TY  - RPRT
AU  - Jiménez Martín, Juan Ángel
AU  - Robles Fernández, María Dolores
PY  - 2005
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/56629
AB  - This paper estimates the dynamics of adjustment to long run purchasing power parity (PPP) using data for 18 mayor bilateral US dollar exchange rates, over the post-Bretton Woods period, in a non-linear framework. We use new unit root and cointegration...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Unit-root test
KW  - Cointegration test
KW  - Fourier approximation
KW  - Nonlinear model
KW  - Exchange rates
KW  - Purchasing power parity.
TI  - Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations
TY  - technical report
VL  - 2005
ER  -