The monetary model in the presence of I(2) components: Long-run relationships, short-run dynamics and forecasting of the Greek drachma

Journal of International Money and Finance

Volumn 19, Issue 6, 2000, Pages 917-941

  Diamandis, Panayiotis F ^a   Georgoutsos, Dimitris A ^a   Kouretas, Georgios P ^b  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF CRETE   (Greece)

Author keywords

Exchange rates; Forecasting; I(2) cointegration; Identification; Monetary model; Stability

Indexed keywords

EID: 0034410927     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00040-1     Document Type: Article

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