Nonstationary and Level Shifts With An Application To Purchasing Power Parity
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Other versions of this item:
- Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-320, July.
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Keywordseconomic models ; econometrics ; tests ; exchange rate ; prices ; purchasing power;
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