Fractional Integration in the Purchasing Power Parity

Luis Gil-Alana

Economics Working Papers from European University Institute

Abstract: The empirical evidence of the Purchasing Power Parity (PPP) Hypothesis in the exchange rate market is examined by means of fractional integration analysis.

Keywords: ECONOMIC MODELS; EXCHANGE RATE (search for similar items in EconPapers)
JEL-codes: C20 C22 (search for similar items in EconPapers)
Pages: 23 pages
Date: 1998
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eui:euiwps:eco98/18

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