Temporal Aggregation and Purchasing Power Parity Persistence
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DOI: 10.1016/j.jimonfin.2011.05.008
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- Ahmad, Yamin & Craighead, William D., 2011. "Temporal aggregation and purchasing power parity persistence," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 817-830, September.
- Yamin Ahmad & William Craighead, 2010. "Temporal Aggregation and Purchasing Power Parity Persistence," Working Papers 10-01, UW-Whitewater, Department of Economics, revised Feb 2011.
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More about this item
Keywords
Temporal Aggregation; Real Exchange Rates; Purchasing Power Parity; Exchange Rate Persistence; Half-Lives;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-04-02 (Central Banking)
- NEP-OPM-2011-04-02 (Open Economy Macroeconomics)
Statistics
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