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dc.contributor.authorHunter, J-
dc.contributor.authorSimpson, M-
dc.identifier.citationEconomics and Finance Working papers, Brunel University, 04-22en
dc.description.abstractThe Article considers the speciÞcation of models used to test Pur- chasing Power Parity when applied to cross exchange rates. SpeciÞcally, conventional dynamic models used to test stationarity of the real exchange rate are likely to be misspeciÞed, except when the parameters of each ex- change rate equation are the sameen
dc.format.extent69933 bytes-
dc.publisherBrunel Universityen
dc.subjectArbitrage; misspeciÞcation; non-stationarity; Purchasing Poweren
dc.subjectParity; real exchange rateen
dc.titleThe specification of cross exchange rate equations used to test Purchasing Power Parityen
dc.typeResearch Paperen
Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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