Fractional cointegration, low frequency dynamics and long-run purchasing power parity
Subtitle: An analysis of the Australian dollar over its recent float (School ... and Business Economics working paper series)
Publisher: Edith Cowan University
Published: 1998
Language: eng
Format: Unknown Binding
ISBN-13: 9780729804165
Subjects: Australia; Econometric models; Foreign exchange rates; Money supply; Purchasing power parity