메뉴 건너뛰기




Volumn 13, Issue 1, 2002, Pages 5-26

Purchasing power parity: Error correction models and structural breaks

Author keywords

Error correction models; Multiple structural breaks; Purchasing power parity

Indexed keywords

ERROR CORRECTION; EXCHANGE RATE; METHODOLOGY; PRICE DYNAMICS; PURCHASING POWER PARITY;

EID: 0036167596     PISSN: 09237992     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1012298028415     Document Type: Article
Times cited : (13)

References (43)
  • 2
    • 0346906789 scopus 로고    scopus 로고
    • Estimating and testing linear models with multiple structural changes
    • (1998) Econometrica , vol.66 , Issue.1 , pp. 47-78
    • Bai, J.1    Perron, P.2
  • 24
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in a Gaussian vector autoregresive models
    • (1992) Econometrica , vol.59 , pp. 1551-1581
    • Johansen, S.1
  • 32
    • 0008304075 scopus 로고    scopus 로고
    • Paridad del Poder Adquisitivo: Cointegración y Cambios Estructurales
    • Instituto Complutense de Análisis Económico (ICAE), University Complutense of Madrid
    • (1999) Working Paper 9905
    • Morales, A.1    Peruga, R.2
  • 37
    • 38149148349 scopus 로고
    • A comparison of tests of linear hypothesis in cointegrated vector autorregresive models
    • (1994) Economic Letters , vol.45 , pp. 137-144
    • Psaradakis, Z.1
  • 40
    • 84948866113 scopus 로고
    • An empirical examination of long-run purchasing power parity using cointegration techniques
    • (1988) Applied Economics , vol.20 , pp. 1369-1381
    • Taylor, M.P.1
  • 42
    • 0000495725 scopus 로고
    • Dollar-sterling exchange rate in the 1920's: Purchasing power parity and the norman conquest of $4.86
    • (1992) Applied Economics , vol.24 , pp. 803-811
    • Taylor, M.P.1
  • 43


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.