Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

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Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

Authors

Ito, Takatoshi

Published Date

1984-09

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Center for Economic Research, Department of Economics, University of Minnesota

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Working Paper

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Center for Economic Research Discussion Papers

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Discussion Paper
204

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Ito, T., (1984), "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity", Discussion Paper No. 204, Center for Economic Research, Department of Economics, University of Minnesota.

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Ito, Takatoshi. (1984). Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/55386.

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