Advanced

Purchasing Power Parity (PPP), Sweden before and after EURO times

Smotra, Amit Paul and Mansoor, Rashid (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:
author
Smotra, Amit Paul and Mansoor, Rashid
supervisor
organization
year
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
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},
  keyword      = {Cointegration,Purchasing power parity,unit root test,Statistics, operations research, programming, actuarial mathematics,Statistik, operationsanalys, programmering, aktuariematematik},
  language     = {eng},
  note         = {Student Paper},
  title        = {Purchasing Power Parity (PPP), Sweden before and after EURO times},
  year         = {2008},
}