메뉴 건너뛰기




Volumn 3, Issue 1, 1991, Pages 17-38

The predictability of real exchange rate changes in the short and long run

Author keywords

Purchasing power parity; real exchange rates

Indexed keywords


EID: 0011595786     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/0922-1425(91)90016-6     Document Type: Article
Times cited : (15)

References (19)
  • 2
    • 49149136203 scopus 로고
    • A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle
    • (1981) Journal of Monetary Economics , vol.7 , pp. 584-596
    • Beveridge1    Nelson2
  • 7
    • 0000212649 scopus 로고
    • Explanations of exchange rate volatility and other empirical regularities in some popular models of the foreign exchange market
    • K. Brunner, A.H. Meltzer, Carnegie—Rochester Conference Series on Public Policy
    • (1981) The costs and consequences of inflation , vol.15 , pp. 219-249
    • Flood1
  • 8
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen1
  • 13
    • 84977732024 scopus 로고
    • Was it real? The exchange rate-interest differential relation over the modern floating-rate period
    • (1988) The Journal of Finance , vol.43 , pp. 933-948
    • Meese1    Rogoff2
  • 14
    • 0000706085 scopus 로고
    • A simple positive definite heteroscedasticity and autocorrelation consistent covariance matrix
    • (1985) Econometrica , vol.55 , pp. 703-708
    • Newey1    West2
  • 15
    • 0002679349 scopus 로고
    • Violations of purchasing power parity and their implications for efficient international commodity markets
    • M. Sarnat, G. Szegö, Ballinger, Cambridge, MA
    • (1979) International finance and trade , vol.1
    • Roll1
  • 16
    • 84928457758 scopus 로고
    • An equilibrium model of exchange rate determination and asset pricing with nontraded goods and imperfect information
    • (1987) Journal of Political Economy , vol.95 , pp. 1024-1040
    • Stulz1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.