Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity
Bibliographic Data
| ID | 19319396 |
|---|---|
| Authors | Takatoshi Ito (0000-0002-4472-0080, National Bureau of Economic Research, corresponding author) |
| Year | 1988 |
| Volume | 70 |
| Issue | 2 |
| Pages | 296 |
| Publication date | 1988-05-01 |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Review of Economics and Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0034-6535 • E-ISSN: 1530-9142 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/1928314 |
| OpenAlex | W2002770270 |
| Language | EN |
| Citations received | 1 |
Econometrics · Economics · Interest rate · Interest rate parity · Monetary economics · Fault Detection and Control Systems
| Citations per year | 0.03 |
|---|---|
| Citation span | 1989 - 1989 (1) |
| Highly cited | No |