Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float

Author： Masih A. Mansur M.   Masih Rumi  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.36, Iss.6, 2004-04, pp. : 593-605

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