Fractional cointegration and real exchange rates
Guglielmo Maria Caporale; Luis A. Gil-Alana
| Year of publication: |
2004
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 13.2004, 4, p. 327-340
|
| Subject: | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | USA | United States | Deutschland | Germany | Japan | 1975-1998 |
| 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/10002375332