Testing for PPP: the erratic behaviour of unit root tests (Q1927348)
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scientific article; zbMATH DE number 6120097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for PPP: the erratic behaviour of unit root tests |
scientific article; zbMATH DE number 6120097 |
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Testing for PPP: the erratic behaviour of unit root tests (English)
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1 January 2013
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purchasing power parity (PPP)
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real exchange rate
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unit roots
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stationarity
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parameter instability
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