Fractional Integration in the Purchasing Power Parity.

The empirical evidence of the Purchasing Power Parity (PPP) Hypothesis in the exchange rate market is examined by means of fractional integration analysis.

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Year of publication:	1998
Authors:	Gil-Alana, L.
Institutions:	Department of Economics, European University Institute
Subject:	ECONOMIC MODELS \| EXCHANGE RATE

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Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005697654