Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity

International Journal of Forecasting

Volumn 14, Issue 2, 1998, Pages 171-186

  Enders, Walter ^a   Falk, Barry ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Comparative Methods; Exchange Rates; Threshold Model; Unit Roots

Indexed keywords

EID: 0032086711     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(98)00025-9     Document Type: Article

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