Short Memory and the PPP-puzzle
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More about this item
Keywords
PPP-puzzle; half-life; SMD; SMM; phi-mixing; persistence measure; cross-validation; non-parametric times series analysis; Markov models;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- F0 - International Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2004-10-30 (International Finance)
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