Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
| Year of publication: |
1992
|
|---|---|
| Authors: | Johansen, Søren ; Juselius, Katarina |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 53.1992, 1-3, p. 211-244
|
| Publisher: |
Elsevier |