Testing Purchasing Power Parity in the Framework of Vector Error Correction Modelling - Financial and Economic Forecasting (Chapter 14)
Year of publication: |
2003
|
---|---|
Authors: | Penm, Jack H.W ; Penm, Jammie H. ; Terrell, R. Deane |
Publisher: |
[S.l.] : SSRN |
Subject: | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2002 erstellt |
Other identifiers: | 10.2139/ssrn.360120 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Modelling determinants of inflation in CESEE countries : global vector autoregressive approach
Jakši, Saša, (2022)
-
Cointegrating Tests of Purchasing Power Parity Using Znz Patterned Vecm
Penm, Jack H.W, (2001)
-
Predicting inflation in Euroland : the Pstar approach
Scheide, Joachim, (2000)
- More ...
-
Penm, Jack H.W, (2003)
-
Penm, Jack H.W, (2003)
-
Penm, Jack H.W, (2003)
- More ...