Tracking the euro's progress

International Finance

Volumn 3, Issue 3, 2000, Pages 357-373

  Chinn, Menzie D ^a   Alquist, Ron ^b  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b INTERNATIONAL MONETARY FUND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008443320     PISSN: 13670271     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2362.00056     Document Type: Article

References (23)

1. Bogler, Daniel (2000), 'Global Investor: Equity Culture becomes the new Pied Piper', Financial Times, February 21, Companies & Markets Section.
2. Cheung, Yin-Wong, and S. Kon Lai (1993), 'Finite-Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration', Oxford Bulletin of Economics and Statistics, 55(3), 313-28.
3. Chinn, Menzie (2000), 'The Empirical Determinants of the Euro: Short and Long Term Perspectives', paper presented at the Deutsche Bundesbank conference on Equilibrium Exchange Rates of the Euro, 27-8 March 2000, Frankfurt. Circulated as Santa Cruz Center for International Economics, 00-02.
4. _, and Louis Johnston (1999), 'The Impact of Productivity Differentials on Real Exchange Rates: Beyond the Balassa-Samuelson Framework', Working Paper No. 442, Santa Cruz: Dept. of Economics, University of California, June.
5. _, and Richard Meese (1995), 'Banking on Currency Forecasts: Is Change in Money Predictable?', Journal of International Economics, 38(1-2), 161-78.
6. Clark, Peter, and Ronald MacDonald (1999), 'Exchange Rates and Economic Fundamentals: A Methodological Comparison of BEERs and FEERs', in Jerome Stein and Ronald MacDonald, eds, Equilibrium Exchange Rates. Norwell, MA: Kluwer: 285-322.
7. Clostermann, Jörg, and Bernd Schnatz (2000), 'The Determinants of the Euro-Dollar Exchange Rate: Synthetic Fundamentals and a Non-existent Currency', paper presented at the Deutsche Bundesbank conference on Equilibrium Exchange Rates of the Euro, 27-8 March 2000, Frankfurt.
8. Coppel, Jonathan, Martine Durand and Ignazio Visco (2000), 'EMU, the Euro and the European Policy Mix', Economics Department Working Papers, 232, February, Paris: OECD.
9. Corsetti, Giancarlo, and Paolo Pesenti (1999), 'Stability, Asymmetry and Discontinuity: The Outset of European Monetary Union', Brookings Papers on Economic Activity, 2, December, 295-372.
10. Crise, Cameron (2000), 'The Dow and the Dollar', Warburg Dillon Reed Global Economic Strategy Research.
11. Demertzis, Maria, and Andrew Hughes Hallett (1999), 'EMU and the External Value of the Euro', CEPR Discussion Paper, 2058, February.
12. Frankel, Jeffrey (1979), 'On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials', American Economic Review, 69, 610-22.
13. Hayo, Bernd (1999), 'Estimating a European Demand for Money', Scottish Journal of Political Economy, 46(3), 221-44.
14. _ (2000), 'Addendum to Estimating a European Demand for Money', paper presented at ASSA meetings, Boston, January.
15. Johansen, Søren (1988), 'Statistical Analysis of Cointegrating Vectors', Journal of Economic Dynamics and Control, 12, 231-54.
16. MacDonald, Ronald (1999), 'Exchange Rate Behaviour: Are Fundamentals Important?', Economic Journal, 109(459), F673-91.
17. Mark, Nelson (1995), 'Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability', American Economic Review, 85(1), 201-18.
18. _, and Donggyu Sul (1999), 'A Computationally Simple Cointegration Vector Estimator for Panel Data', mimeo, Columbus: Ohio State University, October.
19. OECD (2000), Economic Outlook 2000. Paris: OECD, June.
20. Osterwald-Lenum, M. (1992), 'A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics', Oxford Bulletin of Economics and Statistics, 54, 461-72.
21. Portes, Richard and Helene Rey (1998), 'The Emergence of the Euro as an International Currency', Economic Policy, 26, April, 305-32.
22. Rogoff, Kenneth (1999), 'Monetary Models of Dollar/Yen/Euro Nominal Exchange Rates: Dead or Undead?', Economic Journal, 109(F), November, 655-59.
23. Rosenberg, Michael (2000), 'The Euro's Long-term Struggle', FX Research Special Report Series, 2, London: Deutsche Bank, February.