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
- 1 September 1995
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 69 (1), 211-240
- https://doi.org/10.1016/0304-4076(94)01669-q
Abstract
No abstract availableKeywords
Funding Information
- Social Science Research Council
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