Discuss the failure of PPP theory to predict exchange rates accurately.
What is the purchasing power puzzle?
The failure to find a strong link between inflation rates and exchange rate
movements has been referred to as the purchasing power puzzle. Several
reasons contribute to the failure of PPP as a predictive tool. First, PPP
theory assumes away transportation costs and barriers to entry, yet in
practice this is not realistic. Second, PPP theory may not hold if many
national markets are dominated by a handful of multinational enterprises
that have sufficient market power to be able to exercise some influence
over prices, control distribution channels, and differentiate their product
offerings between nations. Third, government intervention in the foreign
exchange market influences the value of currencies. Finally, investor
psychology has a role in determining exchange rates.