Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes
作者： Walter Enders
DOI: 10.2307/1926789
关键词:
摘要: … This paper employs two alternative tests (ARIMA and Cointegration) which can be used to estimate the Purchasing Power Parity relationship under fixed or flexible exchange rates. …
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sci-hub.se 参考文章(1)
MICHAEL ADLER, BRUCE LEHMANN, Deviations from Purchasing Power Parity in the Long Run Journal of Finance. ,vol. 38, pp. 1471- 1487 ,(1983) , 10.1111/J.1540-6261.1983.TB03835.X