On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks
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References listed on IDEAS
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
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More about this item
Keywordsreal exchange rate; relative PPP; stationarity; KPSS test; structural breaks;
- F3 - International Economics - - International Finance
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