| dc.contributor.author | Wright, Jonathan H. | |
| dc.date.accessioned | 2012-08-31T13:53:55Z | |
| dc.date.available | 2012-08-31T13:53:55Z | |
| dc.date.issued | 1994 | |
| dc.identifier.citation | Wright, Jonathan H. 'A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure'. - Economic & Social Review, Vol. 25, No. 3, April, 1994, pp. 261-278, Dublin: Economic & Social Research Institute | |
| dc.identifier.issn | 0012-9984 | |
| dc.identifier.uri | http://hdl.handle.net/2262/64815 | |
| dc.description.abstract | Empirical work has found little evidence for purchasing power parity, specified as a
long-run co-integrating relationship between Ireland and trading partners. Using Irish/UK and Irish/German data, we find evidence for such co-integration if and only if the system is augmented by short interest rates. We use the Johansen procedure for estimation and inference on the augmented co-integrating system. | en |
| dc.language.iso | en | |
| dc.publisher | Economic & Social Studies | |
| dc.source | Economic & Social Review | en |
| dc.subject | Purchasing power parity | en |
| dc.subject | Co-integration | en |
| dc.subject | Interest rates | en |
| dc.subject | Johansen procedure | en |
| dc.subject | Ireland | en |
| dc.title | A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure | |
| dc.type | Journal Article | |
| dc.publisher.place | Dublin | en |
