مرکز منطقه ای اطلاع رساني علوم و فناوري - Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate

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 :

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

Link To Document :