TESTING PPP BY MEANS OF ZNZ PATTERNED VECM

DOI10.1142/S021902490800483XMaRDI QIDQ3520537zbMATH OpenOpenAlexFDO

Authors T. J. Brailsford, R. D. Terrell, Jack 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)

Recommendations

• Investigating nonlinear purchasing power parity during the post-Bretton Woods era -- a Bayesian exponential smooth transition VECM approach
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Cites work

• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• scientific article; zbMATH DE number 5206499 (Why is no real title available?)
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
• Forecasting and testing in co-integrated systems
• Statistical analysis of cointegration vectors

Cited in

(1)

• Investigating nonlinear purchasing power parity during the post-Bretton Woods era -- a Bayesian exponential smooth transition VECM approach

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