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Google圖書搜尋
International Parity Relationships Between Germany and Us
Franco F. Bevilacqua
Cinzia C. Daraio
其他書名
A Multivariate Time Series Analysis for the Post Bretton-Woods Period
出版
SSRN
, 2002
URL
http://books.google.com.hk/books?id=UmTczwEACAAJ&hl=&source=gbs_api
註釋
This paper investigates the effects of replacing the consumer price index (CPI) with the wholesale price index (WPI) in the cointegrating international parity relationships found by Juselius and MacDonald (2000). Our empirical analysis outstandingly produced results similar to the ones obtained by Juselius and MacDonald, suggesting that the cointegration relationships in the international parity conditions hold both for CPI and WPI.
