Eklund, Bruno - Economics Institute for Research (SIR), … - 2003
, Brow-
nian motion, bootstrap, critical values, Monte Carlo simulations, real exchange
rates.
JEL codes: C12, C22, F31 … Carlo study
of the size and the power properties. Section 5 includes a small introduction to the so
called purchasing power … and Fn can, however, easily be obtained by a Monte Carlo
simulation. Generating data from the null model (5) for 1 = 0 …