Revisting Purchasing Power Parity for East European Countries Based on Nonparametric Nonlinear Cointegration Test
碩士 === 逢甲大學 === 國際經營管理碩士學位學程 === 98 === This study applies a more powerful rank test for nonlinear cointegration proposed by Brietung (2001) to test the validity of long-run purchasing power parity (PPP) for 7 East European countries over June 1992 to April 2008. The empirical results indicate that...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13896356737697497004 |