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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Abstract