PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks
Year of publication: |
2012
|
---|---|
Authors: | Holmes, Mark J. ; Otero, Jesús ; Panagiōtidēs, Theodōros |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 23.2012, 5, p. 767-783
|
Subject: | Heterogeneous dynamic panels | Purchasing power parity | Mean reversion | Panel stationarity test | Kaufkraftparität | OECD-Staaten | OECD countries | Panel | Panel study | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
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