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| Author: | Engel, C. |
| Title: | Long-run PPP may not hold after all |
| Journal: | Journal of International Economics
2000 : AUG, VOL. 51:2, p. 243-273 |
| Index terms: | Cointegration Unit roots Current purchasing power Econometric models |
| Language: | eng |
| Abstract: | Using artifical data calibrated to nominal exchange rates and disaggregated data on prices, the author shows that tests on long-run purchasing power parity have serious size biases. |
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