Nonlinear adjustment in PPP—evidence from threshold cointegration
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 31 (2006)
Issue (Month): 2 (June)
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Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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