Testing for symmetry and proportionality in a European panel

Symmetry and proportionality for 15 European economies 1973 : 04-1998 : 12 is tested in a panel regression framework that allows for permanent shocks. Support is found for both restrictions and thus for general relative PPP in the US dollar but not the German mark panel.

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Year of publication:	2005
Authors:	Coakley, Jerry ; Snaith, Stuart
Published in:	Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 15.2005, 11, p. 745-752
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005452127