DEVIATIONS FROM PURCHASING POWER PARITY IN THE LONG RUN

被引:192
作者
ADLER, M
LEHMANN, B
机构
关键词
D O I
10.2307/2327581
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1471 / 1487
页数:17
相关论文
共 38 条
[1]  
AIZENMAN J, 1982, MODELING DEVIATIONS
[2]   METHODS OF ASSESSING LONG-RUN EQUILIBRIUM VALUE OF AN EXCHANGE-RATE [J].
ARTUS, JR .
JOURNAL OF INTERNATIONAL ECONOMICS, 1978, 8 (02) :277-299
[3]  
Chow Y., 1978, PROBABILITY THEORY I
[4]  
CUMBY RE, 1982, 142 COL U DEP EC WOR
[5]  
DARBY MR, 1980, 607 NAT BUR EC RES W
[6]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[7]  
DINO RN, 1977, THESIS STATE U NEW Y
[8]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[9]  
DORNBUSCH R, 1980, BROOKINGS PAPERS EC, V1, P143
[10]   INFLATION, REAL RETURNS AND CAPITAL-INVESTMENT [J].
FAMA, EF ;
GIBBONS, MR .
JOURNAL OF MONETARY ECONOMICS, 1982, 9 (03) :297-323