Purchasing power parity between Botswana and South Africa: a cointegration analysis

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Date

2006

Journal Title

Journal ISSN

Volume Title

Publisher

University of the Western Cape

Abstract

This paper tested the purchasing power parity hypothesis for Botswana and South Africa using cointegration analysis. The data used are the spot exchange rate between the two countries (rand and pula) and their consumer price indices.

Description

Magister Commercii - MCom

Keywords

Purchasing power parity, Foreign exchange rates - South Africa, Foreign exchange rates - Botswana

Citation