Testing for PPP: the erratic behaviour of unit root tests
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guglielmo Maria Caporale & Christoph Hanck, 2010.
"Are PPP tests erratically behaved? Some panel evidence,"
International Review of Applied Economics,
Taylor & Francis Journals, vol. 24(2), pages 203-221.
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- Guglielmo Maria Caporale & Christoph Hanck, 2006. "Are PPP Tests Erratically Behaved? Some Panel Evidence," Economics and Finance Discussion Papers 06-22, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale & Christoph Hanck, 2009.
"Cointegration tests of PPP: do they also exhibit erratic behaviour?,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 16(1), pages 9-15.
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- Guglielmo Maria Caporale & Christoph Hanck, 2006. "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series 1811, CESifo Group Munich.
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