مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan

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 :

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 :