Dimitrios Antonopoulos

Athens University of Economics and Business - Department of Accounting and Finance

76 Patission Street

GR-104 34 Athens

Greece

University of Patras, Department of Business Administration

Student

Patras

Greece

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Purchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries

Number of pages: 19 Posted: 07 Nov 2014
Georgios Loukopoulos and Dimitrios Antonopoulos
The Open University and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 257 (125,100)

Abstract:

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Purchasing Power Parity, Exchange Rate, Unit Root, Half-Life, Cointegration, VAR, Impulse Response, Variance Decomposition