On PPP, Unit Roots and Panels
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- Martin Wagner, 2008. "On PPP, unit roots and panels," Empirical Economics, Springer, vol. 35(2), pages 229-249, September.
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More about this item
Keywords
PPP; Real exchange rate index; Unit root; Panel; Cross-sectional dependence; Factor model;JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2005-10-04 (All new papers)
- NEP-ECM-2005-10-04 (Econometrics)
- NEP-ETS-2005-10-04 (Econometric Time Series)
- NEP-FMK-2005-10-04 (Financial Markets)
- NEP-IFN-2005-10-04 (International Finance)
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