haku: @indexterm cointegration / yhteensä: 76
viite: 45 / 76
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