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subject:"Purchasing power parity"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The Manchester School"
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Search: subject_exact:"Vasicek model"
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Purchasing power parity
Kaufkraftparität
2
Mean Reversion
2
Mean reversion
2
1995-2005
1
Central-Eastern Europe
1
Einheitswurzeltest
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Ostmitteleuropa
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Dufrénot, Gilles
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Kim, Tae-hwan
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Journal of applied econometrics
The Manchester School
Applied economics
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Journal of money, credit and banking : JMCB
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Discussion paper / Centre for Economic Policy Research
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ERIM report series research in management
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Competitiveness review : an international business journal incorporating Journal of global competitiveness
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Modelling the slow mean-reversion of the Central and Eastern European countries real exchange rates
Dufrénot, Gilles
;
Grimaud, Elisabeth
;
Latil, Eugénie
; …
- In:
The Manchester School
76
(
2008
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10003640939
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2
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
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