1
by Nagayasu, Jun
Published 1998
International Monetary Fund
... manner consistent with the purchasing power parity (PPP) hypothesis. A recent econometric method...

2
by Nagayasu, Jun
Published 2003
International Monetary Fund
... follow a long range dependence, which stands against the efficient market hypothesis (EMH). The result...

3
by Nagayasu, Jun
Published 1999
International Monetary Fund
... power parity hypothesis and indicate that two exogenous variables-the price of oil and the foreign...