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
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
Subject:	Kaufkraftparität \| Purchasing power parity \| Autokorrelation \| Autocorrelation \| Statistischer Test \| Statistical test \| Kointegration \| Cointegration \| Schätzung \| Estimation \| Ostasien \| East Asia \| 1986-2009

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