Purchasing Power Parity (PPP), Sweden before and after EURO times
(2008)Department of Statistics
- Abstract
- This thesis presents an Econometric Evaluation of Purchasing Power Parity. Unit Root Test and cointegration Tests are used to examine the issue of the Purchasing Power Parity for Sweden for the Periods [Jan 1990-Dec 1999] , [Jan 1999-Dec 2007] and [Jan1990-Dec2007]. The result of Unit Root tests failed to find evidence in favour of Purchasing Power Parity in all the three periods. However the result of Johansen test of cointegration finds evidence in favour of Purchasing Power Parity in the long-run.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/1335836
- author
- Smotra, Amit Paul and Mansoor, Rashid
- supervisor
- organization
- year
- 2008
- type
- H1 - Master's Degree (One Year)
- subject
- keywords
- Cointegration, Purchasing power parity, unit root test, Statistics, operations research, programming, actuarial mathematics, Statistik, operationsanalys, programmering, aktuariematematik
- language
- English
- id
- 1335836
- date added to LUP
- 2008-06-02 00:00:00
- date last changed
- 2010-08-03 10:51:44
@misc{1335836, abstract = {{This thesis presents an Econometric Evaluation of Purchasing Power Parity. Unit Root Test and cointegration Tests are used to examine the issue of the Purchasing Power Parity for Sweden for the Periods [Jan 1990-Dec 1999] , [Jan 1999-Dec 2007] and [Jan1990-Dec2007]. The result of Unit Root tests failed to find evidence in favour of Purchasing Power Parity in all the three periods. However the result of Johansen test of cointegration finds evidence in favour of Purchasing Power Parity in the long-run.}}, author = {{Smotra, Amit Paul and Mansoor, Rashid}}, language = {{eng}}, note = {{Student Paper}}, title = {{Purchasing Power Parity (PPP), Sweden before and after EURO times}}, year = {{2008}}, }