-
3
-
-
33744946672
-
-
Bruggeman, A., Donati, P., Warne, A., 2003. Is the demand for Euro area M3 stable? European Central Bank, Working Paper No. 255.
-
-
-
-
4
-
-
0000535182
-
Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates
-
Carlson J.B., Hoffman D.L., Keen B.D., and Rasche R.H. Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates. Journal of Monetary Economics 46 (2000) 345-383
-
(2000)
Journal of Monetary Economics
, vol.46
, pp. 345-383
-
-
Carlson, J.B.1
Hoffman, D.L.2
Keen, B.D.3
Rasche, R.H.4
-
6
-
-
0001126361
-
Banking on currency forecasts: How predictable is change in money?
-
Chinn M.D., and Meese R.A. Banking on currency forecasts: How predictable is change in money?. Journal of International Economics 38 (1995) 161-178
-
(1995)
Journal of International Economics
, vol.38
, pp. 161-178
-
-
Chinn, M.D.1
Meese, R.A.2
-
7
-
-
0003047270
-
Tests of equal forecast accuracy and encompassing for nested models
-
Clark T.E., and McCracken M.W. Tests of equal forecast accuracy and encompassing for nested models. Journal of Econometrics 105 (2001) 85-110
-
(2001)
Journal of Econometrics
, vol.105
, pp. 85-110
-
-
Clark, T.E.1
McCracken, M.W.2
-
8
-
-
2342498519
-
The determinants of the Euro-Dollar exchange rate: Synthetic fundamentals and a non-existing currency
-
Clostermann J., and Schnatz B. The determinants of the Euro-Dollar exchange rate: Synthetic fundamentals and a non-existing currency. Applied Economics Quarterly 46 3 (2000) 274-302
-
(2000)
Applied Economics Quarterly
, vol.46
, Issue.3
, pp. 274-302
-
-
Clostermann, J.1
Schnatz, B.2
-
9
-
-
3042520916
-
Determinants of the effective real exchange rate of the synthetic Euro: Alternative methodological approaches
-
Detken C., Dieppe A., Henry J., Smets F., and Marin C. Determinants of the effective real exchange rate of the synthetic Euro: Alternative methodological approaches. Australian Economic Papers 41 4 (2002) 342-365
-
(2002)
Australian Economic Papers
, vol.41
, Issue.4
, pp. 342-365
-
-
Detken, C.1
Dieppe, A.2
Henry, J.3
Smets, F.4
Marin, C.5
-
11
-
-
13944263683
-
Exchange rates and fundamentals: New evidence from real-time data
-
Ehrmann M., and Fratzscher M. Exchange rates and fundamentals: New evidence from real-time data. Journal of International Money and Finance 24 2 (2005) 317-341
-
(2005)
Journal of International Money and Finance
, vol.24
, Issue.2
, pp. 317-341
-
-
Ehrmann, M.1
Fratzscher, M.2
-
12
-
-
33744910479
-
-
European Central Bank, 2002. Economic fundamentals and the exchange rate of the Euro. Monthly Bulletin, January, 41-53.
-
-
-
-
13
-
-
0031753012
-
Long run money demand in the EU: Evidence for area-wide aggregates
-
Fagan G., and Henry J. Long run money demand in the EU: Evidence for area-wide aggregates. Empirical Economics 23 (1998) 483-506
-
(1998)
Empirical Economics
, vol.23
, pp. 483-506
-
-
Fagan, G.1
Henry, J.2
-
14
-
-
30844463145
-
The monetary approach to exchange rates and the behaviour of the Canadian Dollar over the long run
-
Francis B., Hasan I., and Lothian J.R. The monetary approach to exchange rates and the behaviour of the Canadian Dollar over the long run. Applied Financial Economics 11 (2001) 475-481
-
(2001)
Applied Financial Economics
, vol.11
, pp. 475-481
-
-
Francis, B.1
Hasan, I.2
Lothian, J.R.3
-
15
-
-
33744946935
-
-
Gerdesmeier, D., Roffia, B., 2003. Empirical estimates of reaction functions for the Euro area. European Central Bank, Working Paper No. 206.
-
-
-
-
16
-
-
0035205037
-
Macroeconomic fundamentals and the DM/$ exchange rate: Temporal instability and the monetary model
-
Goldberg M.D., and Frydman R. Macroeconomic fundamentals and the DM/$ exchange rate: Temporal instability and the monetary model. International Journal of Finance and Economics 6 (2001) 421-435
-
(2001)
International Journal of Finance and Economics
, vol.6
, pp. 421-435
-
-
Goldberg, M.D.1
Frydman, R.2
-
17
-
-
18644376805
-
Cointegration and the monetary exchange rate model revisited
-
Groen J.J.J. Cointegration and the monetary exchange rate model revisited. Oxford Bulletin of Economics and Statistics 64 4 (2002) 361-380
-
(2002)
Oxford Bulletin of Economics and Statistics
, vol.64
, Issue.4
, pp. 361-380
-
-
Groen, J.J.J.1
-
18
-
-
33744921770
-
-
Groen, J.J.J., 2003. Exchange rate predictability and monetary fundamentals in a small multi-country panel. Working paper.
-
-
-
-
20
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root
-
Kwiatkowski D., Phillips P.C.B., Schmidt P., and Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics 54 (1992) 159-178
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.C.B.2
Schmidt, P.3
Shin, Y.4
-
21
-
-
0039021737
-
Investigating stability and linearity of a German M1 money demand function
-
Lütkepohl H., Teräsvirta T., and Wolters J. Investigating stability and linearity of a German M1 money demand function. Journal of Applied Econometrics 14 (1999) 511-525
-
(1999)
Journal of Applied Econometrics
, vol.14
, pp. 511-525
-
-
Lütkepohl, H.1
Teräsvirta, T.2
Wolters, J.3
-
22
-
-
38149146963
-
The monetary model of the exchange rate: Long-run relationships, short-run dynamics and how to beat a random walk
-
MacDonald R., and Taylor M.P. The monetary model of the exchange rate: Long-run relationships, short-run dynamics and how to beat a random walk. Journal of International Money and Finance 13 3 (1994) 276-290
-
(1994)
Journal of International Money and Finance
, vol.13
, Issue.3
, pp. 276-290
-
-
MacDonald, R.1
Taylor, M.P.2
-
23
-
-
2342554854
-
Determinants of the Euro real effective exchange rate: A BEER/PEER approach
-
Maeso-Fernandez F., Osbat C., and Schnatz B. Determinants of the Euro real effective exchange rate: A BEER/PEER approach. Australian Economic Papers 41 4 (2002) 437-461
-
(2002)
Australian Economic Papers
, vol.41
, Issue.4
, pp. 437-461
-
-
Maeso-Fernandez, F.1
Osbat, C.2
Schnatz, B.3
-
24
-
-
0001413344
-
Exchange rates and fundamentals: Evidence on long-horizon predictability
-
Mark N.C. Exchange rates and fundamentals: Evidence on long-horizon predictability. American Economic Review 85 1 (1995) 201-218
-
(1995)
American Economic Review
, vol.85
, Issue.1
, pp. 201-218
-
-
Mark, N.C.1
-
25
-
-
0035154184
-
Nominal exchange rates and monetary fundamentals. Evidence from a small post-Bretton Woods panel
-
Mark N.C., and Sul D. Nominal exchange rates and monetary fundamentals. Evidence from a small post-Bretton Woods panel. Journal of International Economics 53 (2001) 29-52
-
(2001)
Journal of International Economics
, vol.53
, pp. 29-52
-
-
Mark, N.C.1
Sul, D.2
-
26
-
-
33846907054
-
Empirical exchange rate models of the seventies. Do they fit out of sample?
-
Meese R.A., and Rogoff K. Empirical exchange rate models of the seventies. Do they fit out of sample?. Journal of International Economics 14 (1983) 3-24
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
27
-
-
0035010130
-
A note on testing the monetary model of the exchange rate
-
Moersch M., and Nautz D. A note on testing the monetary model of the exchange rate. Applied Financial Economics 11 (2001) 261-268
-
(2001)
Applied Financial Economics
, vol.11
, pp. 261-268
-
-
Moersch, M.1
Nautz, D.2
-
28
-
-
33744941461
-
-
Nautz, D., Ruth, K., 2004. Monetary disquilibria and the Euro/Dollar exchange rate. Goethe University Frankfurt, Working paper.
-
-
-
-
29
-
-
84963002108
-
Automatic lag selection in covariance matrix estimation
-
Newey W.K., and West K.D. Automatic lag selection in covariance matrix estimation. Review of Economic Studies 61 (1994) 631-653
-
(1994)
Review of Economic Studies
, vol.61
, pp. 631-653
-
-
Newey, W.K.1
West, K.D.2
-
30
-
-
0000631178
-
A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
-
Osterwald-Lenum M. A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics. Oxford Bulletin of Economics and Statistics 54 3 (1992) 461-472
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, Issue.3
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
31
-
-
84927053460
-
The monetary transmission mechanism in the Euro area: More evidence from VAR analysis
-
Angeloni I., Kashyap A., and Mojon B. (Eds), Cambridge University Press, Cambridge, UK
-
Peersman G., and Smets F. The monetary transmission mechanism in the Euro area: More evidence from VAR analysis. In: Angeloni I., Kashyap A., and Mojon B. (Eds). Monetary Policy Transmission in the Euro Area (2003), Cambridge University Press, Cambridge, UK 36-55
-
(2003)
Monetary Policy Transmission in the Euro Area
, pp. 36-55
-
-
Peersman, G.1
Smets, F.2
-
32
-
-
0036888014
-
Testing the monetary model of exchange rate determination: New evidence from a century of data
-
Rapach D.E., and Wohar M.E. Testing the monetary model of exchange rate determination: New evidence from a century of data. Journal of International Economics 58 (2002) 359-385
-
(2002)
Journal of International Economics
, vol.58
, pp. 359-385
-
-
Rapach, D.E.1
Wohar, M.E.2
-
33
-
-
4344576397
-
Testing the monetary model of exchange rate determination: A closer look at panels
-
Rapach D.E., and Wohar M.E. Testing the monetary model of exchange rate determination: A closer look at panels. Journal of International Money and Finance 23 (2004) 867-895
-
(2004)
Journal of International Money and Finance
, vol.23
, pp. 867-895
-
-
Rapach, D.E.1
Wohar, M.E.2
-
34
-
-
0040168296
-
Statistical inference on cointegration rank in error correction models with stationary covariates
-
Seo B. Statistical inference on cointegration rank in error correction models with stationary covariates. Journal of Econometrics 85 (1998) 339-385
-
(1998)
Journal of Econometrics
, vol.85
, pp. 339-385
-
-
Seo, B.1
-
35
-
-
0141942068
-
The functional form of the demand for Euro area M1
-
Stracca L. The functional form of the demand for Euro area M1. The Manchester School 71 2 (2003) 172-204
-
(2003)
The Manchester School
, vol.71
, Issue.2
, pp. 172-204
-
-
Stracca, L.1
|