Title of article
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan
Author/Authors
Guglielmo Maria Caporale، نويسنده , , Sarantis Kalyvitis، نويسنده , , Nikitas Pittis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
14
From page
637
To page
650
Keywords
Likelihood ratio tests , FIML estimation , Uncovered interest rate parity (UIP) , Purchasing power parity (PPP) , VAR models
Journal title
Journal of Policy Modeling
Serial Year
2001
Journal title
Journal of Policy Modeling
Record number
225923
Link To Document