Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Jong Cheol Yoon, Dai Hong Min, Sang Young Jei
| Year of publication: |
2020
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|---|---|
| Authors: | Yoon, Jong Cheol ; Min, Dai Hong ; Jei, Sang Young |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 90.2020, p. 494-500
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| Subject: | A time-invariant cointegration model | A time-varying cointegration model | Exchange rate determination | Purchasing power parity | Kaufkraftparität | Kointegration | Cointegration | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.11.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012428957