Multivariate unit root tests of the PPP hypothesis

Journal of Empirical Finance

Volumn 6, Issue 4, 1999, Pages 335-353

  Flôres, Renato ^a   Jorion, Philippe ^b   Preumont, Pierre Yves ^a   Szafarz, Ariane ^a  

^a SOLVAY BRUSSELS SCHOOL OF ECONOMICS AND MANAGEMENT   (Belgium)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

C22; F21; F31; F47; G15; Mean reversion; Multivariate tests; Purchasing power parity; Real exchange rate; Unit root

Indexed keywords

EID: 18144441800     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(99)00011-0     Document Type: Article

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