Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puz...
Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puz...
Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle? [electronic resource] / by Meher Manzur & Felix Chan.
About this item
Full title
Author / Creator
Publisher
[Perth, W.A. : School of Economics & Finance], Curtin University of Technology, 2008.
Date
2008.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Perth, W.A. : School of Economics & Finance], Curtin University of Technology, 2008.
Series
Place of Publication
Western Australia
Date Published
2008.
Subjects
More information
Scope and Contents
Summary
This paper provides a new test of PPP and its relevance for the euro. Principal component analysis (PCA) is introduced to construct a 'pooled' measure of inflation for the 12 euro countries. This measure is used to test the PPP condition for the euro against three major currencies, namely, those of the USA, UK and Japan. The test results are then u...
Alternative Titles
Full title
Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle? [electronic resource] / by Meher Manzur & Felix Chan.
Authors, Artists and Contributors
Author / Creator
Notes
General note
[Working paper series / Curtin University of Technology, School of Economics and Finance], 1035-9450 ; 08.10.
Title from title screen (viewed on October 21, 2010).
"April 2008".
Includes bibliographical references (p. 15-16)
System details note
System requirements: Adobe Acrobat reader to read pdf file....
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VM0APaLPR3
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VM0APaLPR3
Other Identifiers
ISBN
9781740674874
DDC
332.456094
MMS ID
991001822839702626
