Using a VECM to test exogeneity and forecastability in the PPP condition
Stefan C. Norrbin, Kevin L. Reffett and Yaohua Ji
| Year of publication: |
1997
|
|---|---|
| Authors: | Norrbin, Stefan C. |
| Other Persons: | Reffett, Kevin L. (contributor) ; Ji, Yaohua (contributor) |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 1, p. 87-95
|
| Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Prognose | Forecast | Preisniveau | Price level | Großbritannien | United Kingdom | Frankreich | France | Deutschland | Germany | Kanada | Canada | Japan | 1987-1991 |
| 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/10001219233