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International Parity Conditions in a Cointegration Framework

In: International Parity Conditions

Author

Listed:
  • Imad A. Moosa

    (La Trobe University)

  • Razzaque H. Bhatti

    (University of Azad Jammu and Kashmir)

Abstract

We have argued that the development of cointegration analysis has been a factor leading to the resurgence of interest in international parity conditions. It may, therefore, be appropriate to present an introduction to the cointegration literature, with particular emphasis on the techniques that have been used to test the hypotheses underlying these conditions. This chapter deals with the basics of cointegration analysis, while Chapters 7 and 8 deal with the techniques of testing for unit root and cointegration respectively.

Suggested Citation

  • Imad A. Moosa & Razzaque H. Bhatti, 1997. "International Parity Conditions in a Cointegration Framework," Palgrave Macmillan Books, in: International Parity Conditions, chapter 6, pages 107-142, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-349-25523-8_6
    DOI: 10.1007/978-1-349-25523-8_6
    as

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