Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates
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- Anella Munro, 2005. "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series DP2005/05, Reserve Bank of New Zealand.
More about this item
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-03-13 (All new papers)
- NEP-ECM-2005-03-13 (Econometrics)
- NEP-ETS-2005-03-13 (Econometric Time Series)
- NEP-IFN-2005-03-13 (International Finance)
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