Purchasing Power Parity in the Long Run
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Bibliographic InfoArticle provided by Canadian Economics Association in its journal Canadian Journal of Economics.
Volume (Year): 18 (1985)
Issue (Month): 1 (February)
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Postal: Canadian Economics Association Prof. Steven Ambler, Secretary-Treasurer c/o Olivier Lebert, CEA/CJE/CPP Office C.P. 35006, 1221 Fleury Est Montréal, Québec, Canada H2C 3K4
Web page: http://economics.ca/cje/
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- Cochran, Steven J. & DeFina, Robert H., 1995. "Predictable components in exchange rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(1), pages 1-14.
- Gouriéroux, Christian & Peaucelle, Irina, 1992. "Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 283-304, mars et j.
- Francis X. Diebold & Steven Husted & Mark Rush, 1990.
"Real exchange rates under the gold standard,"
Discussion Paper / Institute for Empirical Macroeconomics
32, Federal Reserve Bank of Minneapolis.
- Yikang, Li, 1998. "Low-pass filtered least squares estimators of cointegrating vectors," Journal of Econometrics, Elsevier, vol. 85(2), pages 289-316, August.
- Pilar González Murias, 1998. "La paridad de poder adquisitivo: concepto y evolución histórica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 9, pages 79-102, Junio.
- Oh, Keun-Yeob, 1996. "Purchasing power parity and unit root tests using panel data," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 405-418, June.
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