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Does the PPP need the UIP?. (1996). Serati, Massimiliano ; Helg, Rodolfo.
In: LIUC Papers in Economics.
RePEc:liu:liucec:30.

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  1. Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors. (2015). Qayyum, Abdul ; Hina, Hafsa.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:54:y:2015:i:2:p:123-145.

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  2. Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors. (2013). Qayyum, Abdul ; Hina, Hafsa.
    In: MPRA Paper.
    RePEc:pra:mprapa:52611.

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  3. Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. (2012). Jaramillo Franco, Miguel ; Lozano, Sergio Servan .
    In: MPRA Paper.
    RePEc:pra:mprapa:70772.

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References

References cited by this document

  1. Caporale, G.M.; Kalyvitis, S. and Pittis N. (1995), Testing for PPP and UIP in FIML framework: some evidence for Germany and Japan, London Business School, Discussion Paper n. 30.

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  5. Hamilton, J.D. (1994), Time series analysis, Princeton NJ, University of Princeton.
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  6. Helg, R. and Serati, M. (1996), Empirical counterpart of a theoretical proposition: the overshooting model, Mimeo.
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  7. Johansen, S (1995), Likelihood-based inference on cointegration : theory and applications, Oxford, Oxford University Press.
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  8. Johansen, S.; and Juselius, K. (1992), Testing structural hypothesis in a multivariate cointegration analysis of the PPP and UIP for UK, Journal of Econometrics», n. 53, p. 211244.

  9. Johansen, S.; and Nielsen, B. (1993), Manual for the simulation program DisCo, version 1.0.
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  10. Osterwald-Lenum, M. (1992), Recalculated and extended tables of the asymptotic distribution of ssome important maximum likelihood cointegration test statistics, Oxford Bulletin of Economics and Statistics».
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  11. Pantula, S.G. (1989), Testing for unit roots in time series data», Econometric Theory», Vol.

  12. Pollak, R.A. and Wales, T.J. (1991), The likelihood dominance criterion : a new approach to model selection, Journal of Econometrics», n. 47, p. 227-242.

  13. Sjoo, B. (1995), Foreign trasmission effects in Sweden : do PPP and UIP hold in the long run'DONE', Advances in International Banking and Finance», n. 1, p. 129-149.
    Paper not yet in RePEc: Add citation now

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  2. Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina.
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  6. Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. (2012). Jaramillo Franco, Miguel ; Lozano, Sergio Servan .
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  65. Does the PPP need the UIP?. (). Serati, Massimiliano ; Helg, Rodolfo.
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