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1999•Journal of Empirical FinanceRequires access

Multivariate unit root tests of the PPP hypothesis

Renato G. Flôres, Philippe Jorion, Pierre-Yves Preumont, Ariane Szafarz

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Key concepts: Purchasing power parity, Univariate, Mean reversion, Multivariate statistics, Unit root, Econometrics, Liberian dollar, Economics

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