Unit Root Tests of Purchasing Power Parity

The findings from this study provide robust empirical evidence supporting the validity of the long-run PPP, suggesting that ASEAN-5 exchange rate adjustment is mean reversion towards PPP equilibrium values in a non-linear way

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Year of publication:	2006
Authors:	Liew, Venus Khim-Sen
Publisher:	[S.l.] : SSRN
Subject:	Kaufkraftparität \| Purchasing power parity \| Einheitswurzeltest \| Unit root test \| Theorie \| Theory \| Schätzung \| Estimation
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

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