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

Katarina Juselius

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

Department of Economics

Research output: Working paper › Research

Original language	English
Publisher	Department of Economics, University of Copenhagen
Number of pages	28
Publication status	Published - 1993

Cite this

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title = "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",

author = "Katarina Juselius",

year = "1993",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}

TY - UNPB

T1 - Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run?

T2 - An Example of Likelihood Inference in a Multivariate Time-Series Model

AU - Juselius, Katarina

PY - 1993

Y1 - 1993

M3 - Working paper

BT - Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run?

PB - Department of Economics, University of Copenhagen

ER -