The PPP hypothesis revisited : evidence using a multivariate long-memory model
Year of publication: |
May 2018
|
---|---|
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 |
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