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Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom


  • Hunter, John


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  • Hunter, John, 1992. "Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 453-463, August.
  • Handle: RePEc:eee:jpolmo:v:14:y:1992:i:4:p:453-463

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    References listed on IDEAS

    1. Hoffmann, Johannes & Homburg, Stefan, 1990. "Explaining the Rise and Decline of the Dollar," Kyklos, Wiley Blackwell, vol. 43(1), pages 53-68.
    2. Meese, Richard, 1990. "Currency Fluctuations in the Post-Bretton Woods Era," Journal of Economic Perspectives, American Economic Association, vol. 4(1), pages 117-134, Winter.
    3. Hoffmann, Johannes & Homburg, Stefan, 1991. "Explaining the Rise and Decline of the Dollar: A Reply," Kyklos, Wiley Blackwell, vol. 44(3), pages 451-456.
    4. Menkhoff, Lukas, 1991. "Explaining the Rise and Decline of the Dollar: A Note," Kyklos, Wiley Blackwell, vol. 44(3), pages 445-450.
    5. McKinnon, Ronald I, 1988. "Monetary and Exchange Rate Policies for International Financial Stability: A Proposal," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 83-103, Winter.
    6. Williamson, John, 1987. "Exchange Rate Management: The Role of Target Zones," American Economic Review, American Economic Association, vol. 77(2), pages 200-204, May.
    7. Shibata, Hirofumi & Winrich, J Steven, 1983. "Control of Pollution when the Offended Defend Themselves," Economica, London School of Economics and Political Science, vol. 50(200), pages 425-437, November.
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    Cited by:

    1. Corrado Macchiarelli, 2013. "On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 519-535, August.
    2. Darvas, Zsolt, 1996. "Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben
      [Interest differential and exchange rate expectations in the preannounced crawling band system of Hungary]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 920-947.
    3. Macchiarelli, Corrado, 2014. "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
    4. 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.
    5. Hunter, John & Menla Ali, Faek, 2014. "Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate," Economic Modelling, Elsevier, vol. 40(C), pages 42-51.
    6. Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012. "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper 70772, University Library of Munich, Germany.
    7. 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.
    8. Phillips, Peter C.B., 1995. "Robust Nonstationary Regression," Econometric Theory, Cambridge University Press, vol. 11(05), pages 912-951, October.
    9. Christophe Rault, 2007. "Une synthèse de l'exogénéité dans les modèles vectoriels à correction d'erreurs," Post-Print halshs-00202651, HAL.

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