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International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period

Jusélius, Katarina; MacDonald, Ronald - In: International macroeconomics : recent developments, (pp. 79-103). 2006

Persistent link: https://www.econbiz.de/10003425988

International parity relationships and a nonstationary real exchange rate : Germany versus the US in the post Bretton Woods period

Jusélius, Katarina; MacDonald, Ronald - In: Exchange rates : dynamics, expectations and adjustment, (pp. 55-79). 2008

Persistent link: https://www.econbiz.de/10003952350

Examining international parity relations between Kenya and Uganda : a cointegrated vector autoregressive approach

Othieno, Ferdinand Okoth - In: International journal of economics and finance 4 (2012) 6, pp. 132-140

Persistent link: https://www.econbiz.de/10009618579

A testing of the purchasing power parity hypothesis using a vector autoregressive model

Miyakoshi, Tatsuyoshi - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 541-552

Persistent link: https://www.econbiz.de/10002223199

Structural analysis of vector error correction models with exogenous I (1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343

Persistent link: https://www.econbiz.de/10001496593

Alternative approaches to real exchange rates and real interest rates : three up and three down

Edison, Hali J.; Melick, William Robert - In: International journal of finance & economics : IJFE 4 (1999) 2, pp. 93-111

Persistent link: https://www.econbiz.de/10001434282

International Parity Relations between Poland and Germany : A Cointegrated VAR Approach

Stazka-Gawrysiak, Agnieszka - 2008

This paper analyses empirically the purchasing power parity, the uncovered interest parity and the real interest parity (Fisher parity) between Poland and Germany. The international parity relations are investigated jointly within the cointegrated VAR framework. Our analysis fails to find...

Persistent link: https://www.econbiz.de/10014216574

Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK

Johansen, Søren; Jusélius, Katarina - 1990

Persistent link: https://www.econbiz.de/10000786481

Do purchasing power and interest rate parities hold for the EUR/HUF exchange rate?

Erdey, László; Földvári, Péter - In: Acta oeconomica : periodical of the Hungarian Academy … 59 (2009) 3, pp. 289-306

Persistent link: https://www.econbiz.de/10003883727

Co-integration tests of exchange rate parity conditions and a monetary model of exchange rate : evidence from the Czech Republic, Hungary, Poland, and Slovakia

Pošta, Vít - In: Ekonomické rozhl'ady 39 (2010) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10008825778

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