Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany

Katarina Juselius

Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany

Department of Economics

Original language	English
Title of host publication	Econometric Decision Models: New Methods of Modeling and Applications : Proceedings of the 2nd International Conference on Econometric Decision Model
Editors	Josef Gruber
Publisher	Springer
Publication date	1991
Pages	336-357
ISBN (Print)	0387543732
Publication status	Published - 1991
Event	Long-run relations in a well-defined statistical model for the data generating process - Duration: 29 Nov 2010 → …

Conference

Conference	Long-run relations in a well-defined statistical model for the data generating process
Period	29/11/2010 → …

Cite this

Juselius, K. (1991). Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany. In J. Gruber (Ed.), Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model (pp. 336-357). Springer.

Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany. / Juselius, Katarina.
Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model. ed. / Josef Gruber. Springer, 1991. p. 336-357.

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Juselius, K 1991, Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany. in J Gruber (ed.), Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model. Springer, pp. 336-357, Long-run relations in a well-defined statistical model for the data generating process, 29/11/2010.

Juselius K. Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany. In Gruber J, editor, Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model. Springer. 1991. p. 336-357

Juselius, Katarina. / Long-run relations in a well-defined statistical model for the data generating process : Cointegration analysis of the PPP and the UIP relations for Denmark and Germany. Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model. editor / Josef Gruber. Springer, 1991. pp. 336-357

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