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SCOPUS
Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK
Yoon, Jong Cheol; Min, Dai Hong;
Jei, Sang Young
Article
Issue Date
2019
Citation
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.521, pp.41 - 47
Publisher
ELSEVIER SCIENCE BV
SSCI
SCOPUS
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model
Yoon, Jong Cheol; Min, Dai Hong;
Jei, Sang Young
Article
Issue Date
2020
Citation
ECONOMIC MODELLING, v.90, pp.494 - 500
Publisher
ELSEVIER
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Author
Min, Dai Hong
2
Jei, Sang Young
2
Yoon, Jong Cheol
2
Subject
A time-varying cointegration model
2
Purchasing power parity
2
REGRESSIONS
2
STATISTICAL-INFERENCE
2
COINTEGRATION
1
Exchange rate determination
1
Foreign exchange
1
PPP
1
TESTS
1
Date Issued
2020
1
2019
1
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Article
2
Language
English
2
Journal
Economic Modelling
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Physica A: Statistical Mechanics ...
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