-
1
-
-
0001801999
-
Rational expectations and the exchange rate
-
ed. J.A. Frenkel and H.G. Johnson (New York: Addison Wesley)
-
Bilson, John F.O. (1978) 'Rational expectations and the exchange rate,' in The Economics of Exchange Rates: Selected Studies, ed. J.A. Frenkel and H.G. Johnson (New York: Addison Wesley)
-
(1978)
The Economics of Exchange Rates: Selected Studies
-
-
Bilson, J.F.O.1
-
2
-
-
58149212970
-
Who drives real interest rates round the Pacific Rim: The USA or Japan?
-
Chinn, Menzie, and Jeffrey Frankel (1995) 'Who drives real interest rates round the Pacific Rim: the USA or Japan?' Journal of International Money, and Finance 14, 801-21
-
(1995)
Journal of International Money, and Finance
, vol.14
, pp. 801-821
-
-
Chinn, M.1
Frankel, J.2
-
3
-
-
0003337448
-
International interest rate and price level linkage under flexible exchange rates: A review of recent evidence
-
ed. J.F.O. Bilson and R. Marston (Chicago: University of Chicago Press)
-
Cumby, Robert E., and Maurice Obstfeld (1984) 'International interest rate and price level linkage under flexible exchange rates: a review of recent evidence,' in Exchange Rate Theory and Practice, ed. J.F.O. Bilson and R. Marston (Chicago: University of Chicago Press)
-
(1984)
Exchange Rate Theory and Practice
-
-
Cumby, R.E.1
Obstfeld, M.2
-
4
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, David, and Wayne Fuller (1979) 'Distribution of the estimators for autoregressive time series With a unit root,' Journal of the American Statistical Association 74, 427-31
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.1
Fuller, W.2
-
5
-
-
38249006454
-
Real interest rate parity new measures and tests
-
Dutton, Miller M. (1993) 'Real interest rate parity new measures and tests,' Journal of International Money and Finance 12, 62-77
-
(1993)
Journal of International Money and Finance
, vol.12
, pp. 62-77
-
-
Dutton, M.M.1
-
6
-
-
0001165653
-
A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990
-
Edison, Halt J., and Dianne Pauls (1993) 'A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990,' Journal of Monetary Economics 31, 165-87
-
(1993)
Journal of Monetary Economics
, vol.31
, pp. 165-187
-
-
Edison, H.J.1
Pauls, D.2
-
9
-
-
84995733144
-
On the mark: The theory of floating exchange rates based on real interest differentials
-
Frankel, Jeffrey (1979) 'On the mark: the theory of floating exchange rates based on real interest differentials,' American Economic Review 69, 610-22
-
(1979)
American Economic Review
, vol.69
, pp. 610-622
-
-
Frankel, J.1
-
10
-
-
0000634137
-
A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence
-
Frenkel, Jacob A. (1976) 'A monetary approach to the exchange rate: doctrinal aspects and empirical evidence,' Scandinavian Journal of Economics 78, 200-24
-
(1976)
Scandinavian Journal of Economics
, vol.78
, pp. 200-224
-
-
Frenkel, J.A.1
-
14
-
-
0030305869
-
Panel unit root tests and real exchange rates
-
MacDonald, Royland (1996) 'Panel unit root tests and real exchange rates.' Economics Letters 50, 7-11
-
(1996)
Economics Letters
, vol.50
, pp. 7-11
-
-
Macdonald, R.1
-
16
-
-
0001537079
-
Some evidence on the international equality of real interest rates
-
Mark, Nelson C. (1985) 'Some evidence on the international equality of real interest rates,' Journal of International Money and Finance 4, 189-208
-
(1985)
Journal of International Money and Finance
, vol.4
, pp. 189-208
-
-
Mark, N.C.1
-
17
-
-
84977732024
-
Was it real? The exchange rate-interest differential relation over the modern floating rate period
-
Meese, Richard, and Kenneth Rogoff (1988) 'Was it real? The exchange rate-interest differential relation over the modern floating rate period,' Journal of Finance 43, 933-48
-
(1988)
Journal of Finance
, vol.43
, pp. 933-948
-
-
Meese, R.1
Rogoff, K.2
-
18
-
-
0037685822
-
Are real interest rates equal across countries? An empirical investigation of international parity conditions
-
Mishkin, Frederic S. (1984a) 'Are real interest rates equal across countries? An empirical investigation of international parity conditions,' Journal of Finance 39, 1345-57
-
(1984)
Journal of Finance
, vol.39
, pp. 1345-1357
-
-
Mishkin, F.S.1
-
19
-
-
0001337441
-
The real interest rate: A multi-country empirical study
-
- (1984b) 'The real interest rate: a multi-country empirical study,' Canadian Journal of Economics 17, 283-311
-
(1984)
Canadian Journal of Economics
, vol.17
, pp. 283-311
-
-
-
20
-
-
0002236192
-
A model of exchange rate dynamic
-
Mussa, Michael L. (1982) 'A model of exchange rate dynamic,' Journal of Political Economy 90, 74-104
-
(1982)
Journal of Political Economy
, vol.90
, pp. 74-104
-
-
Mussa, M.L.1
-
22
-
-
0030163302
-
Purchasing power parity and unit root tests using panel date
-
Oh, Keun-Yeob (1996) 'Purchasing power parity and unit root tests using panel date,' Journal of International Money and Finance 15, 405-18
-
(1996)
Journal of International Money and Finance
, vol.15
, pp. 405-418
-
-
Oh, K.-Y.1
-
23
-
-
84952247880
-
A comparison of unit-root test criteria
-
Pantula, Sastry G., Graciela Gonzalez-Farias, and Wayne A. Fuller (1994) 'A comparison of unit-root test criteria,' Journal of Business and Economic Statistics 12, 449-59
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 449-459
-
-
Pantula, S.G.1
Gonzalez-Farias, G.2
Fuller, W.A.3
-
24
-
-
0010130401
-
Searching for stationarity; Purchasing power parity under the current float
-
Papell, David (1997) 'Searching for Stationarity; purchasing power parity under the current float,' Journal of International Economics 43, 313-32
-
(1997)
Journal of International Economics
, vol.43
, pp. 313-332
-
-
Papell, D.1
-
27
-
-
0030534750
-
Are real exchange rates nonstationarity? Evidence from a panel data test
-
Wu, Yangru (1996) 'Are real exchange rates nonstationarity? Evidence from a panel data test,' Journal of Money Credit and Banking 28, 54-63
-
(1996)
Journal of Money Credit and Banking
, vol.28
, pp. 54-63
-
-
Wu, Y.1
|