Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

DOI10.1016/0304-4076(92)90086-7zbMath0850.62905OpenAlexW1963912781MaRDI QIDQ1194029

Katarina Juselius, Søren Glud Johansen

Publication date: 27 September 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90086-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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