Article ID Journal Published Year Pages File Type
963224 Journal of International Financial Markets, Institutions and Money 2011 7 Pages PDF
Abstract
► Pippenger's criticism of the use of artificial data reflects a mistaken assumption. ► His model is inappropriately robust to changes in the specification of data series. ► His model is shown to be a test of CIP alone.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder
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