Purchasing power parity as a long‐run relation
- 1 September 1990
- journal article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 5 (4) , 367-379
- https://doi.org/10.1002/jae.3950050405
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Asymptotic Properties of Least Squares Estimators of Cointegrating VectorsEconometrica, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLESOxford Bulletin of Economics and Statistics, 1986
- Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral AnalysisJournal of Business & Economic Statistics, 1985
- Testing for unit roots in autoregressive-moving average models of unknown orderBiometrika, 1984
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Superlative Index Numbers and Consistency in AggregationEconometrica, 1978
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976
- The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary ApproachThe Scandinavian Journal of Economics, 1976