Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Siyue Liu, Tsangyao Chang, Chia-hao Lee and Pei-i Chou
| Year of publication: |
2012
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|---|---|
| Authors: | Liu, Siyue ; Chang, Tsangyao ; Lee, Chia-hao ; Chou, Pei-i |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 4/6, p. 569-573
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| Subject: | Kaufkraftparität | Purchasing power parity | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Kointegration | Cointegration | Schätzung | Estimation | Ostasien | East Asia | 1986-2009 |
| 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://ebvufind01.dmz1.zbw.eu/10009630671