A fractional cointegration approach to empirical tests of PPP : new evidence and methodological implications from an application to the Taiwan/US Dollar relationship
Year of publication: |
1995
|
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Authors: | Masih, Rumi |
Other Persons: | Masih, Abdul Mansur M. (contributor) |
Published in: |
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel. - Tübingen : Mohr, ISSN 0043-2636, ZDB-ID 518-6. - Vol. 131.1995, 4, p. 673-694
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Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Taiwan | USA | United States | 1981-1992 |
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