Purchasing power parity in Brazil: A test for fractional cointegration

Applied Economics

Volumn 33, Issue 9, 2001, Pages 1175-1185

  Alves, Denisard C O ^a   Cati, Regina Célia ^b   Fava, Vera Lucia ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; PURCHASING POWER PARITY;

BRAZIL;

EID: 0034946874     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840122819     Document Type: Article

References (32)

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6. A fractional cointegration analysis of purchasing power parity
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10. Determining the order of differencing in autoregressive process
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28. Maximum likelihood estimation of stationary univariate fractionally integrated time series models
29. A politica cambial brasileira, 1889-1946
30. Cointegração e taxa de câmbio: Testes sobre a PPP e os termos de troca do Brasil de 1855 a 1990