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

Authors
Soren Johansen Katarina Juselius
Citation
Soren Johansen et Katarina Juselius, Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK, Journal of econometrics, 53(1-3), 1992, pp. 211
Journal title
Journal of econometrics → ACNP
ISSN journal
03044076
Volume
53
Issue
1-3
Year of publication
1992
Database
ICR
SICI code
0304-4076(1992)53:1-3<211:TSHIAM>2.0.ZU;2-A