Fractional Integration in the Purchasing Power Parity
AbstractThe empirical evidence of the Purchasing Power Parity (PPP) Hypothesis in the exchange rate market is examined by means of fractional integration analysis.
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Bibliographic InfoPaper provided by European University Institute in its series Economics Working Papers with number eco98/18.
Length: 23 pages
Date of creation: 1998
Date of revision:
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ECONOMIC MODELS ; EXCHANGE RATE;
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