Nonstationary and Level Shifts With An Application To Purchasing Power Parity

Timothy Vogelsang and Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: economic models; econometrics; tests; exchange rate; prices; purchasing power (search for similar items in EconPapers)
Pages: 27 pages
Date: 1991
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Citations: View citations in EconPapers (22)

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Journal Article: Nonstationarity and Level Shifts with an Application to Purchasing Power Parity (1992)
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