A novel test of the monetary approach using black market exchange rates and the Johansen-Juselius cointegration method

DOI10.1016/0165-1765(93)90214-WzbMath0800.62767OpenAlexW2003474989MaRDI QIDQ1311306

Sanath C. Jayanetti, Hendrik van den Berg

Publication date: 13 January 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90214-w

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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