Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate

Author:

Caner M,Kilian L

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

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5. Relative labor productivity and the real exchange rate in the long-run: evidence from a panel of OECD countries;Canzoneri;Journal of International Economics,1999

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