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Volumn 52, Issue 2, 2000, Pages 299-319

The monetary exchange rate model as a long-run phenomenon

Author keywords

Cointegration; Monetary exchange rate models; Nominal exchange rates; Panel data

Indexed keywords

COINTEGRATION ANALYSIS; EXCHANGE RATE; INTERNATIONAL TRADE; PANEL DATA;

EID: 0033710835     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(00)00061-1     Document Type: Article
Times cited : (111)

References (32)
  • 15
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive models
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 30
    • 0003565283 scopus 로고
    • Panel cointegration: Asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
    • Department of Economics, Indiana University
    • (1995) Working Paper 95-013
    • Pedroni, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.