Purchasing power parity: Granger causality tests for the yen-dollar exchange rate
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- Schnabl, Gunther & Baur, Dirk, 2002. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Japan and the World Economy, Elsevier, vol. 14(4), pages 425-444, December.
- Gunther Schnabl & Dirk Baur, 2005. "Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate," International Finance 0506006, University Library of Munich, Germany.
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Keywords
yen; yen-dollar exchange rate; purchasing power parity; Granger causality test;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
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