Date: 2003
Type: Thesis
Essays on applications of I(1) and I(2) cointegrated VAR models on issues in international price parties
Florence : European University Institute, 2003, EUI, ECO, PhD Thesis
PEDERSEN, Michael, Essays on applications of I(1) and I(2) cointegrated VAR models on issues in international price parties, Florence : European University Institute, 2003, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/5033
Retrieved from Cadmus, EUI Research Repository
Table of Contents:
-- Stock market integration and the cointegrated VAR
-- Does the PPP hold within the US?
-- PPP, cointegration, and non-stationary inflation
-- I(2)-to-I(l) transformation and deterministic terms
Additional information:
Defence date: 6 June 2003; Examining Board: Søren Johansen, Supervisor, External EUI and Copenhagen ; Anindya Banerjee, EUI ; Marius Ooms, Free University Amsterdam, Dept. of Econometrics ; Andrew Harvey, University of Cambridge, Faculty of Economics and Politics; First made available online on 23 April 2018
Cadmus permanent link: https://hdl.handle.net/1814/5033
Full-text via DOI: 10.2870/536693
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Econometrics
