The author is grateful to Fabio Bagliano and Claudio Morana for constructive comments. He is also thankful to Andrea Beltratti, Carlo Favero, Agostino Consolo, Giulio Nicoletti and Philippe de Rougemont for further discussion. The paper also benefited from comments provided by participants at the Rimini Time Series Workshop, together with participants at the GdRe Symposium on Money, Banking and Finance and participants at an internal seminar organized by the DG Economics of the European Central Bank. The author also acknowledges comments from two anonymous referees.
On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity
Version of Record online: 14 JUL 2013
© 2013 John Wiley & Sons Ltd
Review of International Economics
Volume 21, Issue 3, pages 519–535, August 2013
How to Cite
Macchiarelli, C. (2013), On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity. Review of International Economics, 21: 519–535. doi: 10.1111/roie.12052
- Issue online: 14 JUL 2013
- Version of Record online: 14 JUL 2013
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