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dc.contributor.authorPEDERSEN, Michaelen
dc.date.accessioned2006-06-09T08:27:32Z
dc.date.available2006-06-09T08:27:32Z
dc.date.issued2003
dc.identifier.citationFlorence : European University Institute, 2003en
dc.identifier.urihttps://hdl.handle.net/1814/5033
dc.descriptionDefence date: 6 June 2003
dc.descriptionExamining 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
dc.descriptionFirst made available online on 23 April 2018
dc.description.tableofcontents-- 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 termsen
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherEuropean University Instituteen
dc.relation.ispartofseriesEUIen
dc.relation.ispartofseriesECOen
dc.relation.ispartofseriesPhD Thesisen
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subject.lcshEconometrics
dc.titleEssays on applications of I(1) and I(2) cointegrated VAR models on issues in international price partiesen
dc.typeThesisen
dc.identifier.doi10.2870/536693
dc.neeo.contributorPEDERSEN|Michael|aut|
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