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Testing for PPP and UIP in an FIML framework · Study

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ArticleTesting for PPP and UIP in an FIML framework

Guglielmo Maria Caporale2001

Article2001

Testing for PPP and UIP in an FIML framework

Guglielmo Maria Caporale · Sarantis C. Kalyvitis · Nikitas Pittis B

23 citations·0/0 files stored·Journal of Policy Modeling

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1976Expectations and Exchange Rate Dynamics 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 1984Exchange Rate Theory and Practice 1983Deviations from Purchasing Power Parity in the Long Run 1988An empirical examination of long-run purchasing power parity using cointegration techniques

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1999What do We Really Know about Real Exchange Rates?chapter · 11 shared references 1996Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the ECarticle · 10 shared references 1995Chapter 32 Perspectives on PPP and long-run real exchange rateschapter · 9 shared references 1996Time-Series-Based Econometricsbook · 9 shared references 2002Macroeconomic Managementbook · 9 shared references 1998What determines real exchange rates?article · 8 shared references

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Year2001

Typearticle

Published2001-08-01

VenueJournal of Policy Modeling

ISSN-L0161-8938

Languageen

Citations23

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0161-8938(01)00078-3

openalex_workW1501947503

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