Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model-Reference-Cited by-同舟云学术

Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model

Published:1995-09 Issue:1 Volume:69 Page:211-240
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Juselius Katarina

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference37 articles.

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2. Economic integration and the PPP-UIP hypotheses: An application to the Spanish integration in the EC;Camarero,1993

3. Real exchange rates and macroeconomics: A selected survey;Dornbush;Scandinavian Journal of Economics,1989

4. A quantitative reassessment of the purchasing power parity hypothesis: Some evidence on Norway and the United Kingdom;Edison;Journal of Applied Econometrics,1987

5. Econometric evaluation of the exchange rate in models of the U.K. economy;Fisher;The Economic Journal,1990

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