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

Journal of Econometrics

Volumn 69, Issue 1, 1995, Pages 211-240

  Juselius, Katarina ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Cointegration; Purchasing power parity; Uncovered interest rate parity; VAR model

Indexed keywords

EID: 58149362602     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01669-Q     Document Type: Article

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