Open AccessPurchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries
Author(s) -
Georgios Loukopoulos,
Dimitrios Antonopoulos
Publication year - 2015
Publication title -
business and economic research
Language(s) - English
Resource type - Journals
ISSN - 2162-4860
DOI - 10.5296/ber.v5i1.7177
Subject(s) - purchasing power parity , cointegration , econometrics , unit root , economics , exchange rate , unit root test , johansen test , variance decomposition of forecast errors , relative purchasing power parity , shock (circulatory) , statistics , mathematics , monetary economics , error correction model , medicine
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