Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC-Reference-Cited by-同舟云学术

Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC

Published:1996-01 Issue:1 Volume:7 Page:61-76
ISSN:0923-7992
Container-title:Open Economies Review
language:en
Short-container-title:Open Econ Rev

Author:

Camarero Mariam,Tamarit Cecilio

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/BF01886129.pdf

Reference46 articles.

1. Abuaf, N. and P. Jorion (1990) “Purchasing Power Parity in the Long Run”,The Journal of Finance 45, 157–174.

2. Adler, M. and B. Lehmann (1983) “Deviations from Purchasing Power Parity in the Long Run”,The Journal of Finance 38, 1471–1487.

3. Ardeni, P.G. and D. Lubian (1983) “Is There a Trend Reversion in Purchasing Power Parity?”European Economic Review 35, 1035–1055.

4. Bekx, P. and G. Tullio (1989) “A Note on the European Monetary System and the Determination of the DM-dollar Exchange Rate”,Cahiers Économiques de Bruxelles 123, 329–343.

5. Bilson, J.F.O. (1978) “The Monetary Approach to the Exchange Rate: Some Empirical Evidence”,Staff Papers 1, IMF.

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