Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK
Year of publication: |
1990
|
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Authors: | Johansen, Søren ; Jusélius, Katarina |
Publisher: |
Copenhagen |
Subject: | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Kointegration | Cointegration | Schätzung | Estimation |
Extent: | 35 S. : graph. Darst |
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Series: | Discussion papers / Institute of Economics, University of Copenhagen. - Copenhagen, ISSN 0902-6452, ZDB-ID 2595074-5. - Vol. 90,05 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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