메뉴 건너뛰기




Volumn 43, Issue 3-6, 1997, Pages 437-443

Common trends and generalized purchasing power parity

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMICS; INTERNATIONAL TRADE; MATHEMATICAL MODELS;

EID: 0031102911     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-4754(97)00029-3     Document Type: Article
Times cited : (7)

References (12)
  • 1
    • 84944835541 scopus 로고
    • Deviations from purchasing power parity in the long run
    • Michael Adler and Bruce Lehman, Deviations from purchasing power parity in the long run, J. Finance 38 (1983) 1471-1487.
    • (1983) J. Finance , vol.38 , pp. 1471-1487
    • Adler, M.1    Lehman, B.2
  • 2
    • 0000397632 scopus 로고
    • Cointegration and tests of purchasing power parity
    • August
    • Dean Corbae and Sam Ouliaris, Cointegration and tests of purchasing power parity, Review of Economics and Statistics (August 1988) 508-512.
    • (1988) Review of Economics and Statistics , pp. 508-512
    • Corbae, D.1    Ouliaris, S.2
  • 3
    • 85036258669 scopus 로고
    • The likelihood ratio statistics for autoregressive time series with a unit root
    • David Dickey and Wayne Fuller, The likelihood ratio statistics for autoregressive time series with a unit root, J. Amer. Stat. Asso. 74(8) (1979) 427-131.
    • (1979) J. Amer. Stat. Asso. , vol.74 , Issue.8 , pp. 427-1131
    • Dickey, D.1    Fuller, W.2
  • 4
    • 0000472488 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • David Dickey and Wayne Fuller, Distribution of the estimators for autoregressive time series with a unit root, Econometrica 49(7) (1981) 1057-1072.
    • (1981) Econometrica , vol.49 , Issue.7 , pp. 1057-1072
    • Dickey, D.1    Fuller, W.2
  • 5
    • 35248821084 scopus 로고
    • Determining the order of differencing in autoregressive processes
    • David Dickey and S. Pantula, Determining the order of differencing in autoregressive processes, J. Business Economic Statistics 15 (1987) 455-456.
    • (1987) J. Business Economic Statistics , vol.15 , pp. 455-456
    • Dickey, D.1    Pantula, S.2
  • 6
    • 0000852872 scopus 로고
    • Expectations and exchange rate dynamics
    • Rudiger Dornbusch, Expectations and exchange rate dynamics, J. Political Economy 84(12) (1976) 1161-1176.
    • (1976) J. Political Economy , vol.84 , Issue.12 , pp. 1161-1176
    • Dornbusch, R.1
  • 7
    • 0000397633 scopus 로고
    • ARIMA and cointegration tests of purchasing power parity
    • August
    • Walter Enders, ARIMA and cointegration tests of purchasing power parity, Review of Economics and Statistics (August 1988) 504-508.
    • (1988) Review of Economics and Statistics , pp. 504-508
    • Enders, W.1
  • 8
    • 84982678282 scopus 로고
    • The theory of generalized purchasing power parity: Tests in the pacific rim
    • Walter Enders and Stan Hurn, The theory of generalized purchasing power parity: Tests in the pacific rim., Review of International Economics 2 (1994) 179-190.
    • (1994) Review of International Economics , vol.2 , pp. 179-190
    • Enders, W.1    Hurn, S.2
  • 9
    • 0345510809 scopus 로고
    • Statistical analysis of cointegrating vectors
    • Soren Johansen, Statistical analysis of cointegrating vectors, J. Economic Dynamics and Control 12 (1988) 231-254.
    • (1988) J. Economic Dynamics and Control , vol.12 , pp. 231-254
    • Johansen, S.1
  • 10
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration with applications to the demand for money
    • Soren Johansen and K. Juselius, Maximum likelihood estimation and inference on cointegration with applications to the demand for money, Oxford Bulletin of Economics and Statistics 52 (1990) 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 11
    • 0002999784 scopus 로고
    • Empirical Regularities of the Exchange Rate and Theories of the Foreign Exchange Market
    • Karl Brunner and Alan Metzler (eds.), North Holland, Amsterdam
    • Michael Mussa, Empirical Regularities of the Exchange Rate and Theories of the Foreign Exchange Market, in: Karl Brunner and Alan Metzler (eds.), Policies for Employment, Prices, and Exchange Rates (North Holland, Amsterdam, 1979).
    • (1979) Policies for Employment, Prices, and Exchange Rates
    • Mussa, M.1
  • 12
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • Peter Phillips and Pierre Perron, Testing for a unit root in time series regression, Biometrica 75 (1988) 335-460.
    • (1988) Biometrica , vol.75 , pp. 335-460
    • Phillips, P.1    Perron, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.