Dées, Stéphane; Holly, Sean; Pesaran, M. Hashem; … - 2007
Fisher equation across a number of countries, but the test results for the purchasing power parity relation are much weaker … number of countries, but the test results for the purchasing
power parity relation are much weaker. Also the transmission of …11
Keywords: Global VAR, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity,
persistence …