The failure of the monetary exchange rate model for the Canadian-U.S. dollar

Canadian Journal of Economics

Volumn 33, Issue 3, 2000, Pages 591-603

  Cushman, David O ^a  

^a UNIVERSITY OF SASKATCHEWAN   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011098581     PISSN: 00084085     EISSN: None     Source Type: Journal    
DOI: 10.1111/0008-4085.00031     Document Type: Article

References (13)

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8. Doornik, J.A., D.F. Hendry, and B. Nielsen (1999) 'Inference in cointegrated models: UK Ml revisited,' in Practical Issues in Cointegration Analysis, ed. L. Oxley and M. McAleer (Oxford: Blackwell); simultaneously published in Journal of Economic Surveys 12, December 1998
9. Driskill, R.A. (1981) 'Exchange rate dynamics: an empirical investigation,' Journal of Political Economy 89, 357-71
10. Edison, H.J., J.E. Gagnon, and W.R. Melick (1997) 'Understanding the empirical literature on purchasing power parity: the post Bretton Woods Era,' Journal of International Money and Finance 16, 1-17
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13. _ (1993) 'A simple estimator of cointegrating vectors of higher order integrated systems,' Econometrica 61, 783-820