Listagem FGV EPGE - Ensaios Econômicos por Título "Purchasing power parity and the unit root tests: a robust analysis"
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Purchasing power parity and the unit root tests: a robust analysis
2004-07-01Empirical evidence suggests that real exchange rate is characterized by the presence of near-unity and additive outliers. Recent studeis have found evidence on favor PPP reversion by using the quasi-differencing (Elliott ...


