Potential pitfalls for the purchasing-power-parity puzzle?
Subtitle: sampling and specification biases in mean-reversion tests of the law of one price
By: Alan M. Taylor.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 7577; Working paper series (National Bureau of Economic Research) -- working paper no. 7577.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 28
Subjects: Purchasing power parity -- Econometric models.; Prices -- Econometric models.
Genres: Econometric models.
Other titles: Sampling and specification biases in mean-reversion tests of the law of one price; Potential pitfalls for the purchasing power parity puzzle
Notes: "March 2000."

JEL no. C22, C51, F10, F30, F40.

Includes bibliographical references (p. 25-28).

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Electronic version available via the Internet at the NBER World Wide Web site.