Non-linear adjustments to intranational PPP
Kai-Yin Woo; Shu-Kam Lee; Alan Chan
| Year of publication: |
2014
|
|---|---|
| Authors: | Woo, Kai-yin ; Lee, Shu-kam ; Chan, Alan |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 40.2014, p. 360-371
|
| Subject: | Multivariate threshold cointegration | Non-linear impulse responses | Mean bias | Unconditional half-life | Absorption of shocks | Canada | Schock | Shock | Kointegration | Cointegration | Kanada | Nichtlineare Regression | Nonlinear regression | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010496457