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ArticleCo-integration as an empirical test of purchasing power parity

Allan Patrick. Layton1990

Article1990

Co-integration as an empirical test of purchasing power parity

Allan Patrick. Layton · Jonathan P. Stark

99 citations·0/0 files stored·Journal of Macroeconomics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW 1985Purchasing Power Parity

Cited by

1991Testing Alternative Hypotheses of Oil Producer Behavior 1993Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation 1998Do exchange rates follow a random walk process in Middle Eastern countries?1993Cointegration tests of purchasing power parity: the case of Swiss exchange rates 1999A test of purchasing power parity for emerging economies

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Year1990

Typearticle

Published1990-01-01

VenueJournal of Macroeconomics

ISSN-L0164-0704

Languageen

Citations99

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0164-0704(90)90060-n

openalex_workW1973120971

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1991Saving, investment, and capital mobility among OECD countries

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