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

Abstract

Matematisk statistik

Original language	English
Title of host publication	Macroeconomic Modeling of the Long Run
Editors	Colin Hargreaves
Place of Publication	England
Publisher	Elgar
Publication date	1992
Pages	229-248
ISBN (Print)	1-85278-657-4
Publication status	Published - 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",

}