VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
Year of publication: |
2012
|
---|---|
Authors: | Kim, Hyeongwoo |
Published in: |
Journal of Macroeconomics. - Elsevier, ISSN 0164-0704. - Vol. 34.2012, 1, p. 223-238
|
Publisher: |
Elsevier |
Subject: | Purchasing power parity | Convergence rate | Half-life | Up-life | Quarter-life | Hump-shaped response | Variance decomposition |
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