Testing the purchasing power parity through I(2) cointegration techniques
Year of publication: |
2005
|
---|---|
Authors: | Bacchiocchi, Emanuele ; Fanelli, Luca |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 20.2005, 6, p. 749-770
|
Subject: | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Schätzung | Estimation |
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