Open AccessPurchasing Power Parity: Three Stakes Through the Heart of the Unit Root Null
Author(s) -
Matthew J. Higgins,
Egon Zakrajšek
Publication year - 2000
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2000.22
Subject(s) - purchasing power parity , unit root , null hypothesis , econometrics , homogeneity (statistics) , unit root test , monte carlo method , relative purchasing power parity , statistical hypothesis testing , economics
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