Showing 1 - 10 of 31
Persistent link: https://www.econbiz.de/10001239846
Persistent link: https://www.econbiz.de/10001113494
Persistent link: https://www.econbiz.de/10001056380
Persistent link: https://www.econbiz.de/10001182123
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/10001408429
Persistent link: https://www.econbiz.de/10001468801
Persistent link: https://www.econbiz.de/10001150465
Persistent link: https://www.econbiz.de/10003898898
Persistent link: https://www.econbiz.de/10003483240