German dominance in the European monetary system: A reprise using robust Wald tests

Applied Economics Letters

Volumn 12, Issue 8, 2005, Pages 463-466

  Booth, G Geoffrey ^a   Ciner, Cetin ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b UNIVERSITY OF NORTH CAROLINA WILMINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; EUROPEAN MONETARY UNION; METHODOLOGY;

CENTRAL EUROPE; EASTERN HEMISPHERE; EURASIA; EUROPE; GERMANY; WORLD;

EID: 22144432674     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850500120359     Document Type: Article

References (9)

1. Dolado, J. J. and Lutkepohl, H. (1996) Making Wald tests for cointegrated VAR systems, Econometric Reviews, 15, 369-86.
2. von Hagen, J. and Fratianni, M. (1990) German dominance in the European Monetary System: evidence from interest rates, Journal of International Money and Finance, 9, 358-75.
3. Hassapis, C., Pittis, N. and Prodromidis, K. (1999) Unit roots and Granger causality in the EMS interest rates: the German dominance hypothesis revisited, Journal of International Money and Finance, 18, 47-73.
4. Karfakis, J. C. and Moschos, D. M. (1990) Interest rate linkages within the European Monetary System: a time series analysis, Journal of Money, Credit and Banking, 22, 388-94.
5. Katsimbris, G. M. and Miller, S. M. (1993) Interest rate linkages within the European Monetary System: further analysis, Journal of Money, Credit and Banking, 25, 771-9.
6. Kirchgassner, G. and Wolters, J. (1993) Does the DM dominate the Euro market? An empirical investigation, Review of Economics and Statistics, 75, 773-8.
7. Pantula, G. F. and Fuller, W. A. (1994) A comparison of unit root criteria, Journal of Business and Economic Studies, 12, 449-59.
8. Uctum, M. (1999) European integration and asymmetry in the EMS, Journal of International Money and Finance, 18, 769-98.
9. Zapata, H. O. and Rambaldi, A. N. (1997) Monte Carlo evidence on cointegration and causation, Oxford Bulletin of Economics and Statistics, 59, 285-98.