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Browsing ECO Articles by Author "TORO, Juan"
Now showing items 1-2 of 2
Title:Estimation and Testing of Arfima Models in the Real Exchange Rate
Author(s):GIL-ALANA, Luis A.; TORO, JuanDate:2002Type of Publication:ArticleAbstract:The Purchasing Power Parity (PPP) hypothesis is one of the most important theoretical relationships in international economics. However, its empirical support remains controversial. We propose an alternative way of modelling ...