• Title of article

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

  • Author/Authors

    M. Caner، نويسنده , , L. Kilian، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    19
  • From page
    639
  • To page
    657
  • Keywords
    Purchasing power parity , Finite-sample critical values , Mean reversion , Real exchange rates
  • Journal title
    Journal of International Money and Finance
  • Serial Year
    2001
  • Journal title
    Journal of International Money and Finance
  • Record number

    191300