Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
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DOI: 10.1016/j.najef.2012.07.005
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- Beckmann, Joscha, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 272, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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More about this item
Keywords
Purchasing power parity; Cointegration; Nonlinear vector error correction;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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