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Type of publication: | Book / Working Paper |
Notes: | Published as: "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for the UK", in: Journal of Econometrics, 53(1-3) 1992, pp. 211-244 Number 90-05 31 pages |
Classification: | C52 - Model Evaluation and Testing ; C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
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Persistent link: https://www.econbiz.de/10005749710