Relative purchasing power parity (PPP) is the idea that bilateral nominal exchange rates between two countries change in proportion to their price level differential. This paper tests the theory using annual, quarterly, and monthly data for 37 different OECD nations. Specifically, bilateral nominal exchange rate data and relative consumer price indices (CPI) are used in both Augmented Dicky-Fuller (ADF) unit root tests and Johansen tests for cointegration. The results of these testing methods provide evidence in support of relative PPP in 30 of the 37 countries. Additionally, 12 of the 17 Eurozone countries also displayed evidence for relative PPP when Euro nominal exchange rates were appended to their pre-Eurozone domestic nominal exchange rates.