Panel unit root and cointegration test of purchasing power parity : A study of selected African countries

The purpose of this research is to test the validity of the purchasing power parity (PPP) theory in Africa. The theory is tested through the use of panel unit root and cointegration techniques. Based on the annual data covering the period of 1980-2012, panel unit root tests of Levin, Lin and Chu (20...

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Bibliographic Details
Main Author: Yahaya, Auwal
Format: Thesis
Language:eng
eng
Published: 2015
Subjects:
Online Access:https://etd.uum.edu.my/4692/1/s814680.pdf
https://etd.uum.edu.my/4692/2/s814680_abstract.pdf
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