Using a VECM to test exogeneity and forecastability in the PPP condition
| Year of publication: |
1997
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|---|---|
| Authors: | Norrbin, S.C. ; Reffett, K.L. ; Ji, Y. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 7.1997, 1, p. 87-96
|