Long-run purchasing power parity during the recent float
- 1 February 1993
- journal article
- Published by Elsevier in Journal of International Economics
- Vol. 34 (1-2) , 181-192
- https://doi.org/10.1016/0022-1996(93)90073-7
Abstract
No abstract availableThis publication has 23 references indexed in Scilit:
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- Optimal Inference in Cointegrated SystemsEconometrica, 1991
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEYOxford Bulletin of Economics and Statistics, 1990
- Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National ProductJournal of Business & Economic Statistics, 1990
- An empirical examination of long-run purchasing power parity using cointegration techniquesApplied Economics, 1988
- An empirical investigation of the long-run behavior of real exchange ratesCarnegie-Rochester Conference Series on Public Policy, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walkJournal of International Money and Finance, 1986
- Deviations from Purchasing Power Parity in the Long RunThe Journal of Finance, 1983
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979