Long-run purchasing power parity in the 1920s
- 1 January 1988
- journal article
- Published by Elsevier in European Economic Review
- Vol. 32 (1) , 179-197
- https://doi.org/10.1016/0014-2921(88)90041-4
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Purchasing power parity: A quantitative reassessment of the 1920s experienceJournal of International Money and Finance, 1985
- Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random WalkEconometrica, 1983
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- A Simple Test for Heteroscedasticity and Random Coefficient VariationEconometrica, 1979
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976
- Tests of Equality Between Sets of Coefficients in Two Linear RegressionsEconometrica, 1960