Pär Sjölander; Mohsen Bahmani-Oskooee; Jönköping University; []
    Nyckelord :Economics; Nationalekonomi;

    Sammanfattning : This doctoral thesis consists of four chapters all related to the field of financial econometrics. The main contributions are based on the empirical evaluation of theories in or related to financial economics supported by the recent advances of models and simulation-based methods in time-series econometrics. LÄS MER

  5. 5. Asymmetry and multiscale dynamics in macroeconomic time series analysis

    Författare :Olivier Habimana; Pär Sjölander; Kristofer Månsson; Guglielmo Maria Caporale; Jönköping University; []

    Sammanfattning : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. LÄS MER