Friday, May 7, 2010

Purchasing Power Parity

Absolute purchasing power parity
  • Absolute purchasing power parity is based on the law of one price, which states that a good should have the same price throughout the world. Absolute purchasing power parity is not widely used in practice to forecast interest rates.

Relative purchasing power parity
  • Although relative purchasing power parity is useful as an input for long-run exchange rate forecasts, it is not useful for predicting short-run currency values.

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