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An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States

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  • Johansen, S.

Abstract

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Suggested Citation

  • Johansen, S., 1991. "An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States," Papers 231, Australian National University - Department of Economics.
    • Handle: RePEc:fth:aunaec:231
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    Cited by:

    1. Gannon, Gerard L., 1996. "First and second order inefficiency in Australasian currency markets," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 315-327, July.
    2. Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998. "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-387, October.
    3. Masih, Rumi & Masih, Abul M. M., 2000. "A Reassessment of Long-Run Elasticities of Japanese Import Demand," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 625-639, September.
    4. Gerdesmeier, Dieter, 1996. "The role of wealth in money demand," Discussion Paper Series 1: Economic Studies 1996,05e, Deutsche Bundesbank.
    5. Tyrväinen, Timo, 1995. "Wage determination in the long run, real wage resistance and unemployment : Multivariate analysis of cointegrating relations in 10 OECD economies," Research Discussion Papers 12/1995, Bank of Finland.
    6. repec:zbw:bofrdp:1995_012 is not listed on IDEAS

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