Threshold Cointegration and the PPP Hypothesis (original) (raw)

Journal of Applied Statistics, 2004

Abstract

Page 1. Journal of Applied Statistics, Vol. 31, No. 1, 115–127, January 2004 Threshold Cointegration and the PPP Hypothesis PEDRO MDCB GOUVEIA* & PAULO MM RODRIGUES** *University of Algarve, ESGHT, Portima ...

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