A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications
Year of publication: |
2010
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Authors: | Fischer, Christoph ; Porath, Daniel |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 39.2010, 3, p. 767-792
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Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Panel unit root test | Purchasing power parity | Real exchange rate | Monte Carlo simulation |
Saved in:
Online Resource