An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States

Abstract

Matematisk statistik

Originalsprog	Engelsk
Titel	Macroeconomic Modeling of the Long Run
Redaktører	Colin Hargreaves
Udgivelsessted	England
Forlag	Elgar
Publikationsdato	1992
Sider	229-248
ISBN (Trykt)	1-85278-657-4
Status	Udgivet - 1992

@inbook{569788c074d111dbbee902004c4f4f50,

title = "An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States",

abstract = "Matematisk statistik",

author = "S{\o}ren Johansen",

year = "1992",

language = "English",

isbn = "1-85278-657-4",

pages = "229--248",

editor = "Colin Hargreaves",

booktitle = "Macroeconomic Modeling of the Long Run",

publisher = "Elgar",

}