Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis

DOI10.1016/0165-1765(91)90038-MzbMath0825.90207OpenAlexW2063527907WikidataQ126409223 ScholiaQ126409223MaRDI QIDQ1189343

Paul Andrew Johnson

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90038-m

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Asymptotic Properties of Residual Based Tests for Cointegration
• Testing for a unit root in time series regression

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