EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
International parity relationships between Germany and US: a multivariate time series analysis for the post Bretton-Woods period
Franco Bevilacqua and
Cinzia Daraio LEM Papers Series from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
This paper investigates the effects of replacing the consumer price index (CPI) with the wholesale price index (WPI) in the cointegrating in-ternational parity relationships found by Juselius and MacDonald (2000).
Keywords: AR model; cointegration; purchasing power parity; un-covered interest rate parity. (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cba, nep-ets and nep-ifn
References: View references in EconPapers View complete reference list from CitEc Citations View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link) http://www.lem.sssup.it/WPLem/files/2001-19.pdf (application/pdf)
Related works: This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:ssa:lemwps:2001/19
Access Statistics for this paper
More papers in LEM Papers Series from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
Contact information at EDIRC. Series data maintained by ().