Using a VECM to test exogeneity and forecastability in the PPP condition

Author： Norrbin Stefan C. Reffett Kevin L. Ji Yaohua

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.7, Iss.1, 1997-01, pp. : 87-95

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A simple test for PPP among traded goods

By Hans Franses Philip van Dijk Dick

Applied Financial Economics, Vol. 16, Iss. 1-2, 2006-01 ,pp. : 19-27

Routledge Ltd

Access to resources Recommend Favorite

Exchange rate misalignment: a new test of long-run PPP based on cross-country data

By Yotopoulos Pan A. Sawada Yasuyuki

Applied Financial Economics, Vol. 16, Iss. 1-2, 2006-01 ,pp. : 127-134

Routledge Ltd

Access to resources Recommend Favorite

Ricardian equivalence and super exogeneity: a new approach

By Kónya László Abdullaev Bekzod

Global Business and Economics Review, Vol. 16, Iss. 1, 2014-12 ,pp. : 87-99

Inderscience Publishers

Access to resources Recommend Favorite

Identifying credit and liquidity effects using a rank condition

By Rossiter R. D.

Applied Financial Economics, Vol. 8, Iss. 5, 1998-10 ,pp. : 469-475

Routledge Ltd

Access to resources Recommend Favorite

The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model

Applied Financial Economics, Vol. 24, Iss. 15, 2014-08 ,pp. : 1017-1030

Routledge Ltd

Access to resources Recommend Favorite