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~isPartOf:"Discussion papers / Institute of Economics, University of Copenhagen"
~person:"Jusélius, Katarina"
~subject:"Purchasing power parity"
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Purchasing power parity
Kaufkraftparität
5
Zinsparität
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Cointegration
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Kointegration
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Theorie
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Theory
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Deutschland
2
European Monetary System
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Germany
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Interest rate parity
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Monetary transmission
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Time series analysis
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USA
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Jusélius, Katarina
MacDonald, Ronald
2
Johansen, Søren
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Discussion papers / Institute of Economics, University of Copenhagen
Discussion papers / Department of Economics, University of Copenhagen
7
Economics / Discussion papers : the open-access, open-assessment e-journal
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Exchange rates : dynamics, expectations and adjustment
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ECONIS (ZBW)
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International parity relationships between Germany and the United States : a joint modelling approach
Jusélius, Katarina
;
MacDonald, Ronald
-
2000
Persistent link: https://www.econbiz.de/10001530599
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2
Interest rate and price linkages between the USA and Japan : evidence from the post-Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
-
2000
Persistent link: https://www.econbiz.de/10001530604
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3
Do purchasing power parity and uncovered interest rate parity hold in the long run? : An example of likelihood inference in a multivariate time-series model
Jusélius, Katarina
-
1993
Persistent link: https://www.econbiz.de/10000878577
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4
Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK
Johansen, Søren
;
Jusélius, Katarina
-
1990
Persistent link: https://www.econbiz.de/10000786481
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5
Long-run relations in a well defined statistical method for the data generating process : cointegration analysis of the PPP and the UIP relations
Jusélius, Katarina
-
1990
Persistent link: https://www.econbiz.de/10000791720
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