Fractional cointegration and real exchange rates
Year of publication: |
2004
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 13.2004, 4, p. 327-340
|
Subject: | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | USA | United States | Deutschland | Germany | Japan | 1975-1998 |
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