Browsing Fakultet for samfunnsvitenskap (SAM) by Subject "Johansen method"
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Purchasing Power Parity in the Nordic Countries
(Master thesis, 2015)This paper tests for purchasing power parity (PPP) between four Nordic coun- tries and the Eurozone using monthly observations from 2000 to 2014. The study employes the Johansen test for cointegration. Johansen method ...