haku: @author Engel, C. / yhteensä: 18
viite: 10 / 18
| Tekijä: | Engel, C. |
| Otsikko: | Long-run PPP may not hold after all |
| Lehti: | Journal of International Economics
2000 : AUG, VOL. 51:2, p. 243-273 |
| Asiasana: | Cointegration Unit roots Current purchasing power Econometric models |
| Kieli: | eng |
| Tiivistelmä: | 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. |
SCIMA