Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK

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@article{e35c115074c611dbbee902004c4f4f50,

title = "Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK",

author = "S{\o}ren Johansen and Katarina Juselius",

year = "1992",

doi = "10.1016/0304-4076(92)90086-7",

language = "English",

volume = "53",

pages = "211--244",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1-3",

}

TY - JOUR

T1 - Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK

AU - Johansen, Søren

AU - Juselius, Katarina

PY - 1992

Y1 - 1992

U2 - 10.1016/0304-4076(92)90086-7

DO - 10.1016/0304-4076(92)90086-7

M3 - Journal article

VL - 53

SP - 211

EP - 244

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 1-3

ER -