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
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",
author = "Katarina Juselius",
year = "1993",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",
}
TY - UNPB
T1 - Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run?
T2 - An Example of Likelihood Inference in a Multivariate Time-Series Model
AU - Juselius, Katarina
PY - 1993
Y1 - 1993
M3 - Working paper
BT - Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run?
PB - Department of Economics, University of Copenhagen