Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
by Mark P. Taylor; David A. Peel, and Lucio Sarno
| Year of publication: |
2001
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|---|---|
| Authors: | Taylor, Mark P. ; Peel, David ; Sarno, Lucio |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 42.2001, 4, p. 1015-1042
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| Subject: | Kaufkraftparität | Purchasing power parity | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Japan | Multiple Regression | Multiple regression | 1973-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001624480