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Are the CPI and WPI appropriate measures to use for testing the PPP hypotheses?

Article Abstract:

A new measure of traded and non-traded goods price movement provides positive results to purchasing power parity hypotheses. The empirical tests conducted to compare it with the commonly used measures: wholesale price and consumer price indexes, reveal the new measure's efficacy over WPI and CPI. Likewise, stationary tests reveal no significant relation of the new measure with either WPI or CPI. In addition, their differences do not affect the stationarity of the different specifications of the real exchange rate.

Author: Dutton, Marilyn Miller
Publisher: Robert Gordon University
Publication Name: Studies in Economics and Finance
Subject: Economics
ISSN: 1086-7376
Year: 1998
Foreign Currency Management, Evaluation, Prices and rates, Price indexes, Consumer price indexes, Wholesale price indexes

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Macroeconomic factors of exchange rate volatility

Article Abstract:

A study was conducted to analyze the factors of exchange rate volatility from the macroeconomic perspective for the economies of Singapore, Indonesia, Thailand, and Malaysia. The link between macroeconomic factors and exchange rate volatility was examined using econometrics techniques. The study confirms the link between the factors and exchange rate volatility in both the short and the long run for the countries' economies.

Author: Chong Lee-Lee, Tan Hui-Boon
Publisher: Robert Gordon University
Publication Name: Studies in Economics and Finance
Subject: Economics
ISSN: 1086-7376
Year: 2007
United Kingdom, Analysis, Report, Volatility (Finance)

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An empirical examination of the long run monetary (exchange rate) model

Article Abstract:

Empirical studies conducted during the 1970s and 1980s dismissed the credibility of the monetary model for forecasting exchange rate. A multivariate cointegration analysis is employed to reexamine the soundness of the monetary model for determining exchange rates over the long run. The Canadian - US dollar exchange rate was used as the reference currency. Results provided support for the validity of the model.

Author: Ghosh, Dipak, Dutt, Swarna D.
Publisher: Robert Gordon University
Publication Name: Studies in Economics and Finance
Subject: Economics
ISSN: 1086-7376
Year: 1998

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Subjects list: Models, Foreign exchange, Foreign exchange rates
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