Purchasing power parity over the modern float An application in higher order cointegration
- 30 November 1992
- journal article
- Published by Elsevier in Economics Letters
- Vol. 40 (3) , 313-318
- https://doi.org/10.1016/0165-1765(92)90011-m
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly StationaryJournal of Business & Economic Statistics, 1991
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEYOxford Bulletin of Economics and Statistics, 1990
- Real and nominal exchange rates in the long run: An empirical investigationJournal of International Economics, 1990
- Nested Reduced-Rank Autogressive Models for Multiple Time SeriesJournal of the American Statistical Association, 1988
- Cointegration and Tests of Purchasing Power ParityThe Review of Economics and Statistics, 1988
- Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate RegimesThe Review of Economics and Statistics, 1988
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- Determining the Order of Differencing in Autoregressive ProcessesJournal of Business & Economic Statistics, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979