Why panel tests of purchasing power parity should allow for heterogenous mean reversion
Year of publication: |
2011
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Authors: | Koedijk, Kees ; Tims, Ben ; Dijk, Mathijs van |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 30.2011, 1, p. 246-267
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Subject: | Kaufkraftparität | Purchasing power parity | Panel | Panel study |
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