PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks
Mark J. Holmes, Jesús Otero, Theodore Panagiotidis
| Year of publication: |
2012
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|---|---|
| Authors: | Holmes, Mark J. ; Otero, Jesús G. ; Panagiōtidēs, Theodōros |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 23.2012, 5, p. 767-783
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| Subject: | Heterogeneous dynamic panels | Purchasing power parity | Mean reversion | Panel stationarity test | Kaufkraftparität | OECD-Staaten | OECD countries | Panel | Panel study | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Mean Reversion | Strukturbruch | Structural break | Schätzung | Estimation |
| 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/10009670486