TESTING PPP BY MEANS OF ZNZ PATTERNED VECM

DOI10.1142/S021902490800483XzbMATH Open1152.91704OpenAlexW1969817487MaRDI QIDQ3520537FDOQ3520537

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

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Forecasting and testing in co-integrated systems
• Statistical analysis of cointegration vectors
• Title not available (Why is that?)
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS

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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