Purchasing power parity and structural instability in the US/UK exchange rate
Year of publication: |
2012
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Authors: | Karoglou, Michail ; Morley, Bruce |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 4, p. 958-972
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Subject: | Purchasing power parity | Structural breaks | Non-linear cointegration | Kaufkraftparität | Strukturbruch | Structural break | Kointegration | Cointegration | Großbritannien | United Kingdom | Schätzung | Estimation | Deutschland | Germany | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Japan | Wechselkurs | Exchange rate |
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