The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Luis Alberiko Gil-Alana and Liang Jiang
| Year of publication: |
2013
|
|---|---|
| Authors: | Gil-Alaña, Luis A. ; Jiang, Liang |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 18.2013, 1, p. 82-92
|
| Subject: | PPP | real exchange rate | fractional integration | Renminbi | Kaufkraftparität | Purchasing power parity | China | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009721889