The PPP Hypothesis Revisited : Evidence Using a Multivariate Long-Memory Model
Year of publication: |
2013
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Lovcha, Yuliya |
Publisher: |
[S.l.] : SSRN |
Subject: | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | Deutschland | Germany |
Extent: | 1 Online-Ressource (9 p) |
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Series: | DIW Berlin Discussion Paper ; No. 1288 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2248676 [DOI] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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