Causal and frequency analyses of purchasing power parity
Jun Nagayasu
| Year of publication: |
2021
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|---|---|
| Authors: | Nagayasu, Jun |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 71.2021, p. 1-22
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| Subject: | Purchasing power parity | Spillover | Causality | Data frequency | Variance decomposition | High dimensional vector autoregression | Kaufkraftparität | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101287 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012800602