Inflation, exchange rates and PPP in a multivariate panel cointegration model

Author:

Jacobson Tor,Lyhagen Johan,Larsson Rolf,Nessén Marianne

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Reference37 articles.

1. Long-run purchasing power parity during the recent float

2. M. Chinn (1997 ). Sectoral productivity, government spending and real exchange rates: empirical evidence for OECD countries . NBER working paper no. 6017.

3. R. Davidson, and J. G. McKinnon (1996 ). The power of bootstrap tests . Discussion Paper no. 937, Queen's Institute for Economic Research.

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