Getting PPP right: Identifying mean-reverting real exchange rates in panels
Year of publication: |
2008
|
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Authors: | Chortareas, Georgios ; Kapetanios, George |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Kaufkraftparität | Unit Root Test | Panel | Schätzung | OECD-Staaten | PPP | panel unit root tests | real exchange rates | half-lives | PPP puzzle |
Series: | Working Paper ; 629 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 574521453 [GVK] hdl:10419/55196 [Handle] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data ; F31 - Foreign Exchange |
Source: |
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Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
Chortareas, Georgios, (2008)
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Getting PPP right: Identifying mean-reverting real exchange rates in panels
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