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]

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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.


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


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