Inflation, exchange rates and PPP in a multivariate panel cointegration model
Year of publication: |
2008
|
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Authors: | Jacobson, Tor ; Lyhagen, Johan ; Larsson, Rolf ; Nessén, Marianne |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 1, p. 58-79
|
Subject: | Kaufkraftparität | Purchasing power parity | Inflation | Wechselkurs | Exchange rate | Panel | Panel study | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Europa | Europe |
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