Cointegration tests of PPP: do they also exhibit erratic behaviour?
Year of publication: |
2006
|
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Authors: | Caporale, Guglielmo Maria ; Hanck, Christoph |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Series: | CESifo Working Paper ; 1811 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 518597059 [GVK] hdl:10419/25856 [Handle] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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