A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries
收藏NBER1995-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5006
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资源简介：
Previous time-series studies have shown evidence of mean- reversion in real exchange rates. Deviations from purchasing power parity (PPP) appear to have half-lives of approximately four years. However, the long samples required for statistical significance are unavailable for most currencies, and
提供机构：
美国国家经济研究局
创建时间：
1995-02-01
