Showing 21 - 30 of 30
Persistent link: https://www.econbiz.de/10001010708
Persistent link: https://www.econbiz.de/10001056380
Persistent link: https://www.econbiz.de/10001296177
Persistent link: https://www.econbiz.de/10001315555
Persistent link: https://www.econbiz.de/10001182123
Persistent link: https://www.econbiz.de/10005262443
Persistent link: https://www.econbiz.de/10005265993
Persistent link: https://www.econbiz.de/10005266282
Fractional cointegration in a trivariate model is used to test the long-run purchasing power parity hypothesis in four Asian newly industrialized economies. Critical values for the Geweke-Porter-Hudak tests based on Monte Carlo simulations are provided. Evidence of fractional cointegration...
Persistent link: https://www.econbiz.de/10009207623
Persistent link: https://www.econbiz.de/10015046812