World-Wide Purchasing Power Parity
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Bibliographic InfoPaper provided by Sveriges Riksbank (Central Bank of Sweden) in its series Working Paper Series with number 75.
Length: 20 pages
Date of creation: 01 Dec 1998
Date of revision:
Publication status: Published in Empirical Economics, 2004, pages 463-476.
Long-run purchasing power parity; Multivariate cointegration analysis; Bootstrap inference;
Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F30 - International Economics - - International Finance - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2001-12-26 (All new papers)
- NEP-CBA-2001-12-26 (Central Banking)
- NEP-IFN-2001-12-26 (International Finance)
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- Hilde Christiane Bjørnland & Håvard Hungnes, 2002.
"Fundamental determinants of the long run real exchange rate: The case of Norway,"
Discussion Papers, Research Department of Statistics Norway
326, Research Department of Statistics Norway.
- Bjørnland, Hilde C. & Hungnes, Håvard, 2003. "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum, Oslo University, Department of Economics 23/2002, Oslo University, Department of Economics.
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