Long-run purchasing power parity with short-run data: Evidence with a null hypothesis of stationarity

Journal of International Money and Finance

Volumn 18, Issue 5, 1999, Pages 751-768

  Culver, Sarah E ^a   Papell, David H ^b  

^a UNIVERSITY OF ALABAMA AT BIRMINGHAM   (United States)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

C15; C23; Cointegration; F31; F41; Nominal exchange rates; Purchasing power parity; Real exchange rates; Stationary null hypothesis

Indexed keywords

EID: 0012905857     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(99)00028-5     Document Type: Article

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