-
1
-
-
0001223082
-
Off the Mark: Lessons for Exchange Rate Modelling
-
Boothe, Paul, and Denise Glassman. "Off the Mark: Lessons for Exchange Rate Modelling." Oxford Economic Papers 39 (1987): 443-55.
-
(1987)
Oxford Economic Papers
, vol.39
, pp. 443-455
-
-
Boothe, P.1
Glassman, D.2
-
2
-
-
84981676740
-
Finite-sample sizes of Johansen's Likelihood Ratio Tests for Cointegration
-
Cheung, Y, and K. Lai. "Finite-sample sizes of Johansen's Likelihood Ratio Tests for Cointegration." Oxford Bulletin of Economics and Statistics 55 (1993): 313-28.
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, pp. 313-328
-
-
Cheung, Y.1
Lai, K.2
-
4
-
-
0001403098
-
The Power Problems of Unit Root Tests in Time Series with Autoregressive Errors
-
Dejong, David, John Nankervis, Nathan, Savin, and Charles Whiteman. "The Power Problems of Unit Root Tests in Time Series with Autoregressive Errors." Journal of Econometrics 53 (1992): 323-44.
-
(1992)
Journal of Econometrics
, vol.53
, pp. 323-344
-
-
Dejong, D.1
Nankervis, J.2
Nathan, S.3
Whiteman, C.4
-
5
-
-
0001800397
-
A primer on Cointegration with an Application to Money and Income
-
Federal Reserve Bank of St. Louis
-
Dickey, David, Dennis Jansen, and Daniel Thornton. "A primer on Cointegration with an Application to Money and Income." Federal Reserve Bank of St. Louis Review 73 (1991): 58-78.
-
(1991)
Review
, vol.73
, pp. 58-78
-
-
Dickey, D.1
Jansen, D.2
Thornton, D.3
-
6
-
-
84981645316
-
Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing
-
Dickey, David, and Robert Rossana. "Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing." Oxford Bulletin of Economics and Statistics 56 (1994): 325-53.
-
(1994)
Oxford Bulletin of Economics and Statistics
, vol.56
, pp. 325-353
-
-
Dickey, D.1
Rossana, R.2
-
7
-
-
0007789440
-
Monetary Policy under Exchange Rate Flexibility
-
Managed Exchange Rate Flexibility: The Recent Experience
-
Dornbusch, Rudiger. "Monetary Policy under Exchange Rate Flexibility." In Managed Exchange Rate Flexibility: The Recent Experience. Federal Reserve Bank of Boston Conference Series No. 20, 1979.
-
(1979)
Federal Reserve Bank of Boston Conference Series No. 20
-
-
Dornbusch, R.1
-
8
-
-
0010156884
-
Exchange Rate Economics: Where Do We Stand
-
_. "Exchange Rate Economics: Where Do We Stand." Brookings Papers on Economic Activity 1 (1980): 143-85.
-
(1980)
Brookings Papers on Economic Activity
, vol.1
, pp. 143-185
-
-
-
9
-
-
0000013567
-
Co-integration and Error Correction: Representation, Estimation, and Testing
-
Engle, Robert, and Clive Granger. "Co-integration and Error Correction: Representation, Estimation, and Testing." Econometrica 55 (1987): 251-76.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.1
Granger, C.2
-
10
-
-
84995733144
-
On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Rate Differentials
-
Frankel, Jeffery. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Rate Differentials." American Economic Review 69 (1979): 610-22.
-
(1979)
American Economic Review
, vol.69
, pp. 610-622
-
-
Frankel, J.1
-
12
-
-
0001591341
-
A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience
-
Girton, Lance, and Don Roper. "A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience." American Economic Review 67 (1977): 537-48.
-
(1977)
American Economic Review
, vol.67
, pp. 537-548
-
-
Girton, L.1
Roper, D.2
-
13
-
-
33748632313
-
Five Alternative Methods of Estimating Long-Run Equilibrium Relationships
-
Gonzalo, Jesus. "Five Alternative Methods of Estimating Long-Run Equilibrium Relationships." Journal of Econometrics 60 (1994): 203-33.
-
(1994)
Journal of Econometrics
, vol.60
, pp. 203-233
-
-
Gonzalo, J.1
-
14
-
-
84981566273
-
Developments in the Study of Cointegrated Economic Variables
-
Granger, Clive. "Developments in the Study of Cointegrated Economic Variables." Oxford Bulletin of Economics and Statistics 43 (1986): 213-33.
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.43
, pp. 213-233
-
-
Granger, C.1
-
16
-
-
0003055145
-
An Empirical Analysis of the Monetary Approach to the Determination of the Exchange Rate
-
edited by Jacob Frenkel and Harry Johnson. Reading, MS: Addison-Wesley
-
Hodrick, Robert. "An Empirical Analysis of the Monetary Approach to the Determination of the Exchange Rate." In The Economics of Exchange Rates, edited by Jacob Frenkel and Harry Johnson. Reading, MS: Addison-Wesley, 1978.
-
(1978)
The Economics of Exchange Rates
-
-
Hodrick, R.1
-
17
-
-
0345510809
-
Statistical Analysis of Cointegration Vectors
-
Johansen, Soren. "Statistical Analysis of Cointegration Vectors." Journal of Economic Dynamics and Control 12 (1988): 231-54.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 231-254
-
-
Johansen, S.1
-
18
-
-
84981579311
-
Maximum Likelihood Estimation and Inference on Cointegration with Application to the Demand for Money
-
Johansen, Soren, and K. Juselius. "Maximum Likelihood Estimation and Inference on Cointegration with Application to the Demand for Money." Oxford Bulletin of Economics and Statistics 52 (1990): 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
19
-
-
0002653201
-
Common Stochastic Trends in International Stock Markets
-
Kasa, Kenneth. "Common Stochastic Trends in International Stock Markets." Journal of Monetary Economics 29 (1992): 95-124.
-
(1992)
Journal of Monetary Economics
, vol.29
, pp. 95-124
-
-
Kasa, K.1
-
21
-
-
38149146963
-
The Monetary Model of the Exchange Rate: Long-Run Relationships, Short-Run Dynamics and How to Beat a Random Walk
-
_. "The Monetary Model of the Exchange Rate: Long-Run Relationships, Short-Run Dynamics and How to Beat a Random Walk." Journal of International Money and Finance 13 (1994): 276-90.
-
(1994)
Journal of International Money and Finance
, vol.13
, pp. 276-290
-
-
-
22
-
-
21844516997
-
Long-Run Purchasing Power Parity: Is it for Real?
-
MacDonald, Ronald. "Long-Run Purchasing Power Parity: Is it for Real?" Review of Economics and Statistics 75 (1993): 690-95.
-
(1993)
Review of Economics and Statistics
, vol.75
, pp. 690-695
-
-
MacDonald, R.1
-
23
-
-
38249005914
-
Cointegration Tests for Long-Run Equilibrium in the Monetary Exchange Rate Model
-
McNown Robert, and Myles Wallace. "Cointegration Tests for Long-Run Equilibrium in the Monetary Exchange Rate Model." Economics Letters 31 (1989): 263-67.
-
(1989)
Economics Letters
, vol.31
, pp. 263-267
-
-
Robert, M.1
Wallace, M.2
-
24
-
-
21844489869
-
Cointegration Tests of the Monetary Exchange Rate Model for Three High-Inflation Economies
-
_. "Cointegration Tests of the Monetary Exchange Rate Model for Three High-Inflation Economies." Journal of Money, Credit, and Banking 26 (1994): 396-411.
-
(1994)
Journal of Money, Credit, and Banking
, vol.26
, pp. 396-411
-
-
-
25
-
-
33846907054
-
Empirical Exchange Rate Models of the Seventies: Do They Fit out of Sample?
-
Meese, Richard, and Kenneth Rogoff. "Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?" Journal of International Economics 14 (1983): 3-24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.1
Rogoff, K.2
-
26
-
-
0000631178
-
A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics: Four Cases
-
Osterwald-Lenum, M. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics: Four Cases." Oxford Bulletin of Economics and Statistics 54 (1992): 461-72.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
27
-
-
84986408996
-
Purchasing Power Parity as a Long-Run Relation
-
Patel, Jayendu. "Purchasing Power Parity as a Long-Run Relation." Journal of Applied Econometrics 5 (1990): 367-79.
-
(1990)
Journal of Applied Econometrics
, vol.5
, pp. 367-379
-
-
Patel, J.1
-
28
-
-
19044371729
-
Testing for Unit Roots in Autoregressive Moving Average Models of Unknown Order
-
Said, Said, and David Dickey. "Testing for Unit Roots in Autoregressive Moving Average Models of Unknown Order." Biometrica 71 (1984): 599-607.
-
(1984)
Biometrica
, vol.71
, pp. 599-607
-
-
Said, S.1
Dickey, D.2
|