A Cointegration Analysis of Purchasing Power Parity and Country Risk
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- He, Huizhen & Chou, Ming Che & Chang, Tsangyao, 2014. "Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function," Economic Modelling, Elsevier, vol. 36(C), pages 37-43.
More about this item
Keywordspurchasing power parity; country risk; panel cointegration; cross-sectional dependence;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- O57 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Comparative Studies of Countries
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