The PPP hypothesis revisited : evidence using a multivariate long-memory model

Guglielmo Maria Caporale, Luis A. Gil-Alana and Yuliya Lovcha

Year of publication:	2013
Authors:	Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Lovcha, Yuliya
Publisher:	Uxbridge : Brunel Univ. West London, Brunel Business School
Subject:	PPP \| long memory \| multivariate fractional integration \| Kaufkraftparität \| Purchasing power parity \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Multivariate Analyse \| Multivariate analysis \| Theorie \| Theory \| Einheitswurzeltest \| Unit root test \| Großbritannien \| United Kingdom

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