Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
type: Item
instance of: scholarly article
title: Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
zbMATH Open document ID: 0825.62961
DOI: 10.1016/0304-4076(94)01669-Q
author: Katarina Juselius
published in: Journal of Econometrics
publication date: 1995-11-14T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 803356
describes a project that uses: CATS
MaRDI profile type: Publication
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full work available at URL: 0304-4076(94)01669-q
OpenAlex ID: W2005903054
description: scientific article; zbMATH DE number 803356