AN EMPIRICAL-EXAMINATION OF LONG-RUN PURCHASING POWER PARITY USING COINTEGRATION TECHNIQUES

被引：223

作者：

TAYLOR, MP

机构：

[1] CTR ECON POLICY RES,LONDON,ENGLAND

[2] BANK ENGLAND,DIV ECON,LONDON,ENGLAND

来源：

APPLIED ECONOMICS | 1988年 / 20卷 / 10期

关键词：

D O I：

10.1080/00036848800000107

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1369 / 1381

页数：13

共 46 条

[11] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].

DICKEY, DA ;

FULLER, WA .

ECONOMETRICA, 1981, 49 (04) :1057-1072

[12] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].

DICKEY, DA ;

FULLER, WA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431

[13] EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].

DORNBUSCH, R .

JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176

[14] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J].

ENGLE, RF ;

GRANGER, CWJ .

ECONOMETRICA, 1987, 55 (02) :251-276

[15] PURCHASING POWER PARITY - DOCTRINAL PERSPECTIVE AND EVIDENCE FROM 1920S [J].

FRENKEL, JA .

JOURNAL OF INTERNATIONAL ECONOMICS, 1978, 8 (02) :169-191

[16] THE COLLAPSE OF PURCHASING POWER PARITIES DURING THE 1970S [J].

FRENKEL, JA .

EUROPEAN ECONOMIC REVIEW, 1981, 16 (01) :145-165

[17]

FRENKEL JA, 1978, MONETARY APPROACH BA

[18]

Friedman Milton, 1957, THEORY CONSUMPTION F

[19]

FULLER WA, 1976, INTRO STATISTICAL TI

[20] PURCHASING POWER PARITY UNDER FIXED AND FLEXIBLE EXCHANGE-RATES [J].

GENBERG, H .

JOURNAL OF INTERNATIONAL ECONOMICS, 1978, 8 (02) :247-276

← 1 2 3 4 5 →