TESTING PPP BY MEANS OF ZNZ PATTERNED VECM

DOI10.1142/S021902490800483XzbMath1152.91704OpenAlexW1969817487MaRDI QIDQ3520537

Timothy J. Brailsford, R. D. Terrell, J. H. W. Penm

Publication date: 26 August 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021902490800483x

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Statistical analysis of cointegration vectors
• Forecasting and testing in co-integrated systems
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
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