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- Tue Apr 08, 2014 4:47 pm
- Forum: Econometric Discussions
- Topic: Testing for PPP long run effect
- Replies: 0
- Views: 2061
Testing for PPP long run effect
Dear collegues I am currently stuck on testing PPP for long run effect between France and Germany during post-Bretton Woods period (April 1973-December 1990). I need to check for cointegration (Johansen test) among Fr/Ger exchange rate, Fr CPI and Ger CPI. Taking logarithms, basically, the equation ...