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  • Search: subject:"Generalized cointegration"
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Year of publication
Subject
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Generalized cointegration 2 Purchasing power parity 2 Cointegration 1 Estimation 1 Estimation theory 1 Exchange rate 1 Homogeneity 1 Kaufkraftparität 1 Kointegration 1 Preiskonvergenz 1 Price convergence 1 Proportionality 1 Schätztheorie 1 Schätzung 1 Symmetry 1 Time-varying coefficients 1 Wechselkurs 1 coefficient driver 1 generalized cointegration 1 homogeneity 1 non-stationarity 1 proportionality 1 symmetry 1 time-varying coefficient model 1 time-varying coefficients 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Tavlas, George S. 3 Hall, Stephen 2 Kenjegaliev, Amangeldi 2 Hall, Stephen G. 1 Hondroyiannis, George 1 Hondroyiannis, George B. 1 Swamy, P. A. V. B. 1 Swamy, P.A.V.B. 1 Swamy, Paravastu A. V. B. 1
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Institution
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Department of Economics, Leicester University 2
Published in...
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Discussion Papers in Economics 2 Discussion papers / University of Leicester, Department of Economics 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Is the Relationship Between Prices and Exchange Rates Homogeneous?
Hall, Stephen; Hondroyiannis, George; Kenjegaliev, Amangeldi - Department of Economics, Leicester University - 2013
Empirical tests of purchasing power parity (PPP) are implicitly based on the conditions of symmetry and proportionality of the price coefficients. We investigate a separate condition, which we term homogeneity. Specifically, while there may be factors that drive a wedge between prices and...
Persistent link: https://www.econbiz.de/10010678079
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Cover Image
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.; Hondroyiannis, George B.; … - 2013
Persistent link: https://www.econbiz.de/10009777843
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Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes
Hall, Stephen; Swamy, P. A. V. B.; Tavlas, George S. - Department of Economics, Leicester University - 2011
that allows us to test for the presence of this generalized cointegration in the absence of knowledge as to the true … outcomes. We then apply the concept of generalized cointegration; we obtain a highly significant relationship between health …
Persistent link: https://www.econbiz.de/10009393252
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