Testing the purchasing power parity in China
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More about this item
Keywords
Purchasing power parity; real exchange rate; unit root tests; outliers; renminbi.;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CNA-2007-02-17 (China)
- NEP-HIS-2007-02-17 (Business, Economic & Financial History)
- NEP-IFN-2007-02-17 (International Finance)
- NEP-SEA-2007-02-17 (South East Asia)
- NEP-TRA-2007-02-17 (Transition Economics)
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