Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration
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Cited by:
- Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
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More about this item
Keywords
Purchasing Power Parity; G-7 Countries; ADL Test; Threshold Cointegration;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
Statistics
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