A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION
Year of publication: |
2000
|
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Authors: | Georgoutsos, Dimitris ; Kouretas, George |
Institutions: | Department of Economics, University of Crete |
Subject: | I(2) analysis | hyperinflation | cointegration | identification | temporal stability |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0001 32 pages |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; F31 - Foreign Exchange ; F33 - International Monetary Arrangements and Institutions |
Source: |
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Diamantis, Panayiotis, (2001)
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Kühl, Michael, (2007)
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Kühl, Michael, (2007)
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Diamantis, Panayiotis,
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Georgoutsos, Dimitris,
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THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS
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