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european integration, real exchange rates, purchasing power parity, heterogeneous SUR
European integration, real exchange rates, purchasing power parity, heterogeneous SUR
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id590082.
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European integration, real exchange rates, purchasing power parity, heterogenous SUR
PPP, real exchange rates, panel models, unit root tests, heterogeneity, panel tests
Panel Models, Heterogeneity, Purchasing Power Parity, Real Exchange Rates, Unit Root Tests
File name: SSRN-id901232.
International economics, purchasing power parity, real exchange rates, panel models, unit root tests, heterogeneity
Carry trade, international finance, uncovered interest parity
multivariate stochastic volatility models, range-based volatility, exchange rates
fiscal policy, government expenditure, fiscal multiplier, financial sector size, developed countries, developing countries, structural vector autoregression, SVAR
Uncovered interest parity, asymmetric extreme sampling, developed and emerging markets
international portfolio choice, spanning, mean-variance, horizon
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