Search Results - subject:"Fisher parity"

Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank's monetary policy strategy

Neto, David - In: International economics : a journal published by CEPII … 144 (2015), pp. 83-94

Persistent link: https://www.econbiz.de/10011525395

International parity relations between Poland and Germany: a cointegrated VAR approach

Stazka, Agnieszka - Volkswirtschaftliche Fakultät, … - 2008

(Fisher parity) between Poland and Germany. The international parity relations are investigated jointly within the …

Persistent link: https://www.econbiz.de/10008599102

Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period

Bevilacqua, Franco - United Nations University, Maastricht Economic and … - 2006

characterized by distinct exchange rate regimes and a different regulation in capital markets. Keywords: ppp, uip, Fisher … parity, Bretton-Woods regime. JEL codes: E31, E43, F31, F32. UNU-MERIT Working Papers ISSN 1871-9872 UNU …

Persistent link: https://www.econbiz.de/10005451564

Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period

Bevilacqua, Franco - United Nations University, Maastricht Economic and … - 2006

43, F31, F32. Keywords: ppp, uip, Fisher parity. UNU-MERIT Working Papers ISSN 1871-9872 UNU …

Persistent link: https://www.econbiz.de/10005150862

Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period

Bevilacqua, Franco - United Nations University-Maastricht Economic Research … - 2006

Persistent link: https://www.econbiz.de/10010712001

Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period

Bevilacqua, Franco - United Nations University-Maastricht Economic Research … - 2006

43, F31, F32. Keywords: ppp, uip, Fisher parity. UNU-MERIT Working Papers ISSN 1871-9872 UNU …

Persistent link: https://www.econbiz.de/10010712296

International Parity Relationships Between Germany and the United States: A Joint Modelling Approach

Juselius, Katarina; MacDonald, Ronald - Økonomisk Institut, Københavns Universitet - 2003

This paper examines the interrelations between purchasing power parity, uncovered interest parity, the term structure of interest rates and the Fisher real interest rate parity using cointegration analysis. Dynamic adjustment and feed-back effects are estimated jointly in a full system of...

Persistent link: https://www.econbiz.de/10005543582