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Computation of standard errors for Geary-Khamis parities and international prices : a stochastic approach
Prasada Rao, D. S. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 109-115
Persistent link: https://www.econbiz.de/10001120240
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Risikoprämien an Devisenmärkten : ökonometrische Analyse moderner Wechselkurstheorien
Schmidt, Roland - 1995
Persistent link: https://www.econbiz.de/10000898887
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Ein Fehlerkorrekturmodell zur Kaufkraftparitätentheorie
Fischer, Christoph - 1996
Persistent link: https://www.econbiz.de/10000932087
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Testing long run purchasing power parity in a cointegrated system
Lubian, Diego - 1992
Persistent link: https://www.econbiz.de/10000943087
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Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong; Johnson, Paul A. - 1997
Persistent link: https://www.econbiz.de/10000982767
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Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate
Creedy, John; Lye, Jenny N.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000829903
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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The long-run US, UK real exchange rate
Engel, Charles; Kim, Chang-jin - 1996
Persistent link: https://www.econbiz.de/10000604986
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Cointegration and the monetary model of the exchange rate
Hansen, Gerd - In: Econometric analysis of financial markets, (pp. 47-63). 1994
Persistent link: https://www.econbiz.de/10001284437
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On long- and short-run purchasing power parity
MacDonald, Ronald - In: Econometric analysis of financial markets, (pp. 23-46). 1994
Persistent link: https://www.econbiz.de/10001284438