Market efficiency, purchasing power parity and cointegration in Central American black foreing exchange markets
Download full text from publisher
References listed on IDEAS
- Alexander Hoffmaister, 1992.
"The Cost of Export Subsidies: Evidence from Costa Rica,"
IMF Staff Papers,
Palgrave Macmillan, vol. 39(1), pages 148-174, March.
- Willy W. Hoffmaister, 1991. "The Cost of Export Subsidies; Evidence From Costa Rica," IMF Working Papers 91/94, International Monetary Fund.
- Park, Joon Y. & Phillips, Peter C.B., 1988.
"Statistical Inference in Regressions with Integrated Processes: Part 1,"
Cambridge University Press, vol. 4(03), pages 468-497, December.
- Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.
- Jacob A. Frenkel, 1983. "Exchange Rates and International Macroeconomics," NBER Books, National Bureau of Economic Research, Inc, number fren83-1, January.
- Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- Gillet, Roland, 1991. "L'efficience informationnelle du marché boursier : aspects théoriques et empiriques," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1991005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- MacDonald, Ronald & Taylor, Mark P., 1989. "Foreign exchange market efficiency and cointegration : Some evidence from the recent float," Economics Letters, Elsevier, vol. 29(1), pages 63-68.
- Daniel, Betty C., 1986. "Empirical determinants of purchasing power parity deviations," Journal of International Economics, Elsevier, vol. 21(3-4), pages 313-326, November.
- Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-212, August.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometric Society, vol. 55(2), pages 277-301, March.
- Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
- Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
- Tom Doan, "undated". "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
- Jacob A. Frenkel, 1983. "An Introduction to Exchange Rates and International Macroeconomics," NBER Chapters,in: Exchange Rates and International Macroeconomics, pages 1-18 National Bureau of Economic Research, Inc.
- Richard J Rogalski & Joseph D Vinso, 1977. "Price Level Variations as Predictors of Flexible Exchange Rates," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 8(1), pages 71-82, March.
- Meese, Richard A & Singleton, Kenneth J, 1982. " On Unit Roots and the Empirical Modeling of Exchange Rates," Journal of Finance, American Finance Association, vol. 37(4), pages 1029-1035, September.
- Baillie, Richard T & Lippens, Robert E & McMahon, Patrick C, 1983. "Testing Rational Expectations and Efficiency in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 51(3), pages 553-563, May.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:emx:esteco:v:8:y:1993:i:1:p:111-153. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rocío Contreras). General contact details of provider: http://edirc.repec.org/data/cecolmx.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.