Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity
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Volume (Year): (1993)
Issue (Month): Jul ()
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- Cheung, Yin-Wong & Lai, Kon S, 1993. "A Fractional Cointegration Analysis of Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 103-12, January.
- Chowdhury, Abdur R. & Sdogati, Fabio, 1993. "Purchasing power parity in the major EMS countries: The role of price and exchange rate adjustment," Journal of Macroeconomics, Elsevier, vol. 15(1), pages 25-45.
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- Mark P. Taylor, 2003. "Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 11(3), pages 436-452, 08.
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