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ArticleCointegration tests of purchasing power parity

Frederick H. Wallace2013

Article2013

Cointegration tests of purchasing power parity

Frederick H. Wallace

14 citations·0/0 files stored·Review of World Economics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic Growth and Productivity

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References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1996The Purchasing Power Parity Puzzle 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 2002Testing for a unit root in the nonlinear STAR framework 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables 2003The Economics of Exchange Rates

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Year2013

Typearticle

Published2013-07-22

VenueReview of World Economics

ISSN-L0043-2636

Languageen

Citations14

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s10290-013-0165-2

openalex_workW2028420599

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