Causal and frequency analyses of purchasing power parity
Year of publication: |
January, 2021
|
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Authors: | Nagayasu, Jun |
Publisher: |
Sendai, Japan : Center for Data Science and Service Research, Graduate School of Economic and Management, Tohoku University |
Subject: | Purchasing power parity | spillover | causality | data frequency | variance decomposition | high dimensional vector autoregression | Kaufkraftparität | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method |
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