Empirical evidence on PPP deviations' persistence
Carluccio, Giorgio Cesare (A.A. 2019/2020) Empirical evidence on PPP deviations' persistence. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 45. [Master's Degree Thesis]
|
PDF (Full text)
Download (504kB) | Preview |
Abstract/Index
Literature review. Early studies. PPP failure and the Balassa-Samuelson effect. New approaches and nonlinearities. PPP deviations and their persistence: the role of Half-Lives. Models. Augmented AR model with linear trend. ESTAR model. Data. Data sources. Descriptive statistics. Empirical results. PCA empirical results.
References
Bibliografia: pp. 33-34.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Grassi, Stefano |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Additional Information: | La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2019/2020 ed è pubblicata online dalla Luiss University Press nella collana Working Paper. |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 28 Apr 2021 12:33 |
| Last Modified: | 14 Jul 2021 09:20 |
| URI: | https://tesi.luiss.it/id/eprint/29244 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
