A testing of the purchasing power parity hypothesis using a vector autoregressive model
Tatsuyoshi Miyakoshi
| Year of publication: |
2004
|
|---|---|
| Authors: | Miyakoshi, Tatsuyoshi |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 29.2004, 3, p. 541-552
|
| Subject: | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Yen | US-Dollar | US dollar | VAR-Modell | VAR model | Japan | USA | United States | Kointegration | Cointegration |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002223199