Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom
Year of publication: |
1992
|
---|---|
Authors: | Hunter, John |
Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 14.1992, 4, p. 453-463
|
Subject: | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Großbritannien | United Kingdom | 1972-1987 |
-
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem, (1997)
-
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem, (1996)
-
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem, (1993)
- More ...
-
Caporale, Guglielmo Maria, (2013)
-
Caporale, Guglielmo Maria, (2013)
-
Direct participation in action : the new bureaucracy
Pace, David E., (1978)
- More ...