Fractional cointegration, low frequency dynamics and long-run purchasing power parity : an analysis of the Australian dollar over its recent float
by Abul M. M. Masih and Rumi Masih
| Year of publication: |
1998 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Masih, Abdul Mansur M. (contributor) ; Masih, Rumi (contributor) |
| Institutions: | School of Finance and Business Economics <Perth, Western Australia> (contributor) |
| Publisher: |
Joondalup, WA |
| Subject: | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Verbraucherpreisindex | Consumer price index | Wechselkurs | Exchange rate | Australien | Australia | OECD-Staaten | OECD countries | 1983-1994 |
