The PPP hypothesis revisited : evidence using a multivariate long-memory model
Guglielmo Maria Caporale, Luis A. Gil-Alana, Yuliya Lovcha
| Year of publication: |
May 2018
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Lovcha, Yuliya |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 5, p. 563-567
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| 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 |
| 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://www.econbiz.de/10011913379