Temporary Cointegration With an Application to Interest Rate Parity

Pierre Siklos () and Clive W. J. Granger

University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Date: 1996-03
View list of references View citations in EconPapers

Downloads: (external link)
ftp://weber.ucsd.edu/pub/econlib/dpapers/ucsd9611.ps.gz (application/postscript)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cdl:ucsdec:96-11

Access Statistics for this paper

More papers in University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().