메뉴 건너뛰기




Volumn 58, Issue 2, 1998, Pages 231-238

Long-run equilibrium real exchange rates and oil prices

Author keywords

Causality; Cointegration; F30; Oil prices; Purchasing power parity

Indexed keywords


EID: 0032220982     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(97)00282-6     Document Type: Article
Times cited : (162)

References (13)
  • 3
    • 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
    • Beveridge S., Nelson C.R. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle. Journal of Monetary Economics. 7:1981;151-174.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 5
    • 0021626296 scopus 로고
    • Testing for the effects of oil-price rises using vector autoregressions
    • Burbidge J., Harrison A. Testing for the effects of oil-price rises using vector autoregressions. International Economic Review. 25:1984;459-484.
    • (1984) International Economic Review , vol.25 , pp. 459-484
    • Burbidge, J.1    Harrison, A.2
  • 7
    • 0003973487 scopus 로고    scopus 로고
    • Real Exchange Rate Levels, Productivity and demand shocks: Evidence from a panel of 14 countries
    • Chinn, M., Johnston, L., 1996. Real Exchange Rate Levels, Productivity and demand shocks: Evidence from a panel of 14 countries. NBER Working Paper # 5709.
    • (1996) NBER Working Paper # 5709
    • Chinn, M.1    Johnston, L.2
  • 8
    • 0000230606 scopus 로고
    • Long swings in the dollar: Are they in the data and do markets know it?
    • Engel C., Hamilton J. Long swings in the dollar: Are they in the data and do markets know it? American Economic Review. 80:1990;689-713.
    • (1990) American Economic Review , vol.80 , pp. 689-713
    • Engel, C.1    Hamilton, J.2
  • 9
    • 38249011258 scopus 로고
    • Cointegration in partial systems and the efficiency of single-equation analysis
    • Johansen S. Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics. 52:1992;389-402.
    • (1992) Journal of Econometrics , vol.52 , pp. 389-402
    • Johansen, S.1
  • 10
    • 0002378331 scopus 로고
    • Critical Values for Co-Integration Tests
    • Engle, R.F., Granger, C.W.J. (Eds.)
    • MacKinnon, J.G., 1991. Critical Values for Co-Integration Tests. In Engle, R.F., Granger, C.W.J. (Eds.), Long-Run Economic Relationships. Pp. 267-276.
    • (1991) Long-Run Economic Relationships , pp. 267-276
    • MacKinnon, J.G.1
  • 11
    • 21844518679 scopus 로고
    • Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
    • Ng S., Perron P. Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag. Journal of the American Statistical Asociation. 90:1995;268-281.
    • (1995) Journal of the American Statistical Asociation , vol.90 , pp. 268-281
    • Ng, S.1    Perron, P.2
  • 13
    • 1542372325 scopus 로고
    • The response of real exchange rates to various economic shocks
    • Zhou S. The response of real exchange rates to various economic shocks. Southern Economic Journal. 61:1995;936-954.
    • (1995) Southern Economic Journal , vol.61 , pp. 936-954
    • Zhou, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.