The long-run validity of PPP in some major advanced and emerging countries using alternative models
Year of publication: |
2023
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Authors: | Kyei-Mensah, Justice |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 1, Art.-No. 2220248, p. 1-26
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Subject: | exchange rates | Johansen's test | Purchasing power parity | time-varying co-integration | detrended fluctuation analysis | unit root | Kaufkraftparität | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Wechselkurs | Exchange rate | Deutschland | Germany |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2023.2220248 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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