Digging Out the PPP Hypothesis: an Integrated Empirical Coverage
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- Miguel Carvalho & Paulo Júlio, 2012. "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
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More about this item
Keywords
PPP; Real exchange rate; Unit roots; Co-integration; Panel; Nonlinear models; Cross-sectional dependence;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-11-06 (Central Banking)
- NEP-OPM-2010-11-06 (Open Economy Macroeconomics)
Statistics
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