Purchasing Power Parity Revisited: A Time-Varying Parameter Approach
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References listed on IDEAS
- Wallace, Frederick H. & Shelley, Gary L., 2006.
"An alternative test of purchasing power parity,"
Economics Letters, Elsevier, vol. 92(2), pages 177-183, August.
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Cited by:
- Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
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More about this item
Keywords
Purchasing power parity; Fisher-Seater; time-varying parameter; Kalman filter;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
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