Evidence on PPP from a cointegration test with multiple structural breaks
Year of publication: |
2009
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Authors: | Narayan, Paresh Kumar ; Narayan, Seema ; Prasad, Arti |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 1/3, p. 5-8
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Subject: | Strukturbruch | Structural break | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
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