2001Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles)Open access

Purchasing power parity and cointegration: the case of North African currencies

Lahcen Achy

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Abstract

Exchange Rate; Purchasing Power Parity; Mean Reversion; Cointegration

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What this paper is about

Exchange Rate; Purchasing Power Parity; Mean Reversion; Cointegration

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Available abstract

Exchange Rate; Purchasing Power Parity; Mean Reversion; Cointegration

Key concepts: Purchasing power parity, Cointegration, Economics, Purchasing power, Econometrics, Monetary economics, Macroeconomics, Exchange rate

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