Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Policy Modeling.
Volume (Year): 14 (1992)
Issue (Month): 4 (August)
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Web page: http://www.elsevier.com/locate/inca/505735
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- Macchiarelli, Corrado, 2011. "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series 1404, European Central Bank.
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- Rault, Christophe, 2000. "Non-causality in VAR-ECM models with purely exogenous long-run paths," Economics Letters, Elsevier, vol. 66(1), pages 7-15, January.
- Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2011. "The real uncovered interest parity: The case of Canada and the USA," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 255-267, March.
- Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
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