ARIMA AND COINTEGRATION TESTS OF PPP UNDER FIXED AND FLEXIBLE EXCHANGE-RATE REGIMES

被引：131
作者：
ENDERS, W
机构：
来源：
REVIEW OF ECONOMICS AND STATISTICS | 1988年 / 70卷 / 03期
关键词：
D O I：
10.2307/1926789
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：504 / 508
页数：5
相关论文
共 11 条
[1]   DEVIATIONS FROM PURCHASING POWER PARITY IN THE LONG RUN [J].
ADLER, M ;
LEHMANN, B .
JOURNAL OF FINANCE, 1983, 38 (05) :1471-1487
[2]  
DAVUTYAN N, 1985, AM ECON REV, V75, P1151
[3]   LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].
DICKEY, DA ;
FULLER, WA .
ECONOMETRICA, 1981, 49 (04) :1057-1072
[4]  
DORNBUSCH R, 1980, BROOKINGS PAPERS EC, V1, P143
[5]  
ENGEL RF, 1987, ECONOMETRICA, V55, P251
[6]  
FRENKEL J, 1981, EUROPEAN EC REV, V16, P265
[7]   FLEXIBLE EXCHANGE-RATES, PRICES, AND THE ROLE OF NEWS - LESSONS FROM THE 1970S [J].
FRENKEL, JA .
JOURNAL OF POLITICAL ECONOMY, 1981, 89 (04) :665-705
[8]   A RE-EXAMINATION OF PURCHASING POWER PARITY - A MULTI-COUNTRY AND MULTI-PERIOD STUDY [J].
HAKKIO, CS .
JOURNAL OF INTERNATIONAL ECONOMICS, 1984, 17 (3-4) :265-277
[9]   TRENDS AND RANDOM-WALKS OF REAL EXCHANGE-RATES [J].
JUNGE, G .
WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS, 1985, 121 (03) :427-437
[10]   MEASURING AND ANALYZING THE EFFECTS OF SHORT-TERM VOLATILITY IN REAL EXCHANGE-RATES [J].
KENEN, PB ;
RODRIK, D .
REVIEW OF ECONOMICS AND STATISTICS, 1986, 68 (02) :311-315
12