The long-run relation between black market and official exchange rates: Evidence from panel cointegration

DOI10.1016/S0165-1765(02)00081-2zbMath1015.91517OpenAlexW2057055819MaRDI QIDQ1608842

A. B. M. Nasir, Ilir Miteza, Mohsen Bahmani-Oskooee

Publication date: 13 August 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00081-2

zbMATH Keywords

panel datapanel cointegrationblack market and official exchange rates

Mathematics Subject Classification ID

Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Testing for unit roots in heterogeneous panels.
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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