Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
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- Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers 99-08, Michigan - Center for Research on Economic & Social Theory.
- Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper 99-21, Federal Reserve Bank of Atlanta.
- Kilian, Lutz & Zha, Tao, 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers 2334, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Chan, Tze-Haw, 2002. "Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition," MPRA Paper 34642, University Library of Munich, Germany.
- repec:mfa:journl:v:11:y:2003:i:1&2:p:23-40 is not listed on IDEAS
- Chan Tze Haw & Khong Wye Leong Roy & Zubaidi Baharumshah, 2003.
"Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity,"
Capital Markets Review,
Malaysian Finance Association, vol. 11(1&2), pages 23-40.
- Chan, Tze-Haw & Khong, Wye Leong Roy & Baharumshah, Ahmad Zubaidi, 2003. "Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity," MPRA Paper 2209, University Library of Munich, Germany, revised 2003.
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Keywords
TIME SERIES ; ECONOMIC MODELS ; EXCHANGE RATE;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
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